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QAI vs. ALFAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QAI vs. ALFAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IQ Hedge Multi-Strategy Tracker ETF (QAI) and Lord Abbett Alpha Strategy Fund (ALFAX). The values are adjusted to include any dividend payments, if applicable.

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QAI vs. ALFAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QAI
IQ Hedge Multi-Strategy Tracker ETF
1.82%8.29%6.67%10.07%-8.68%-0.16%5.73%8.68%-3.32%6.17%
ALFAX
Lord Abbett Alpha Strategy Fund
-2.53%8.80%13.18%13.92%-23.50%15.01%26.16%24.95%-9.72%20.61%

Returns By Period

In the year-to-date period, QAI achieves a 1.82% return, which is significantly higher than ALFAX's -2.53% return. Over the past 10 years, QAI has underperformed ALFAX with an annualized return of 3.30%, while ALFAX has yielded a comparatively higher 8.73% annualized return.


QAI

1D
1.25%
1M
-2.23%
YTD
1.82%
6M
2.98%
1Y
10.61%
3Y*
8.05%
5Y*
3.40%
10Y*
3.30%

ALFAX

1D
-1.32%
1M
-9.32%
YTD
-2.53%
6M
-1.61%
1Y
16.40%
3Y*
8.86%
5Y*
1.80%
10Y*
8.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QAI vs. ALFAX - Expense Ratio Comparison

QAI has a 0.79% expense ratio, which is lower than ALFAX's 1.40% expense ratio.


Return for Risk

QAI vs. ALFAX — Risk / Return Rank

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

QAI
QAI Risk / Return Rank: 8080
Overall Rank
QAI Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
QAI Sortino Ratio Rank: 8080
Sortino Ratio Rank
QAI Omega Ratio Rank: 8282
Omega Ratio Rank
QAI Calmar Ratio Rank: 7676
Calmar Ratio Rank
QAI Martin Ratio Rank: 8383
Martin Ratio Rank

ALFAX
ALFAX Risk / Return Rank: 3939
Overall Rank
ALFAX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
ALFAX Sortino Ratio Rank: 3838
Sortino Ratio Rank
ALFAX Omega Ratio Rank: 3434
Omega Ratio Rank
ALFAX Calmar Ratio Rank: 4242
Calmar Ratio Rank
ALFAX 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.

QAI vs. ALFAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IQ Hedge Multi-Strategy Tracker ETF (QAI) and Lord Abbett Alpha Strategy Fund (ALFAX). 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.


QAIALFAXDifference

Sharpe ratio

Return per unit of total volatility

1.41

0.80

+0.61

Sortino ratio

Return per unit of downside risk

1.99

1.23

+0.76

Omega ratio

Gain probability vs. loss probability

1.31

1.17

+0.14

Calmar ratio

Return relative to maximum drawdown

1.93

1.07

+0.86

Martin ratio

Return relative to average drawdown

8.93

4.45

+4.48

QAI vs. ALFAX - Sharpe Ratio Comparison

The current QAI Sharpe Ratio is 1.41, which is higher than the ALFAX Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of QAI and ALFAX, 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


QAIALFAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

0.80

+0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.09

+0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.43

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.40

+0.12

Correlation

The correlation between QAI and ALFAX is 0.71, 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

QAI vs. ALFAX - Dividend Comparison

QAI's dividend yield for the trailing twelve months is around 1.48%, less than ALFAX's 5.44% yield.


TTM20252024202320222021202020192018201720162015
QAI
IQ Hedge Multi-Strategy Tracker ETF
1.48%1.50%2.22%4.08%2.00%0.28%1.98%1.91%1.90%0.00%0.00%0.48%
ALFAX
Lord Abbett Alpha Strategy Fund
5.44%5.30%0.80%0.46%6.94%5.38%7.99%14.66%16.61%11.96%11.85%15.83%

Drawdowns

QAI vs. ALFAX - Drawdown Comparison

The maximum QAI drawdown since its inception was -14.95%, smaller than the maximum ALFAX drawdown of -57.11%. Use the drawdown chart below to compare losses from any high point for QAI and ALFAX.


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Drawdown Indicators


QAIALFAXDifference

Max Drawdown

Largest peak-to-trough decline

-14.95%

-57.11%

+42.16%

Max Drawdown (1Y)

Largest decline over 1 year

-5.43%

-13.07%

+7.64%

Max Drawdown (5Y)

Largest decline over 5 years

-14.32%

-33.88%

+19.56%

Max Drawdown (10Y)

Largest decline over 10 years

-14.95%

-40.29%

+25.34%

Current Drawdown

Current decline from peak

-2.51%

-10.31%

+7.80%

Average Drawdown

Average peak-to-trough decline

-2.60%

-12.94%

+10.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

3.13%

-1.96%

Volatility

QAI vs. ALFAX - Volatility Comparison

The current volatility for IQ Hedge Multi-Strategy Tracker ETF (QAI) is 2.83%, while Lord Abbett Alpha Strategy Fund (ALFAX) has a volatility of 6.61%. This indicates that QAI experiences smaller price fluctuations and is considered to be less risky than ALFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QAIALFAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.83%

6.61%

-3.78%

Volatility (6M)

Calculated over the trailing 6-month period

4.95%

12.41%

-7.46%

Volatility (1Y)

Calculated over the trailing 1-year period

7.55%

20.01%

-12.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.51%

19.76%

-13.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.12%

20.59%

-14.47%