^XNDX vs. QQQI

Last updated Jun 25, 2026

^XNDX (NASDAQ 100 Total Return Index) is an index, while QQQI (NEOS Nasdaq-100 High Income ETF) is Nasdaq-100 fund actively managed by Neos.

Performance

^XNDX vs. QQQI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NASDAQ 100 Total Return Index (^XNDX) and NEOS Nasdaq-100 High Income ETF (QQQI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

^XNDX

• 1D: -0.37%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

QQQI

• 1D: -0.36%
• 1M: -1.29%
• YTD: 9.46%
• 6M: 8.08%
• 1Y: 23.23%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

^XNDX vs. QQQI - Yearly Performance Comparison

	2026 (YTD)
^XNDX NASDAQ 100 Total Return Index	-0.37%
QQQI NEOS Nasdaq-100 High Income ETF	-0.36%

Return for Risk

^XNDX vs. QQQI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^XNDX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

QQQI

QQQI Risk / Return Rank: 54
QQQI Sharpe Ratio Rank: 51
QQQI Sortino Ratio Rank: 47
QQQI Omega Ratio Rank: 52
QQQI Calmar Ratio Rank: 55
QQQI Martin Ratio Rank: 63

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^XNDX vs. QQQI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NASDAQ 100 Total Return Index (^XNDX) and NEOS Nasdaq-100 High Income ETF (QQQI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	^XNDX	QQQI	Difference
Sharpe ratio: Return per unit of total volatility	—	1.58	—
Sortino ratio: Return per unit of downside risk	—	2.12	—
Omega ratio: Gain probability vs. loss probability	—	1.30	—
Calmar ratio: Return relative to maximum drawdown	—	2.43	—
Martin ratio: Return relative to average drawdown	—	10.31	—

Drawdowns

^XNDX vs. QQQI - Drawdown Comparison

The maximum ^XNDX drawdown since its inception was -0.37%, smaller than the maximum QQQI drawdown of -20.00%. Use the drawdown chart below to compare losses from any high point for ^XNDX and QQQI.

Drawdown Indicators

	^XNDX	QQQI	Difference
Max Drawdown Largest peak-to-trough decline	-0.37%	-20.00%	+19.63%
Max Drawdown (1Y) Largest decline over 1 year	—	-9.61%	—
Current Drawdown Current decline from peak	-0.37%	-3.67%	+3.30%
Average Drawdown Average peak-to-trough decline	-0.37%	-2.21%	+1.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.26%	—

Volatility

Volatility by Period

	^XNDX	QQQI	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	7.62%	—
Volatility (6M) Calculated over the trailing 6-month period	—	11.94%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	14.78%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	17.51%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	17.51%	—