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QVML vs FALN

Comparison between INVESCO S&P 500 QVM MULTI-FACTOR ETF (QVML, ETF) and ISHARES FALLEN ANGELS USD BOND ETF (FALN, ETF).

5-Year PerformanceQVML has outperformed FALN, delivering a return of +13.7% compared to +3.6%

QVML vs FALN - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
QVML
$1.50B
Winner
FALN
$1.60B
Expense Ratio
Winner
QVML
0.11%
FALN
0.25%
Max Drawdown
Winner
QVML
24.47%
FALN
29.96%
Sharpe Ratio
Winner
QVML
1.50
FALN
0.57
5Y Beta
QVML
0.97
Winner
FALN
0.27
P/E Ratio
QVML
25.11
FALN
N/A
Forward P/E
QVML
20.10
FALN
N/A
PEG Ratio
QVML
0.23
FALN
N/A
5Y Dividends CAGR
QVML
N/A
FALN
5.09%
5Y EPS CAGR
QVML
30.73%
FALN
N/A
Debt to Equity
QVML
55.29%
FALN
N/A
P/S Ratio
QVML
3.76
FALN
N/A
P/B Ratio
QVML
5.46
FALN
N/A

QVML vs FALN - Historical Returns

Returns include dividend reinvestment.

1M
Winner
QVML
+3.88%
FALN
-0.04%
3M
Winner
QVML
+6.45%
FALN
+1.44%
6M
Winner
QVML
+13.29%
FALN
+1.58%
1Y
Winner
QVML
+24.52%
FALN
+6.58%
5Y(CAGR)
Winner
QVML
+13.66%
FALN
+3.60%
10Y(CAGR)
QVML
N/A
FALN
+6.06%
Max(CAGR)
Winner
QVML
+14.08%
FALN
+6.59%

QVML vs FALN - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

YearQVMLFALN
2026+14.87%+2.57%
2025+17.77%+8.60%
2024+26.36%+8.18%
2023+22.75%+13.36%
2022-16.67%-13.60%
2021+12.57%+5.67%
2020N/A+14.54%
2019N/A+17.52%
2018N/A-5.26%
2017N/A+8.15%
2016N/A+10.41%

QVML vs FALN Drawdown Comparison

The maximum drawdown for QVML was -23.53%, occurring on Oct 12, 2022. Recovery took 488 trading sessions.

The maximum drawdown for FALN was -29.22%, occurring on Mar 20, 2020. Recovery took 106 trading sessions.

The current FALN drawdown is -0.26%.

RankQVMLFALN
#1-23.53%
Jan 4, 2022 - Dec 13, 2023
-29.22%
Feb 14, 2020 - Jul 17, 2020
#2-18.72%
Feb 19, 2025 - Jun 27, 2025
-18.79%
Nov 9, 2021 - Jun 5, 2024
#3-8.73%
Feb 2, 2026 - Apr 14, 2026
-8.18%
Jan 24, 2018 - Mar 1, 2019
#4-8.54%
Jul 16, 2024 - Sep 19, 2024
-5.92%
Feb 28, 2025 - Jun 9, 2025
#5-5.36%
Mar 28, 2024 - May 14, 2024
-4.10%
Oct 19, 2016 - Dec 7, 2016
#6-4.97%
Sep 3, 2021 - Oct 20, 2021
-3.96%
Feb 19, 2026 - Jun 11, 2026
#7-4.65%
Oct 28, 2025 - Dec 11, 2025
-3.23%
Sep 2, 2020 - Oct 12, 2020
#8-4.19%
Dec 4, 2024 - Jan 22, 2025
-3.17%
Jun 23, 2016 - Jun 30, 2016
#9-4.17%
Jun 2, 2026 - Jul 15, 2026
-2.84%
Feb 12, 2021 - May 3, 2021
#10-3.68%
Nov 24, 2021 - Dec 8, 2021
-2.61%
Sep 6, 2016 - Sep 30, 2016
#11-3.41%
Jul 15, 2026 - Aug 3, 2026
-2.51%
Mar 1, 2017 - Apr 7, 2017
#12-2.99%
Dec 15, 2021 - Dec 23, 2021
-2.24%
May 6, 2019 - Jun 19, 2019
#13-2.90%
Jul 12, 2021 - Jul 23, 2021
-2.23%
Sep 15, 2021 - Nov 5, 2021
#14-2.83%
Oct 8, 2025 - Oct 24, 2025
-2.03%
Dec 6, 2024 - Jan 27, 2025
#15-2.72%
Jul 25, 2025 - Aug 12, 2025
-1.98%
Sep 17, 2019 - Dec 5, 2019

Correlation

Correlation between QVML and FALN is 0.96 which considered as a very strong positive correlation - the stocks move almost identically together.

0.96
-101

Dividend Comparison (2016 - 2026)

QVML vs FALN dividend yield comparison.

YearQVMLFALN
20260.49%3.81%
20251.10%6.31%
20241.15%6.24%
20231.43%5.37%
20221.72%5.08%
20210.62%3.40%
20200.00%5.14%
20190.00%5.35%
20180.00%5.97%
20170.00%6.98%
20160.00%3.55%

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