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IQQQ vs. ARDC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQQQ vs. ARDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Nasdaq-100 High Income ETF (IQQQ) and Ares Dynamic Credit Allocation Fund, Inc. (ARDC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IQQQ achieves a 17.74% return, which is significantly higher than ARDC's 0.34% return.


IQQQ

1D
2.57%
1M
3.68%
YTD
17.74%
6M
17.33%
1Y
36.96%
3Y*
5Y*
10Y*

ARDC

1D
1.43%
1M
0.97%
YTD
0.34%
6M
1.43%
1Y
-1.03%
3Y*
12.52%
5Y*
5.11%
10Y*
8.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQQQ vs. ARDC - Yearly Performance Comparison


2026 (YTD)20252024
IQQQ
ProShares Nasdaq-100 High Income ETF
17.74%17.11%14.82%
ARDC
Ares Dynamic Credit Allocation Fund, Inc.
0.34%-3.10%14.48%

Correlation

The correlation between IQQQ and ARDC is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Mar 20, 2024

0.29

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Return for Risk

IQQQ vs. ARDC — Risk / Return Rank

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

IQQQ
IQQQ Risk / Return Rank: 6868
Overall Rank
IQQQ Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IQQQ Sortino Ratio Rank: 6565
Sortino Ratio Rank
IQQQ Omega Ratio Rank: 6767
Omega Ratio Rank
IQQQ Calmar Ratio Rank: 7070
Calmar Ratio Rank
IQQQ Martin Ratio Rank: 6666
Martin Ratio Rank

ARDC
ARDC Risk / Return Rank: 3535
Overall Rank
ARDC Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
ARDC Sortino Ratio Rank: 2929
Sortino Ratio Rank
ARDC Omega Ratio Rank: 2929
Omega Ratio Rank
ARDC Calmar Ratio Rank: 4040
Calmar Ratio Rank
ARDC Martin Ratio Rank: 3939
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.

IQQQ vs. ARDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Nasdaq-100 High Income ETF (IQQQ) and Ares Dynamic Credit Allocation Fund, Inc. (ARDC). 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.


IQQQARDCDifference
Sharpe ratioReturn per unit of total volatility

+2.32

Sortino ratioReturn per unit of downside risk

+2.93

Omega ratioGain probability vs. loss probability

1.38

0.99

+0.39

Calmar ratioReturn relative to maximum drawdown

3.34

-0.07

+3.40

Martin ratioReturn relative to average drawdown

11.49

-0.14

+11.63

IQQQ vs. ARDC - Sharpe Ratio Comparison

The current IQQQ Sharpe Ratio is 2.22, which is higher than the ARDC Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of IQQQ and ARDC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IQQQ vs. ARDC - Drawdown Comparison

The maximum IQQQ drawdown since its inception was -20.41%, smaller than the maximum ARDC drawdown of -45.40%. Use the drawdown chart below to compare losses from any high point for IQQQ and ARDC.


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Drawdown Indicators


IQQQARDCDifference

Max Drawdown

Largest peak-to-trough decline

-20.41%

-45.40%

+24.99%

Max Drawdown (1Y)

Largest decline over 1 year

-11.13%

-15.57%

+4.44%

Max Drawdown (3Y)

Largest decline over 3 years

-19.78%

Max Drawdown (5Y)

Largest decline over 5 years

-26.48%

Max Drawdown (10Y)

Largest decline over 10 years

-45.40%

Current Drawdown

Current decline from peak

-1.13%

-7.30%

+6.17%

Average Drawdown

Average peak-to-trough decline

-3.63%

-6.64%

+3.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

7.58%

-4.36%

Volatility

IQQQ vs. ARDC - Volatility Comparison

ProShares Nasdaq-100 High Income ETF (IQQQ) has a higher volatility of 7.78% compared to Ares Dynamic Credit Allocation Fund, Inc. (ARDC) at 2.51%. This indicates that IQQQ's price experiences larger fluctuations and is considered to be riskier than ARDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IQQQARDCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.78%

2.51%

+5.27%

Volatility (6M)

Calculated over the trailing 6-month period

13.43%

7.24%

+6.19%

Volatility (1Y)

Calculated over the trailing 1-year period

16.76%

9.56%

+7.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.00%

13.79%

+5.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.00%

16.87%

+2.13%

IQQQ vs. ARDC - Expense Ratio Comparison

IQQQ has a 0.55% expense ratio, which is higher than ARDC's 0.00% expense ratio.


Dividends

IQQQ vs. ARDC - Dividend Comparison

IQQQ's dividend yield for the trailing twelve months is around 4.46%, less than ARDC's 10.57% yield.


PositionTTM20252024202320222021202020192018201720162015
ARDC
Ares Dynamic Credit Allocation Fund, Inc.
9.69%10.19%9.33%9.85%10.31%7.16%8.40%8.40%9.35%7.58%8.45%10.51%
IQQQ
ProShares Nasdaq-100 High Income ETF
4.46%10.34%7.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IQQQ and ARDC have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IQQQ has higher volatility (7.78%) compared to ARDC (2.51%). In terms of maximum drawdown, IQQQ dropped -20.41% vs ARDC's -45.40%.

IQQQ currently has the higher Sharpe Ratio (2.22 vs -0.11), 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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