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LQTI vs. EGGQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LQTI vs. EGGQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Investment Grade & Target Income ETF (LQTI) and NestYield Visionary ETF (EGGQ). The values are adjusted to include any dividend payments, if applicable.

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LQTI vs. EGGQ - Yearly Performance Comparison


2026 (YTD)2025
LQTI
FT Vest Investment Grade & Target Income ETF
-0.44%6.69%
EGGQ
NestYield Visionary ETF
-7.11%20.70%

Returns By Period

In the year-to-date period, LQTI achieves a -0.44% return, which is significantly higher than EGGQ's -7.11% return.


LQTI

1D
0.07%
1M
-1.73%
YTD
-0.44%
6M
-0.03%
1Y
4.56%
3Y*
5Y*
10Y*

EGGQ

1D
1.67%
1M
-3.01%
YTD
-7.11%
6M
-13.25%
1Y
28.53%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LQTI vs. EGGQ - Expense Ratio Comparison

LQTI has a 0.65% expense ratio, which is lower than EGGQ's 0.89% expense ratio.


Return for Risk

LQTI vs. EGGQ — Risk / Return Rank

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

LQTI
LQTI Risk / Return Rank: 3636
Overall Rank
LQTI Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
LQTI Sortino Ratio Rank: 3232
Sortino Ratio Rank
LQTI Omega Ratio Rank: 3030
Omega Ratio Rank
LQTI Calmar Ratio Rank: 4545
Calmar Ratio Rank
LQTI Martin Ratio Rank: 3737
Martin Ratio Rank

EGGQ
EGGQ Risk / Return Rank: 4848
Overall Rank
EGGQ Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
EGGQ Sortino Ratio Rank: 4949
Sortino Ratio Rank
EGGQ Omega Ratio Rank: 4545
Omega Ratio Rank
EGGQ Calmar Ratio Rank: 5656
Calmar Ratio Rank
EGGQ Martin Ratio Rank: 4343
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.

LQTI vs. EGGQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Investment Grade & Target Income ETF (LQTI) and NestYield Visionary ETF (EGGQ). 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.


LQTIEGGQDifference

Sharpe ratio

Return per unit of total volatility

0.74

0.89

-0.15

Sortino ratio

Return per unit of downside risk

1.02

1.37

-0.35

Omega ratio

Gain probability vs. loss probability

1.14

1.18

-0.05

Calmar ratio

Return relative to maximum drawdown

1.37

1.51

-0.14

Martin ratio

Return relative to average drawdown

4.15

4.17

-0.02

LQTI vs. EGGQ - Sharpe Ratio Comparison

The current LQTI Sharpe Ratio is 0.74, which is comparable to the EGGQ Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of LQTI and EGGQ, 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


LQTIEGGQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

0.89

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.39

+0.51

Correlation

The correlation between LQTI and EGGQ is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

LQTI vs. EGGQ - Dividend Comparison

LQTI's dividend yield for the trailing twelve months is around 9.07%, more than EGGQ's 7.28% yield.


Drawdowns

LQTI vs. EGGQ - Drawdown Comparison

The maximum LQTI drawdown since its inception was -3.41%, smaller than the maximum EGGQ drawdown of -22.70%. Use the drawdown chart below to compare losses from any high point for LQTI and EGGQ.


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Drawdown Indicators


LQTIEGGQDifference

Max Drawdown

Largest peak-to-trough decline

-3.41%

-22.70%

+19.29%

Max Drawdown (1Y)

Largest decline over 1 year

-3.41%

-19.76%

+16.35%

Current Drawdown

Current decline from peak

-2.03%

-14.98%

+12.95%

Average Drawdown

Average peak-to-trough decline

-0.78%

-6.03%

+5.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.12%

7.15%

-6.03%

Volatility

LQTI vs. EGGQ - Volatility Comparison

The current volatility for FT Vest Investment Grade & Target Income ETF (LQTI) is 2.66%, while NestYield Visionary ETF (EGGQ) has a volatility of 11.15%. This indicates that LQTI experiences smaller price fluctuations and is considered to be less risky than EGGQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LQTIEGGQDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.66%

11.15%

-8.49%

Volatility (6M)

Calculated over the trailing 6-month period

3.87%

23.01%

-19.14%

Volatility (1Y)

Calculated over the trailing 1-year period

6.23%

32.28%

-26.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.11%

31.35%

-25.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.11%

31.35%

-25.24%