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NFLW vs. LQTI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NFLW vs. LQTI - Performance Comparison

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

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NFLW vs. LQTI - Yearly Performance Comparison


Returns By Period

In the year-to-date period, NFLW achieves a 1.32% return, which is significantly higher than LQTI's -0.44% return.


NFLW

1D
-0.64%
1M
-1.99%
YTD
1.32%
6M
-23.51%
1Y
3Y*
5Y*
10Y*

LQTI

1D
0.07%
1M
-1.73%
YTD
-0.44%
6M
-0.03%
1Y
4.56%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NFLW vs. LQTI - Expense Ratio Comparison

NFLW has a 0.99% expense ratio, which is higher than LQTI's 0.65% expense ratio.


Return for Risk

NFLW vs. LQTI — Risk / Return Rank

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

NFLW

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
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.

NFLW vs. LQTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill NFLX WeeklyPay ETF (NFLW) and FT Vest Investment Grade & Target Income ETF (LQTI). 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.

NFLW vs. LQTI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


NFLWLQTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.86

0.90

-1.76

Correlation

The correlation between NFLW and LQTI is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

NFLW vs. LQTI - Dividend Comparison

NFLW's dividend yield for the trailing twelve months is around 50.81%, more than LQTI's 9.07% yield.


Drawdowns

NFLW vs. LQTI - Drawdown Comparison

The maximum NFLW drawdown since its inception was -50.73%, which is greater than LQTI's maximum drawdown of -3.41%. Use the drawdown chart below to compare losses from any high point for NFLW and LQTI.


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Drawdown Indicators


NFLWLQTIDifference

Max Drawdown

Largest peak-to-trough decline

-50.73%

-3.41%

-47.32%

Max Drawdown (1Y)

Largest decline over 1 year

-3.41%

Current Drawdown

Current decline from peak

-35.48%

-2.03%

-33.45%

Average Drawdown

Average peak-to-trough decline

-24.33%

-0.78%

-23.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.12%

Volatility

NFLW vs. LQTI - Volatility Comparison


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Volatility by Period


NFLWLQTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.66%

Volatility (6M)

Calculated over the trailing 6-month period

3.87%

Volatility (1Y)

Calculated over the trailing 1-year period

40.26%

6.23%

+34.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.26%

6.11%

+34.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.26%

6.11%

+34.15%