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HTDIX vs. QQQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HTDIX vs. QQQ - Performance Comparison

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

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HTDIX vs. QQQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HTDIX
Tactical Dividend and Momentum Fund
-3.34%12.92%18.32%12.48%-15.78%17.64%4.37%14.00%-5.63%14.81%
QQQ
Invesco QQQ ETF
-5.93%20.77%25.58%54.86%-32.58%27.42%48.62%38.96%-0.13%32.66%

Returns By Period

In the year-to-date period, HTDIX achieves a -3.34% return, which is significantly higher than QQQ's -5.93% return. Over the past 10 years, HTDIX has underperformed QQQ with an annualized return of 6.08%, while QQQ has yielded a comparatively higher 18.85% annualized return.


HTDIX

1D
-0.21%
1M
-4.37%
YTD
-3.34%
6M
-2.82%
1Y
13.07%
3Y*
13.10%
5Y*
6.38%
10Y*
6.08%

QQQ

1D
3.39%
1M
-4.84%
YTD
-5.93%
6M
-3.62%
1Y
23.68%
3Y*
22.32%
5Y*
12.88%
10Y*
18.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HTDIX vs. QQQ - Expense Ratio Comparison

HTDIX has a 1.40% expense ratio, which is higher than QQQ's 0.18% expense ratio.


Return for Risk

HTDIX vs. QQQ — Risk / Return Rank

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

HTDIX
HTDIX Risk / Return Rank: 4343
Overall Rank
HTDIX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
HTDIX Sortino Ratio Rank: 4141
Sortino Ratio Rank
HTDIX Omega Ratio Rank: 4848
Omega Ratio Rank
HTDIX Calmar Ratio Rank: 3737
Calmar Ratio Rank
HTDIX Martin Ratio Rank: 5050
Martin Ratio Rank

QQQ
QQQ Risk / Return Rank: 6969
Overall Rank
QQQ Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 6868
Sortino Ratio Rank
QQQ Omega Ratio Rank: 6767
Omega Ratio Rank
QQQ Calmar Ratio Rank: 7676
Calmar Ratio Rank
QQQ Martin Ratio Rank: 7373
Martin Ratio Rank
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.

HTDIX vs. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tactical Dividend and Momentum Fund (HTDIX) 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.


HTDIXQQQDifference

Sharpe ratio

Return per unit of total volatility

0.83

1.05

-0.22

Sortino ratio

Return per unit of downside risk

1.26

1.63

-0.37

Omega ratio

Gain probability vs. loss probability

1.20

1.23

-0.03

Calmar ratio

Return relative to maximum drawdown

0.98

1.88

-0.89

Martin ratio

Return relative to average drawdown

4.94

6.95

-2.01

HTDIX vs. QQQ - Sharpe Ratio Comparison

The current HTDIX Sharpe Ratio is 0.83, which is comparable to the QQQ Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of HTDIX and QQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HTDIXQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

1.05

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.58

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.85

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.37

+0.08

Correlation

The correlation between HTDIX and QQQ is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

HTDIX vs. QQQ - Dividend Comparison

HTDIX has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.49%.


TTM20252024202320222021202020192018201720162015
HTDIX
Tactical Dividend and Momentum Fund
0.00%0.00%0.00%1.92%0.00%14.07%0.00%0.69%0.36%0.65%1.29%0.34%
QQQ
Invesco QQQ ETF
0.49%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%

Drawdowns

HTDIX vs. QQQ - Drawdown Comparison

The maximum HTDIX drawdown since its inception was -18.08%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for HTDIX and QQQ.


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Drawdown Indicators


HTDIXQQQDifference

Max Drawdown

Largest peak-to-trough decline

-18.08%

-82.97%

+64.89%

Max Drawdown (1Y)

Largest decline over 1 year

-11.86%

-12.62%

+0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-18.08%

-35.12%

+17.04%

Max Drawdown (10Y)

Largest decline over 10 years

-18.08%

-35.12%

+17.04%

Current Drawdown

Current decline from peak

-5.25%

-8.98%

+3.73%

Average Drawdown

Average peak-to-trough decline

-5.48%

-32.99%

+27.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

3.41%

-1.05%

Volatility

HTDIX vs. QQQ - Volatility Comparison

The current volatility for Tactical Dividend and Momentum Fund (HTDIX) is 2.16%, while Invesco QQQ ETF (QQQ) has a volatility of 6.51%. This indicates that HTDIX 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.


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Volatility by Period


HTDIXQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.16%

6.51%

-4.35%

Volatility (6M)

Calculated over the trailing 6-month period

8.11%

12.77%

-4.66%

Volatility (1Y)

Calculated over the trailing 1-year period

16.80%

22.67%

-5.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.49%

22.39%

-10.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.14%

22.25%

-10.11%