DYMIX vs. QDVO
DYMIX (Dynamic Alpha Macro Fund Institutional) and QDVO (Amplify CWP Growth & Income ETF) are both funds - DYMIX is a Macro Trading fund actively managed by Dynamic Alpha Funds, while QDVO is a Derivative Income fund actively managed by Amplify. Both are actively managed. Over the past year, DYMIX returned 21.90% vs 21.13% for QDVO. At a 0.27 correlation, their price movements are largely independent. DYMIX charges 1.98%/yr vs 0.56%/yr for QDVO.
Performance
DYMIX vs. QDVO - Performance Comparison
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Returns By Period
In the year-to-date period, DYMIX achieves a 4.32% return, which is significantly lower than QDVO's 5.51% return.
DYMIX
- 1D
- -0.77%
- 1M
- -3.00%
- YTD
- 4.32%
- 6M
- 4.20%
- 1Y
- 21.90%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QDVO
- 1D
- -1.31%
- 1M
- -3.62%
- YTD
- 5.51%
- 6M
- 4.58%
- 1Y
- 21.13%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DYMIX vs. QDVO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
DYMIX Dynamic Alpha Macro Fund Institutional | 4.32% | 25.51% | 0.50% |
QDVO Amplify CWP Growth & Income ETF | 5.51% | 20.16% | 9.76% |
Correlation
The correlation between DYMIX and QDVO is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Aug 22, 2024 | 0.27 |
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Return for Risk
DYMIX vs. QDVO — Risk / Return Rank
DYMIX
QDVO
DYMIX vs. QDVO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dynamic Alpha Macro Fund Institutional (DYMIX) and Amplify CWP Growth & Income ETF (QDVO). 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.
| DYMIX | QDVO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.30 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 2.08 | -0.34 |
| Martin ratioReturn relative to average drawdown | 3.66 | 8.08 | -4.42 |
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Drawdowns
DYMIX vs. QDVO - Drawdown Comparison
The maximum DYMIX drawdown since its inception was -12.95%, smaller than the maximum QDVO drawdown of -17.75%. Use the drawdown chart below to compare losses from any high point for DYMIX and QDVO.
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Drawdown Indicators
| DYMIX | QDVO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.95% | -17.75% | +4.80% |
Max Drawdown (1Y)Largest decline over 1 year | -12.95% | -10.21% | -2.74% |
Current DrawdownCurrent decline from peak | -12.09% | -4.81% | -7.28% |
Average DrawdownAverage peak-to-trough decline | -3.90% | -2.41% | -1.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.13% | 2.62% | +3.51% |
Volatility
DYMIX vs. QDVO - Volatility Comparison
The current volatility for Dynamic Alpha Macro Fund Institutional (DYMIX) is 3.55%, while Amplify CWP Growth & Income ETF (QDVO) has a volatility of 4.47%. This indicates that DYMIX experiences smaller price fluctuations and is considered to be less risky than QDVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DYMIX | QDVO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.55% | 4.47% | -0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 11.43% | 9.59% | +1.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.63% | 12.69% | +2.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.42% | 17.54% | -3.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.42% | 17.54% | -3.12% |
DYMIX vs. QDVO - Expense Ratio Comparison
DYMIX has a 1.98% expense ratio, which is higher than QDVO's 0.56% expense ratio.
Dividends
DYMIX vs. QDVO - Dividend Comparison
DYMIX's dividend yield for the trailing twelve months is around 6.54%, less than QDVO's 10.53% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
DYMIX Dynamic Alpha Macro Fund Institutional | 6.54% | 6.82% | 7.12% | 0.42% |
QDVO Amplify CWP Growth & Income ETF | 10.53% | 9.92% | 2.79% | 0.00% |
Frequently Asked Questions
DYMIX and QDVO have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QDVO has higher volatility (4.47%) compared to DYMIX (3.55%). In terms of maximum drawdown, DYMIX dropped -12.95% vs QDVO's -17.75%.
QDVO currently has the higher Sharpe Ratio (1.68 vs 1.44), 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.
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