QDEF vs VYM

QDEF vs VYM

Which is better, QDEF or VYM?

Nearly the same fund. VYM costs less.

VYM has a lower expense ratio. QDEF led over 1Y, 3Y, 5Y and the full window. The two have moved almost in lockstep, correlation 0.95. VYM is less concentrated, with 26.1% of the fund in its ten largest positions against 35.6%.

Lower Fees: VYMHigher Returns: QDEFLess Concentrated: VYM

MarketXLS is not an investment adviser. This comparison is generated automatically from market data and is for information only. A Best mark means the better reading on that one measure, not a recommendation to buy.

Side-by-Side Comparison

MetricQDEFVYM
Expense Ratio0.39%0.04%Best
AUM$555M$81.6B
Dividend Yield1.54%2.22%
Holdings137613
YTD Return+10.86%Best+9.71%
1Y Return+14.28%Best+13.77%
3Y Return (annualized)+19.81%Best+17.30%
5Y Return (annualized)+12.54%Best+11.45%
Volatility (annualized)13.4%13.3%Best
Max Drawdown-36.2%-35.7%Best
$10,000 over 5 years$18,052Best$17,195
Top 10 Weight35.6%26.1%Best
Fund FamilyNorthern Trust Asset ManagementVanguard (US)
CategoryEquityEquity
StyleLarge Cap ValueLarge Cap Value
InceptionDec 14, 2012Nov 10, 2006

Volatility and max drawdown are measured over the window both funds cover: Dec 19, 2012 to Sep 24, 2026 (13.8 years).

QDEF vs VYM growth

Month-end closes. Both lines start at 0% in the first month shown, so the gap between them is the difference in growth across that window. The full view covers the 13.8 years both funds cover.

QDEF vs VYM Performance

Northern Trust Quality Dividend Defensive ETF (QDEF) is an ETF from Northern Trust Asset Management and Vanguard High Dividend Yield ETF (VYM) is an ETF from Vanguard (US). Over the past year QDEF returned +14.28% while VYM returned +13.77%. Year to date, QDEF is up 10.86% versus a gain of 9.71% for VYM.

Over three years, QDEF compounded at +19.81% per year against +17.30% for VYM; over five years the annualized figures are +12.54% and +11.45% respectively. Across the full 14-year window we track, QDEF has the edge at +10.44% annualized vs +9.88%.

Past performance does not guarantee future results.

Risk: Volatility and Drawdowns

QDEF has been the more volatile fund, with annualized monthly volatility of 13.4% compared with 13.3% for VYM. Lower volatility generally means a smoother ride, though it often comes with lower long-run returns.

The deepest peak-to-trough decline in our data was -36.2% for QDEF and -35.7% for VYM. Drawdown depth is what each fund did in the worst stretch of the window measured above.

The two funds' monthly returns correlate at 0.95. They move almost in lockstep, so holding both mostly duplicates the same exposure.

Fees and Cost Over Time

QDEF charges 0.39% per year while VYM charges 0.04%. On a $10,000 position that is $39 vs $4 annually, a gap of $35 per year that compounds over a long holding period. On income, QDEF currently yields 1.54% against 2.22% for VYM.

Holdings Overlap

QDEF already in VYM50.4%
VYM already in QDEF46.4%

50.4% of QDEF's money is in holdings VYM also owns. 46.4% of VYM's money is in holdings QDEF also owns.

The two portfolios partly overlap.

96 positions in common, counted across the 154 positions we hold weights for in QDEF and 557 in VYM, against full books of 137 and 613.

What only one of them owns

Our book lists 433 positions for VYM that do not appear in our book for QDEF (50.7% of the fund), and 55 for QDEF that do not appear in VYM (47.0%).

Some of those will be the same company recorded under a different code in one of the two books, so the real difference in what you would own is no larger than this and may be smaller. We do not name the individual positions here for that reason.

Top Shared Holdings

StockWeight in QDEFWeight in VYMDifference
AVGOBroadcom Inc2.67%7.35%4.68%
JPMJpmorgan Chase2.11%3.82%1.71%
JNJJohnson & Johnson - Common2.91%2.51%0.40%
PMPhilip Morris International Inc.1.97%1.21%0.76%
XOMExxon Mobil Corp.0.47%2.63%2.16%
CSCOCisco Systems Inc. - Ordinary Shares1.06%1.86%0.80%
ABBVAbbvie Inc.1.10%1.80%0.70%
PGProcter & Gamble Company0.96%1.37%0.41%
WFCWells Fargo & Co.0.89%1.07%0.18%
GILDGilead Sciences1.21%0.66%0.55%

50.4% of QDEF is already inside VYM.

You probably hold more than these two. Add the rest and see how much of the whole book is the same companies twice.

QDEFVYM

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Frequently Asked Questions

Which is cheaper, QDEF or VYM?

QDEF has an expense ratio of 0.39% while VYM charges 0.04%. VYM is the cheaper option, by $35 a year on a $10,000 investment.

Which performed better, QDEF or VYM?

Over the past year QDEF returned +14.28% vs +13.77% for VYM, so QDEF leads on 1-year performance. Over the longest common window we track (14 years), QDEF annualized +10.44% vs +9.88% for VYM. Past performance does not guarantee future results. This is information, not a recommendation.

Which is riskier, QDEF or VYM?

QDEF has been the more volatile fund at 13.4% annualized versus 13.3% for VYM. Worst drawdown: QDEF -36.2% vs VYM -35.7%.

Should I hold both QDEF and VYM?

QDEF and VYM have a monthly-return correlation of 0.95, so they move almost identically. What is left to separate them is the fee and the index each one tracks. This is information, not a recommendation.

What is the holdings overlap between QDEF and VYM?

50.4% of QDEF's money is in holdings VYM also owns. 46.4% of VYM's is in holdings QDEF also owns. They hold 96 positions in common, counted across the 154 positions we hold weights for in QDEF and 557 in VYM.

Which pays a higher dividend, QDEF or VYM?

QDEF yields 1.54% while VYM yields 2.22%, so VYM currently pays the higher dividend yield.

Is VYM better than QDEF?

VYM has a lower expense ratio. QDEF led over 1Y, 3Y, 5Y and the full window. The two have moved almost in lockstep, correlation 0.95. VYM is less concentrated, with 26.1% of the fund in its ten largest positions against 35.6%. Which one suits a particular account depends on what it is for. This is information, not a recommendation.