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QAI vs. IGHG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QAI vs. IGHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IQ Hedge Multi-Strategy Tracker ETF (QAI) and ProShares Investment Grade-Interest Rate Hedged (IGHG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QAI achieves a 9.46% return, which is significantly higher than IGHG's 2.12% return. Over the past 10 years, QAI has underperformed IGHG with an annualized return of 3.96%, while IGHG has yielded a comparatively higher 4.72% annualized return.


QAI

1D
0.30%
1M
2.80%
YTD
9.46%
6M
10.26%
1Y
16.98%
3Y*
10.41%
5Y*
4.76%
10Y*
3.96%

IGHG

1D
-0.06%
1M
0.78%
YTD
2.12%
6M
2.43%
1Y
5.89%
3Y*
8.55%
5Y*
5.22%
10Y*
4.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QAI vs. IGHG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QAI
IQ Hedge Multi-Strategy Tracker ETF
9.46%8.29%6.67%10.07%-8.68%-0.16%5.73%8.68%-3.32%6.17%
IGHG
ProShares Investment Grade-Interest Rate Hedged
2.12%5.65%9.20%11.58%-0.90%0.88%0.61%12.73%-3.96%4.49%

Correlation

The correlation between QAI and IGHG is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.41

Correlation (3Y)
Calculated over the trailing 3-year period

0.36

Correlation (5Y)
Calculated over the trailing 5-year period

0.43

Correlation (10Y)
Calculated over the trailing 10-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2013

0.36

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Return for Risk

QAI vs. IGHG — Risk / Return Rank

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

QAI
QAI Risk / Return Rank: 8787
Overall Rank
QAI Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
QAI Sortino Ratio Rank: 8888
Sortino Ratio Rank
QAI Omega Ratio Rank: 8989
Omega Ratio Rank
QAI Calmar Ratio Rank: 8484
Calmar Ratio Rank
QAI Martin Ratio Rank: 8787
Martin Ratio Rank

IGHG
IGHG Risk / Return Rank: 5959
Overall Rank
IGHG Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
IGHG Sortino Ratio Rank: 5353
Sortino Ratio Rank
IGHG Omega Ratio Rank: 5151
Omega Ratio Rank
IGHG Calmar Ratio Rank: 7171
Calmar Ratio Rank
IGHG Martin Ratio Rank: 6868
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. IGHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IQ Hedge Multi-Strategy Tracker ETF (QAI) and ProShares Investment Grade-Interest Rate Hedged (IGHG). 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.


QAIIGHGDifference

Sharpe ratio

Return per unit of total volatility

2.86

1.72

+1.14

Sortino ratio

Return per unit of downside risk

4.06

2.58

+1.48

Omega ratio

Gain probability vs. loss probability

1.57

1.32

+0.25

Calmar ratio

Return relative to maximum drawdown

4.57

3.64

+0.92

Martin ratio

Return relative to average drawdown

18.90

12.86

+6.04

QAI vs. IGHG - Sharpe Ratio Comparison

The current QAI Sharpe Ratio is 2.86, which is higher than the IGHG Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of QAI and IGHG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


QAIIGHGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.86

1.72

+1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

1.04

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.63

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.53

+0.04

Drawdowns

QAI vs. IGHG - Drawdown Comparison

The maximum QAI drawdown since its inception was -14.95%, smaller than the maximum IGHG drawdown of -25.16%. Use the drawdown chart below to compare losses from any high point for QAI and IGHG.


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Drawdown Indicators


QAIIGHGDifference

Max Drawdown

Largest peak-to-trough decline

-14.95%

-25.16%

+10.21%

Max Drawdown (1Y)

Largest decline over 1 year

-3.71%

-1.75%

-1.96%

Max Drawdown (3Y)

Largest decline over 3 years

-7.78%

-3.74%

-4.04%

Max Drawdown (5Y)

Largest decline over 5 years

-14.32%

-8.75%

-5.57%

Max Drawdown (10Y)

Largest decline over 10 years

-14.95%

-25.16%

+10.21%

Current Drawdown

Current decline from peak

0.00%

-0.16%

+0.16%

Average Drawdown

Average peak-to-trough decline

-2.57%

-2.30%

-0.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

0.50%

+0.40%

Volatility

QAI vs. IGHG - Volatility Comparison

IQ Hedge Multi-Strategy Tracker ETF (QAI) has a higher volatility of 2.01% compared to ProShares Investment Grade-Interest Rate Hedged (IGHG) at 0.62%. This indicates that QAI's price experiences larger fluctuations and is considered to be riskier than IGHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QAIIGHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.01%

0.62%

+1.39%

Volatility (6M)

Calculated over the trailing 6-month period

4.91%

2.53%

+2.38%

Volatility (1Y)

Calculated over the trailing 1-year period

5.97%

3.47%

+2.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.56%

5.02%

+1.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.17%

7.46%

-1.29%

QAI vs. IGHG - Expense Ratio Comparison

QAI has a 0.79% expense ratio, which is higher than IGHG's 0.30% expense ratio.


Dividends

QAI vs. IGHG - Dividend Comparison

QAI's dividend yield for the trailing twelve months is around 1.37%, less than IGHG's 5.12% yield.


PositionTTM20252024202320222021202020192018201720162015
IGHG
ProShares Investment Grade-Interest Rate Hedged
5.12%5.14%5.06%4.99%3.55%2.50%2.79%3.48%4.13%3.36%3.37%3.65%
QAI
IQ Hedge Multi-Strategy Tracker ETF
1.37%1.50%2.22%4.08%2.00%0.28%1.98%1.91%1.90%0.00%0.00%0.48%

Frequently Asked Questions


QAI and IGHG have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QAI has higher volatility (2.01%) compared to IGHG (0.62%). In terms of maximum drawdown, QAI dropped -14.95% vs IGHG's -25.16%.

On 10-year performance, IGHG leads with 4.72% vs 3.96% for QAI. On fees, IGHG is cheaper at 0.30% per year. On volatility, IGHG has been the lower-risk option at 0.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IGHG has performed better with a 4.72% return vs 3.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGHG is cheaper with a 0.30% expense ratio, compared with 0.79% for QAI.

IGHG has the higher dividend yield at 5.12%, compared with 1.37% for QAI.

QAI is categorized as Long-Short, while IGHG is Corporate Bonds. QAI tracks IQ Hedge Multi-Strategy Index, while IGHG tracks Citi Corporate Investment Grade (Treasury Rate-Hedged) Index. They also come from different issuers: New York Life and ProShares. Their fees differ too: 0.79% for QAI and 0.30% for IGHG.

QAI currently has the higher Sharpe Ratio (2.86 vs 1.72), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for QAI and IGHG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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