^XNDX vs. QQQI

Last updated Aug 5, 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: 2.14%
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

QQQI

• 1D: 2.45%
• 1M: 0.80%
• 6M: 10.57%
• YTD: 11.18%
• 1Y: 20.70%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 19.84%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
^XNDX NASDAQ-100 Total Return Index	$0.00	$0.00	$0.00
QQQI NEOS Nasdaq-100 High Income ETF	$332.84M	$328.69M	$357.78M

^XNDX vs. QQQI - Yearly Performance Comparison

	2026 (YTD)
^XNDX NASDAQ-100 Total Return Index	2.14%
QQQI NEOS Nasdaq-100 High Income ETF	2.45%

Return for Risk

^XNDX vs. QQQI — Risk / Return Rank

Compare historical risk-adjusted metric ranks 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: 49
QQQI Sharpe Ratio Rank: 45
QQQI Sortino Ratio Rank: 43
QQQI Omega Ratio Rank: 44
QQQI Calmar Ratio Rank: 54
QQQI Martin Ratio Rank: 58

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

^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	—	1.27	—
Sortino ratio: Return per unit of downside risk	—	1.78	—
Omega ratio: Gain probability vs. loss probability	—	1.23	—
Calmar ratio: Return relative to maximum drawdown	—	2.16	—
Martin ratio: Return relative to average drawdown	—	7.74	—

Drawdowns

^XNDX vs. QQQI - Drawdown Comparison

The maximum ^XNDX drawdown since its inception was 0.00%, 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	0.00%	-20.00%	+20.00%
Max Drawdown (1Y) Largest decline over 1 year	—	-9.61%	—
Current Drawdown Current decline from peak	0.00%	-2.16%	+2.16%
Average Drawdown Average peak-to-trough decline	0.00%	-2.28%	+2.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.68%	—

Volatility

Volatility by Period

	^XNDX	QQQI	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.94%	—
Volatility (6M) Calculated over the trailing 6-month period	—	13.90%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	16.49%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	17.81%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	17.81%	—