MERIX vs. QLD

In the year-to-date period, MERIX achieves a 4.26% return, which is significantly higher than QLD's -3.22% return. Over the past 10 years, MERIX has underperformed QLD with an annualized return of 3.56%, while QLD has yielded a comparatively higher 27.25% annualized return.

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MERIX has a 1.32% expense ratio, which is higher than QLD's 0.95% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for The Merger Fund Class I (MERIX) and ProShares Ultra QQQ (QLD). 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.

The current MERIX Sharpe Ratio is 2.93, which is higher than the QLD Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of MERIX and QLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MERIX's dividend yield for the trailing twelve months is around 3.61%, more than QLD's 0.23% yield.

The maximum MERIX drawdown since its inception was -9.33%, smaller than the maximum QLD drawdown of -83.13%. Use the drawdown chart below to compare losses from any high point for MERIX and QLD.

The current volatility for The Merger Fund Class I (MERIX) is 0.39%, while ProShares Ultra QQQ (QLD) has a volatility of 11.09%. This indicates that MERIX experiences smaller price fluctuations and is considered to be less risky than QLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.