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 -1.06% vs 22.03% for QQQI. At a 0.41 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 -7.57% return, which is significantly lower than QQQI's 10.40% return.
ISD
- 1D
- -0.85%
- 1M
- 0.67%
- 6M
- -7.82%
- YTD
- -7.57%
- 1Y
- -1.06%
- 3Y*
- 11.00%
- 5Y*
- 4.81%
- 10Y*
- 6.86%
QQQI
- 1D
- -1.69%
- 1M
- -0.16%
- 6M
- 8.70%
- YTD
- 10.40%
- 1Y
- 22.03%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ISD vs. QQQI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ISD PGIM High Yield Bond Fund | -7.57% | 15.63% | 17.75% |
QQQI NEOS Nasdaq-100 High Income ETF | 10.40% | 18.62% | 19.44% |
Correlation
The correlation between ISD and QQQI is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2024 | 0.41 |
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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 | -1.53 | ||
| Sortino ratioReturn per unit of downside risk | -2.01 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.27 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.08 | 2.30 | -2.38 |
| Martin ratioReturn relative to average drawdown | -0.20 | 9.51 | -9.71 |
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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 | -9.54% | -2.84% | -6.70% |
Average DrawdownAverage peak-to-trough decline | -5.63% | -2.21% | -3.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.40% | 2.32% | +3.08% |
Volatility
ISD vs. QQQI - Volatility Comparison
The current volatility for PGIM High Yield Bond Fund (ISD) is 2.84%, while NEOS Nasdaq-100 High Income ETF (QQQI) has a volatility of 7.43%. 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 | 2.84% | 7.43% | -4.59% |
Volatility (6M)Calculated over the trailing 6-month period | 9.76% | 12.76% | -3.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.27% | 15.44% | -4.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.37% | 17.60% | -4.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.59% | 17.60% | -3.01% |
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 13.76% 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 | 13.76% | 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 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QQQI has higher volatility (7.43%) compared to ISD (2.84%). In terms of maximum drawdown, ISD dropped -38.88% vs QQQI's -20.00%.
QQQI currently has the higher Sharpe Ratio (1.44 vs -0.09), 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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