Both the QFX and QDF formats originate from Quicken accounting system and it is likely that only this software is somehow capable of converting one to another. It is unlikely you could find any 3rd party program for QFX to QDF conversion.
Convert Quicken Financial Exchange format to Quicken financial data.
We found 2 software records in the database related to .qfx to .qdf file format conversion.
Microsoft Windows software - convert qfx to qdf on Windows
A personal finance management program by Intuit
Convert from qfx file format
The tables with software actions are a good pointer for what a certain program does with various file types and often may give users a good hint how to perform certain file conversion, for example the above-mentioned qfx to qdf. However, it is not perfect and sometimes can show results which are not really usable because of how certain programs work with files and the possible conversion is thus actually not possible at all.
Apple macOS / Mac OS X software - convert qfx to qdf on OS X
Mac version of popular Quicken personal finance management software