QAI vs. AGOX

In the year-to-date period, QAI achieves a 1.34% return, which is significantly lower than AGOX's 7.08% return.

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QAI has a 0.79% expense ratio, which is lower than AGOX's 1.69% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for IQ Hedge Multi-Strategy Tracker ETF (QAI) and Adaptive Alpha Opportunities ETF (AGOX). 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 QAI Sharpe Ratio is 0.72, which is comparable to the AGOX Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of QAI and AGOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

QAI's dividend yield for the trailing twelve months is around 2.20%, less than AGOX's 3.68% yield.

The maximum QAI drawdown since its inception was -14.95%, smaller than the maximum AGOX drawdown of -27.73%. Use the drawdown chart below to compare losses from any high point for QAI and AGOX. For additional features, visit the drawdowns tool.

The current volatility for IQ Hedge Multi-Strategy Tracker ETF (QAI) is 1.80%, while Adaptive Alpha Opportunities ETF (AGOX) has a volatility of 8.18%. This indicates that QAI experiences smaller price fluctuations and is considered to be less risky than AGOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.