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QPX vs. ATFV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QPX and ATFV is 0.84, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

QPX vs. ATFV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Q Dynamic Growth ETF (QPX) and Alger 35 ETF (ATFV). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
29.17%
14.70%
QPX
ATFV

Key characteristics

Sharpe Ratio

QPX:

0.54

ATFV:

0.62

Sortino Ratio

QPX:

0.90

ATFV:

1.00

Omega Ratio

QPX:

1.12

ATFV:

1.14

Calmar Ratio

QPX:

0.61

ATFV:

0.67

Martin Ratio

QPX:

2.40

ATFV:

2.13

Ulcer Index

QPX:

4.53%

ATFV:

9.09%

Daily Std Dev

QPX:

20.34%

ATFV:

31.01%

Max Drawdown

QPX:

-34.75%

ATFV:

-45.34%

Current Drawdown

QPX:

-7.42%

ATFV:

-18.16%

Returns By Period

In the year-to-date period, QPX achieves a -3.64% return, which is significantly higher than ATFV's -9.48% return.


QPX

YTD

-3.64%

1M

1.09%

6M

-2.61%

1Y

9.91%

5Y*

N/A

10Y*

N/A

ATFV

YTD

-9.48%

1M

3.62%

6M

-1.11%

1Y

18.11%

5Y*

N/A

10Y*

N/A

*Annualized

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QPX vs. ATFV - Expense Ratio Comparison

QPX has a 1.46% expense ratio, which is higher than ATFV's 0.55% expense ratio.


Expense ratio chart for QPX: current value is 1.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QPX: 1.46%
Expense ratio chart for ATFV: current value is 0.55%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ATFV: 0.55%

Risk-Adjusted Performance

QPX vs. ATFV — Risk-Adjusted Performance Rank

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

QPX
The Risk-Adjusted Performance Rank of QPX is 6565
Overall Rank
The Sharpe Ratio Rank of QPX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of QPX is 6363
Sortino Ratio Rank
The Omega Ratio Rank of QPX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of QPX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of QPX is 6767
Martin Ratio Rank

ATFV
The Risk-Adjusted Performance Rank of ATFV is 6767
Overall Rank
The Sharpe Ratio Rank of ATFV is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of ATFV is 6868
Sortino Ratio Rank
The Omega Ratio Rank of ATFV is 6767
Omega Ratio Rank
The Calmar Ratio Rank of ATFV is 7373
Calmar Ratio Rank
The Martin Ratio Rank of ATFV is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

QPX vs. ATFV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Q Dynamic Growth ETF (QPX) and Alger 35 ETF (ATFV). 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 chart of Sharpe ratio for QPX, currently valued at 0.54, compared to the broader market-1.000.001.002.003.004.00
QPX: 0.54
ATFV: 0.62
The chart of Sortino ratio for QPX, currently valued at 0.90, compared to the broader market-2.000.002.004.006.008.00
QPX: 0.90
ATFV: 1.00
The chart of Omega ratio for QPX, currently valued at 1.12, compared to the broader market0.501.001.502.002.50
QPX: 1.12
ATFV: 1.14
The chart of Calmar ratio for QPX, currently valued at 0.61, compared to the broader market0.002.004.006.008.0010.0012.00
QPX: 0.61
ATFV: 0.67
The chart of Martin ratio for QPX, currently valued at 2.40, compared to the broader market0.0020.0040.0060.00
QPX: 2.40
ATFV: 2.13

The current QPX Sharpe Ratio is 0.54, which is comparable to the ATFV Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of QPX and ATFV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.54
0.62
QPX
ATFV

Dividends

QPX vs. ATFV - Dividend Comparison

QPX has not paid dividends to shareholders, while ATFV's dividend yield for the trailing twelve months is around 0.18%.


TTM202420232022
QPX
AdvisorShares Q Dynamic Growth ETF
0.00%0.00%0.00%0.00%
ATFV
Alger 35 ETF
0.18%0.16%0.01%0.06%

Drawdowns

QPX vs. ATFV - Drawdown Comparison

The maximum QPX drawdown since its inception was -34.75%, smaller than the maximum ATFV drawdown of -45.34%. Use the drawdown chart below to compare losses from any high point for QPX and ATFV. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.42%
-18.16%
QPX
ATFV

Volatility

QPX vs. ATFV - Volatility Comparison

The current volatility for AdvisorShares Q Dynamic Growth ETF (QPX) is 14.25%, while Alger 35 ETF (ATFV) has a volatility of 17.36%. This indicates that QPX experiences smaller price fluctuations and is considered to be less risky than ATFV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
14.25%
17.36%
QPX
ATFV