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EDGQ vs. OMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EDGQ vs. OMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Nasdaq-100 Income Edge ETF (EDGQ) and OneMain Holdings, Inc. (OMF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


EDGQ

1D
0.86%
1M
-2.56%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

OMF

1D
-1.29%
1M
5.18%
6M
-0.87%
YTD
-3.82%
1Y
19.25%
3Y*
20.67%
5Y*
10.40%
10Y*
17.54%
ALL TIME*
10.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$370.87K$410.33K$365.52K
$64.81M$66.11M$64.74M

EDGQ vs. OMF - Yearly Performance Comparison


Correlation

The correlation between EDGQ and OMF is 0.31, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (All Time)
Calculated using the full available price history since Feb 18, 2026

0.31

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Return for Risk

EDGQ vs. OMF — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EDGQ

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


OMF
OMF Risk / Return Rank: 5959
Overall Rank
OMF Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
OMF Sortino Ratio Rank: 5858
Sortino Ratio Rank
OMF Omega Ratio Rank: 5656
Omega Ratio Rank
OMF Calmar Ratio Rank: 5959
Calmar Ratio Rank
OMF Martin Ratio Rank: 5959
Martin Ratio Rank
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.

EDGQ vs. OMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Nasdaq-100 Income Edge ETF (EDGQ) and OneMain Holdings, Inc. (OMF). 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.


EDGQOMFDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.12

Calmar ratioReturn relative to maximum drawdown

0.56

Martin ratioReturn relative to average drawdown

1.18

EDGQ vs. OMF - Sharpe Ratio Comparison


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Drawdowns

EDGQ vs. OMF - Drawdown Comparison

The maximum EDGQ drawdown since its inception was -10.10%, smaller than the maximum OMF drawdown of -68.66%. Use the drawdown chart below to compare losses from any high point for EDGQ and OMF.


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Drawdown Indicators


EDGQOMFDifference

Max Drawdown

Largest peak-to-trough decline

-10.10%

-68.66%

+58.56%

Max Drawdown (1Y)

Largest decline over 1 year

-29.68%

Max Drawdown (3Y)

Largest decline over 3 years

-29.94%

Max Drawdown (5Y)

Largest decline over 5 years

-47.93%

Max Drawdown (10Y)

Largest decline over 10 years

-68.66%

Current Drawdown

Current decline from peak

-6.48%

-8.96%

+2.48%

Average Drawdown

Average peak-to-trough decline

-2.30%

-24.15%

+21.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.03%

Volatility

EDGQ vs. OMF - Volatility Comparison


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Volatility by Period


EDGQOMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.38%

Volatility (6M)

Calculated over the trailing 6-month period

21.12%

Volatility (1Y)

Calculated over the trailing 1-year period

20.18%

29.43%

-9.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.18%

35.52%

-15.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.18%

45.71%

-25.53%

Dividends

EDGQ vs. OMF - Dividend Comparison

EDGQ's dividend yield for the trailing twelve months is around 5.71%, less than OMF's 6.70% yield.


PositionTTM2025202420232022202120202019
EDGQ
Global X Nasdaq-100 Income Edge ETF
5.71%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OMF
OneMain Holdings, Inc.
6.70%6.17%7.90%8.13%11.41%19.08%12.33%7.12%

Frequently Asked Questions


EDGQ and OMF have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for EDGQ and OMF

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