ASTIX vs. QQQ

Last updated Jun 3, 2026

ASTIX (Astor Dynamic Allocation Fund) and QQQ (Invesco QQQ ETF) are both funds - ASTIX is a Tactical Allocation fund managed by Astor, while QQQ is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, ASTIX returned 7.10%/yr vs 21.97%/yr for QQQ. Their correlation of 0.82 suggests significant overlap in exposure. ASTIX charges 1.15%/yr vs 0.18%/yr for QQQ.

Performance

ASTIX vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Astor Dynamic Allocation Fund (ASTIX) and Invesco QQQ ETF (QQQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ASTIX achieves a 8.54% return, which is significantly lower than QQQ's 21.62% return. Over the past 10 years, ASTIX has underperformed QQQ with an annualized return of 7.10%, while QQQ has yielded a comparatively higher 21.97% annualized return.

ASTIX

• 1D: 0.64%
• 1M: 3.83%
• YTD: 8.54%
• 6M: 9.24%
• 1Y: 18.79%
• 3Y*: 12.27%
• 5Y*: 6.53%
• 10Y*: 7.10%

QQQ

• 1D: 0.46%
• 1M: 10.68%
• YTD: 21.62%
• 6M: 20.27%
• 1Y: 43.30%
• 3Y*: 28.89%
• 5Y*: 18.43%
• 10Y*: 21.97%

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

ASTIX vs. QQQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ASTIX Astor Dynamic Allocation Fund	8.54%	10.19%	10.64%	9.79%	-11.50%	14.42%	2.42%	19.37%	-7.67%	15.36%
QQQ Invesco QQQ ETF	21.62%	20.77%	25.58%	54.86%	-32.58%	27.42%	48.62%	38.96%	-0.13%	32.66%

Correlation

The correlation between ASTIX and QQQ is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.69
Correlation (3Y) Calculated over the trailing 3-year period	0.78
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (10Y) Calculated over the trailing 10-year period	0.83
Correlation (All Time) Calculated using the full available price history since Nov 2, 2009	0.82

The correlation between ASTIX and QQQ shifts across timeframes, from 0.69 (1 year) to 0.83 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

ASTIX vs. QQQ — Risk / Return Rank

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

ASTIX

ASTIX Risk / Return Rank: 86
ASTIX Sharpe Ratio Rank: 97
ASTIX Sortino Ratio Rank: 96
ASTIX Omega Ratio Rank: 94
ASTIX Calmar Ratio Rank: 55
ASTIX Martin Ratio Rank: 87

QQQ

QQQ Risk / Return Rank: 77
QQQ Sharpe Ratio Rank: 83
QQQ Sortino Ratio Rank: 78
QQQ Omega Ratio Rank: 77
QQQ Calmar Ratio Rank: 73
QQQ Martin Ratio Rank: 74

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.

ASTIX vs. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Astor Dynamic Allocation Fund (ASTIX) and Invesco QQQ ETF (QQQ). 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.

	ASTIX	QQQ	Difference
Sharpe ratio Return per unit of total volatility	3.66	2.73	+0.93
Sortino ratio Return per unit of downside risk	5.58	3.55	+2.04
Omega ratio Gain probability vs. loss probability	1.77	1.47	+0.30
Calmar ratio Return relative to maximum drawdown	2.86	3.71	-0.86
Martin ratio Return relative to average drawdown	16.68	14.30	+2.38
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ASTIX vs. QQQ - Sharpe Ratio Comparison

The current ASTIX Sharpe Ratio is 3.66, which is higher than the QQQ Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of ASTIX and QQQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ASTIX	QQQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.66	2.73	+0.93
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.79	0.83	-0.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.70	0.99	-0.29
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	0.41	+0.16

Drawdowns

ASTIX vs. QQQ - Drawdown Comparison

The maximum ASTIX drawdown since its inception was -22.48%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for ASTIX and QQQ.

Drawdown Indicators

	ASTIX	QQQ	Difference
Max Drawdown Largest peak-to-trough decline	-22.48%	-82.97%	+60.49%
Max Drawdown (1Y) Largest decline over 1 year	-2.48%	-11.96%	+9.48%
Max Drawdown (3Y) Largest decline over 3 years	-10.89%	-22.77%	+11.88%
Max Drawdown (5Y) Largest decline over 5 years	-14.55%	-35.12%	+20.57%
Max Drawdown (10Y) Largest decline over 10 years	-22.48%	-35.12%	+12.64%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-4.10%	-32.79%	+28.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.26%	3.11%	-1.85%

Volatility

ASTIX vs. QQQ - Volatility Comparison

The current volatility for Astor Dynamic Allocation Fund (ASTIX) is 1.95%, while Invesco QQQ ETF (QQQ) has a volatility of 4.48%. This indicates that ASTIX experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ASTIX	QQQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.95%	4.48%	-2.53%
Volatility (6M) Calculated over the trailing 6-month period	5.07%	12.11%	-7.04%
Volatility (1Y) Calculated over the trailing 1-year period	6.34%	15.95%	-9.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.62%	22.39%	-13.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.30%	22.30%	-12.00%

ASTIX vs. QQQ - Expense Ratio Comparison

ASTIX has a 1.15% expense ratio, which is higher than QQQ's 0.18% expense ratio.

Dividends

ASTIX vs. QQQ - Dividend Comparison

ASTIX's dividend yield for the trailing twelve months is around 6.91%, more than QQQ's 0.38% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ASTIX Astor Dynamic Allocation Fund	6.91%	5.80%	11.59%	1.80%	3.72%	13.89%	0.70%	2.90%	4.02%	5.15%	1.42%	0.91%
QQQ Invesco QQQ ETF	0.38%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%

Frequently Asked Questions

Can I hold both ASTIX and QQQ in my portfolio?

ASTIX and QQQ have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ASTIX or QQQ?

QQQ has higher volatility (4.48%) compared to ASTIX (1.95%). In terms of maximum drawdown, ASTIX dropped -22.48% vs QQQ's -82.97%.

Which has better risk-adjusted returns?

ASTIX currently has the higher Sharpe Ratio (3.66 vs 2.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.