PortfoliosLab logoPortfoliosLab logo
QAI vs. MKTN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QAI vs. MKTN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NYLI Hedge Multi-Strategy Tracker ETF (QAI) and Federated Hermes MDT Market Neutral ETF (MKTN). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, QAI achieves a 7.67% return, which is significantly higher than MKTN's 6.46% return.


QAI

1D
0.25%
1M
-0.72%
6M
5.22%
YTD
7.67%
1Y
12.58%
3Y*
8.67%
5Y*
4.39%
10Y*
3.74%
ALL TIME*
3.49%

MKTN

1D
0.33%
1M
4.57%
6M
7.01%
YTD
6.46%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$666.28K$482.62K$621.59K
$2.04M$2.05M$2.17M

QAI vs. MKTN - Yearly Performance Comparison


Correlation

The correlation between QAI and MKTN is -0.12, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 25, 2025

-0.12

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

QAI vs. MKTN — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

QAI
QAI Risk / Return Rank: 8383
Overall Rank
QAI Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
QAI Sortino Ratio Rank: 8080
Sortino Ratio Rank
QAI Omega Ratio Rank: 8282
Omega Ratio Rank
QAI Calmar Ratio Rank: 8787
Calmar Ratio Rank
QAI Martin Ratio Rank: 8484
Martin Ratio Rank

MKTN

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

QAI vs. MKTN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NYLI Hedge Multi-Strategy Tracker ETF (QAI) and Federated Hermes MDT Market Neutral ETF (MKTN). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


QAIMKTNDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

3.39

Martin ratioReturn relative to average drawdown

11.62

QAI vs. MKTN - Sharpe Ratio Comparison


Loading charts...

Drawdowns

QAI vs. MKTN - Drawdown Comparison

The maximum QAI drawdown since its inception was -14.95%, which is greater than MKTN's maximum drawdown of -4.13%. Use the drawdown chart below to compare losses from any high point for QAI and MKTN.


Loading charts...

Drawdown Indicators


QAIMKTNDifference

Max Drawdown

Largest peak-to-trough decline

-14.95%

-4.13%

-10.82%

Max Drawdown (1Y)

Largest decline over 1 year

-3.71%

Max Drawdown (3Y)

Largest decline over 3 years

-7.78%

Max Drawdown (5Y)

Largest decline over 5 years

-14.32%

Max Drawdown (10Y)

Largest decline over 10 years

-14.95%

Current Drawdown

Current decline from peak

-1.90%

0.00%

-1.90%

Average Drawdown

Average peak-to-trough decline

-2.56%

-1.08%

-1.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.08%

Volatility

QAI vs. MKTN - Volatility Comparison


Loading charts...

Volatility by Period


QAIMKTNDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.82%

Volatility (6M)

Calculated over the trailing 6-month period

5.78%

Volatility (1Y)

Calculated over the trailing 1-year period

6.85%

6.65%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.71%

6.65%

+0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.24%

6.65%

-0.41%

QAI vs. MKTN - Expense Ratio Comparison

QAI has a 0.79% expense ratio, which is lower than MKTN's 1.94% expense ratio.


Dividends

QAI vs. MKTN - Dividend Comparison

QAI's dividend yield for the trailing twelve months is around 1.40%, more than MKTN's 0.48% yield.


PositionTTM20252024202320222021202020192018201720162015
MKTN
Federated Hermes MDT Market Neutral ETF
0.48%0.51%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QAI
NYLI Hedge Multi-Strategy Tracker ETF
1.40%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 MKTN have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QAI is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QAI is cheaper with a 0.79% expense ratio, compared with 1.94% for MKTN.

QAI has the higher dividend yield at 1.40%, compared with 0.48% for MKTN.

QAI is categorized as Long-Short, while MKTN is Equity Market Neutral. They also come from different issuers: New York Life and Federated. Their fees differ too: 0.79% for QAI and 1.94% for MKTN.

Portfolio Optimizer

Find the right allocation for QAI and MKTN

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

Open Portfolio Optimizer