ARDEX vs. QYLD
Compare and contrast key facts about AMG River Road Dividend All Cap Value Fund (ARDEX) and Global X NASDAQ 100 Covered Call ETF (QYLD).
ARDEX is managed by AMG. It was launched on Jun 28, 2005. QYLD is a passively managed fund by Global X that tracks the performance of the CBOE NASDAQ-100 Buy Write V2. It was launched on Dec 12, 2013.
Performance
ARDEX vs. QYLD - Performance Comparison
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ARDEX vs. QYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARDEX AMG River Road Dividend All Cap Value Fund | 1.39% | -14.13% | 16.20% | 2.04% | -3.64% | 4.16% | -2.18% | 23.20% | -7.61% | 8.78% |
QYLD Global X NASDAQ 100 Covered Call ETF | 0.61% | 9.28% | 19.35% | 22.77% | -19.08% | 10.41% | 8.72% | 22.69% | -3.07% | 18.79% |
Returns By Period
In the year-to-date period, ARDEX achieves a 1.39% return, which is significantly higher than QYLD's 0.61% return. Over the past 10 years, ARDEX has underperformed QYLD with an annualized return of 3.44%, while QYLD has yielded a comparatively higher 8.96% annualized return.
ARDEX
- 1D
- 0.20%
- 1M
- -6.95%
- YTD
- 1.39%
- 6M
- -18.04%
- 1Y
- -15.11%
- 3Y*
- 1.11%
- 5Y*
- -1.04%
- 10Y*
- 3.44%
QYLD
- 1D
- 0.58%
- 1M
- -1.11%
- YTD
- 0.61%
- 6M
- 7.46%
- 1Y
- 16.36%
- 3Y*
- 13.19%
- 5Y*
- 7.01%
- 10Y*
- 8.96%
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ARDEX vs. QYLD - Expense Ratio Comparison
ARDEX has a 0.97% expense ratio, which is higher than QYLD's 0.60% expense ratio.
Return for Risk
ARDEX vs. QYLD — Risk / Return Rank
ARDEX
QYLD
ARDEX vs. QYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG River Road Dividend All Cap Value Fund (ARDEX) and Global X NASDAQ 100 Covered Call ETF (QYLD). 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.
| ARDEX | QYLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.59 | 1.00 | -1.59 |
Sortino ratioReturn per unit of downside risk | -0.54 | 1.61 | -2.16 |
Omega ratioGain probability vs. loss probability | 0.86 | 1.31 | -0.45 |
Calmar ratioReturn relative to maximum drawdown | -0.75 | 1.57 | -2.32 |
Martin ratioReturn relative to average drawdown | -1.68 | 10.32 | -12.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ARDEX | QYLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.59 | 1.00 | -1.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | 0.47 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.11 | 0.58 | -0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.56 | -0.33 |
Correlation
The correlation between ARDEX and QYLD is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ARDEX vs. QYLD - Dividend Comparison
ARDEX's dividend yield for the trailing twelve months is around 3.85%, less than QYLD's 11.85% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARDEX AMG River Road Dividend All Cap Value Fund | 3.85% | 5.85% | 79.78% | 4.42% | 14.36% | 5.37% | 2.12% | 8.71% | 9.10% | 6.83% | 9.31% | 11.69% |
QYLD Global X NASDAQ 100 Covered Call ETF | 11.85% | 11.55% | 12.50% | 11.78% | 13.75% | 12.85% | 11.16% | 9.84% | 12.44% | 7.69% | 9.15% | 9.42% |
Drawdowns
ARDEX vs. QYLD - Drawdown Comparison
The maximum ARDEX drawdown since its inception was -52.16%, which is greater than QYLD's maximum drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for ARDEX and QYLD.
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Drawdown Indicators
| ARDEX | QYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.16% | -24.75% | -27.41% |
Max Drawdown (1Y)Largest decline over 1 year | -20.51% | -10.84% | -9.67% |
Max Drawdown (5Y)Largest decline over 5 years | -52.16% | -24.61% | -27.55% |
Max Drawdown (10Y)Largest decline over 10 years | -52.16% | -24.75% | -27.41% |
Current DrawdownCurrent decline from peak | -51.30% | -1.84% | -49.46% |
Average DrawdownAverage peak-to-trough decline | -10.15% | -3.89% | -6.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.16% | 1.65% | +7.51% |
Volatility
ARDEX vs. QYLD - Volatility Comparison
The current volatility for AMG River Road Dividend All Cap Value Fund (ARDEX) is 3.32%, while Global X NASDAQ 100 Covered Call ETF (QYLD) has a volatility of 4.90%. This indicates that ARDEX experiences smaller price fluctuations and is considered to be less risky than QYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARDEX | QYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 4.90% | -1.58% |
Volatility (6M)Calculated over the trailing 6-month period | 23.71% | 7.50% | +16.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.77% | 16.43% | +8.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.88% | 14.84% | +27.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.42% | 15.51% | +16.91% |