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MDAA vs. QVOY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MDAA vs. QVOY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Myriad Dynamic Asset Allocation ETF (MDAA) and Q3 All-Season Active Rotation ETF (QVOY). The values are adjusted to include any dividend payments, if applicable.

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MDAA vs. QVOY - Yearly Performance Comparison


Returns By Period

In the year-to-date period, MDAA achieves a 0.65% return, which is significantly lower than QVOY's 4.39% return.


MDAA

1D
4.21%
1M
-9.77%
YTD
0.65%
6M
1Y
3Y*
5Y*
10Y*

QVOY

1D
0.47%
1M
-6.52%
YTD
4.39%
6M
7.32%
1Y
26.27%
3Y*
12.71%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MDAA vs. QVOY - Expense Ratio Comparison

MDAA has a 0.97% expense ratio, which is lower than QVOY's 1.30% expense ratio.


Return for Risk

MDAA vs. QVOY — Risk / Return Rank

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

MDAA

QVOY
QVOY Risk / Return Rank: 8080
Overall Rank
QVOY Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
QVOY Sortino Ratio Rank: 7676
Sortino Ratio Rank
QVOY Omega Ratio Rank: 7575
Omega Ratio Rank
QVOY Calmar Ratio Rank: 8787
Calmar Ratio Rank
QVOY Martin Ratio Rank: 8383
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.

MDAA vs. QVOY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Myriad Dynamic Asset Allocation ETF (MDAA) and Q3 All-Season Active Rotation ETF (QVOY). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

MDAA vs. QVOY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MDAAQVOYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.78

-0.74

Correlation

The correlation between MDAA and QVOY is 0.77, 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

MDAA vs. QVOY - Dividend Comparison

MDAA's dividend yield for the trailing twelve months is around 0.46%, less than QVOY's 8.91% yield.


TTM2025202420232022
MDAA
Myriad Dynamic Asset Allocation ETF
0.46%0.46%0.00%0.00%0.00%
QVOY
Q3 All-Season Active Rotation ETF
8.91%9.30%10.88%6.03%0.46%

Drawdowns

MDAA vs. QVOY - Drawdown Comparison

The maximum MDAA drawdown since its inception was -14.59%, smaller than the maximum QVOY drawdown of -17.05%. Use the drawdown chart below to compare losses from any high point for MDAA and QVOY.


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Drawdown Indicators


MDAAQVOYDifference

Max Drawdown

Largest peak-to-trough decline

-14.59%

-17.05%

+2.46%

Max Drawdown (1Y)

Largest decline over 1 year

-9.69%

Current Drawdown

Current decline from peak

-11.00%

-6.95%

-4.05%

Average Drawdown

Average peak-to-trough decline

-3.11%

-3.77%

+0.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

Volatility

MDAA vs. QVOY - Volatility Comparison


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Volatility by Period


MDAAQVOYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.16%

Volatility (6M)

Calculated over the trailing 6-month period

13.84%

Volatility (1Y)

Calculated over the trailing 1-year period

22.34%

17.85%

+4.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.34%

15.04%

+7.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.34%

15.04%

+7.30%