ISD vs. QQQI
ISD (PGIM High Yield Bond Fund) and QQQI (NEOS Nasdaq-100 High Income ETF) are both funds - ISD is a High Yield Bonds fund managed by PGIM, while QQQI is a Nasdaq-100 fund actively managed by Neos. Over the past year, ISD returned 1.30% vs 29.65% for QQQI. At a 0.40 correlation, their price movements are largely independent. ISD charges 0.02%/yr vs 0.68%/yr for QQQI.
Performance
ISD vs. QQQI - Performance Comparison
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Returns By Period
In the year-to-date period, ISD achieves a -8.32% return, which is significantly lower than QQQI's 13.11% return.
ISD
- 1D
- 0.16%
- 1M
- -0.58%
- YTD
- -8.32%
- 6M
- -7.66%
- 1Y
- 1.30%
- 3Y*
- 11.19%
- 5Y*
- 4.63%
- 10Y*
- 6.96%
QQQI
- 1D
- 0.04%
- 1M
- 2.00%
- YTD
- 13.11%
- 6M
- 12.48%
- 1Y
- 29.65%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ISD vs. QQQI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ISD PGIM High Yield Bond Fund | -8.32% | 15.63% | 17.75% |
QQQI NEOS Nasdaq-100 High Income ETF | 13.11% | 18.62% | 19.44% |
Correlation
The correlation between ISD and QQQI is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2024 | 0.40 |
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Return for Risk
ISD vs. QQQI — Risk / Return Rank
ISD
QQQI
ISD vs. QQQI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM High Yield Bond Fund (ISD) and NEOS Nasdaq-100 High Income ETF (QQQI). 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.
| ISD | QQQI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.94 | ||
| Sortino ratioReturn per unit of downside risk | -2.48 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.38 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 0.10 | 3.10 | -3.00 |
| Martin ratioReturn relative to average drawdown | 0.26 | 13.29 | -13.03 |
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Drawdowns
ISD vs. QQQI - Drawdown Comparison
The maximum ISD drawdown since its inception was -38.88%, which is greater than QQQI's maximum drawdown of -20.00%. Use the drawdown chart below to compare losses from any high point for ISD and QQQI.
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Drawdown Indicators
| ISD | QQQI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.88% | -20.00% | -18.88% |
Max Drawdown (1Y)Largest decline over 1 year | -13.52% | -9.61% | -3.91% |
Max Drawdown (3Y)Largest decline over 3 years | -13.94% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -25.45% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -38.88% | — | — |
Current DrawdownCurrent decline from peak | -10.28% | -0.46% | -9.82% |
Average DrawdownAverage peak-to-trough decline | -5.61% | -2.20% | -3.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.94% | 2.24% | +2.70% |
Volatility
ISD vs. QQQI - Volatility Comparison
The current volatility for PGIM High Yield Bond Fund (ISD) is 1.61%, while NEOS Nasdaq-100 High Income ETF (QQQI) has a volatility of 7.00%. This indicates that ISD experiences smaller price fluctuations and is considered to be less risky than QQQI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ISD | QQQI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.61% | 7.00% | -5.39% |
Volatility (6M)Calculated over the trailing 6-month period | 9.56% | 11.66% | -2.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.17% | 14.51% | -3.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.34% | 17.44% | -4.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.58% | 17.44% | -2.86% |
ISD vs. QQQI - Expense Ratio Comparison
ISD has a 0.02% expense ratio, which is lower than QQQI's 0.68% expense ratio.
Dividends
ISD vs. QQQI - Dividend Comparison
ISD's dividend yield for the trailing twelve months is around 9.87%, less than QQQI's 14.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISD PGIM High Yield Bond Fund | 9.87% | 8.71% | 9.21% | 10.23% | 10.61% | 7.85% | 8.40% | 7.86% | 7.89% | 8.46% | 8.28% | 9.64% |
QQQI NEOS Nasdaq-100 High Income ETF | 14.54% | 13.82% | 12.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ISD and QQQI have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QQQI has higher volatility (7.00%) compared to ISD (1.61%). In terms of maximum drawdown, ISD dropped -38.88% vs QQQI's -20.00%.
QQQI currently has the higher Sharpe Ratio (2.06 vs 0.12), 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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