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QQQI vs. PDI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QQQI vs. PDI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NEOS Nasdaq-100 High Income ETF (QQQI) and PIMCO Dynamic Income Fund (PDI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QQQI achieves a 10.58% return, which is significantly higher than PDI's -0.81% return.


QQQI

1D
0.70%
1M
0.26%
YTD
10.58%
6M
11.20%
1Y
25.86%
3Y*
5Y*
10Y*

PDI

1D
-0.79%
1M
-3.50%
YTD
-0.81%
6M
-0.75%
1Y
0.14%
3Y*
10.87%
5Y*
2.19%
10Y*
7.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQQI vs. PDI - Yearly Performance Comparison


2026 (YTD)20252024
QQQI
NEOS Nasdaq-100 High Income ETF
10.58%18.62%19.44%
PDI
PIMCO Dynamic Income Fund
-0.81%11.03%9.40%

Correlation

The correlation between QQQI and PDI is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2024

0.30

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Return for Risk

QQQI vs. PDI — Risk / Return Rank

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

QQQI
QQQI Risk / Return Rank: 6565
Overall Rank
QQQI Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
QQQI Sortino Ratio Rank: 5959
Sortino Ratio Rank
QQQI Omega Ratio Rank: 6767
Omega Ratio Rank
QQQI Calmar Ratio Rank: 6262
Calmar Ratio Rank
QQQI Martin Ratio Rank: 7272
Martin Ratio Rank

PDI
PDI Risk / Return Rank: 4040
Overall Rank
PDI Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
PDI Sortino Ratio Rank: 3434
Sortino Ratio Rank
PDI Omega Ratio Rank: 3434
Omega Ratio Rank
PDI Calmar Ratio Rank: 4343
Calmar Ratio Rank
PDI 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.

QQQI vs. PDI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS Nasdaq-100 High Income ETF (QQQI) and PIMCO Dynamic Income Fund (PDI). 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.


QQQIPDIDifference
Sharpe ratioReturn per unit of total volatility

+1.83

Sortino ratioReturn per unit of downside risk

+2.34

Omega ratioGain probability vs. loss probability

1.34

1.01

+0.33

Calmar ratioReturn relative to maximum drawdown

2.70

0.01

+2.69

Martin ratioReturn relative to average drawdown

11.63

0.03

+11.60

QQQI vs. PDI - Sharpe Ratio Comparison

The current QQQI Sharpe Ratio is 1.84, which is higher than the PDI Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of QQQI and PDI, 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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Drawdowns

QQQI vs. PDI - Drawdown Comparison

The maximum QQQI drawdown since its inception was -20.00%, smaller than the maximum PDI drawdown of -46.47%. Use the drawdown chart below to compare losses from any high point for QQQI and PDI.


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Drawdown Indicators


QQQIPDIDifference

Max Drawdown

Largest peak-to-trough decline

-20.00%

-46.47%

+26.47%

Max Drawdown (1Y)

Largest decline over 1 year

-9.61%

-10.95%

+1.34%

Max Drawdown (3Y)

Largest decline over 3 years

-17.55%

Max Drawdown (5Y)

Largest decline over 5 years

-27.19%

Max Drawdown (10Y)

Largest decline over 10 years

-46.47%

Current Drawdown

Current decline from peak

-2.69%

-8.56%

+5.87%

Average Drawdown

Average peak-to-trough decline

-2.21%

-6.22%

+4.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.23%

5.09%

-2.86%

Volatility

QQQI vs. PDI - Volatility Comparison

NEOS Nasdaq-100 High Income ETF (QQQI) has a higher volatility of 6.10% compared to PIMCO Dynamic Income Fund (PDI) at 3.31%. This indicates that QQQI's price experiences larger fluctuations and is considered to be riskier than PDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQQIPDIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.10%

3.31%

+2.79%

Volatility (6M)

Calculated over the trailing 6-month period

11.35%

8.27%

+3.08%

Volatility (1Y)

Calculated over the trailing 1-year period

14.10%

11.31%

+2.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.34%

15.53%

+1.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.34%

19.04%

-1.70%

Dividends

QQQI vs. PDI - Dividend Comparison

QQQI's dividend yield for the trailing twelve months is around 13.53%, less than PDI's 16.24% yield.


PositionTTM20252024202320222021202020192018201720162015
PDI
PIMCO Dynamic Income Fund
16.24%14.94%14.43%14.74%17.84%10.21%10.01%9.45%10.78%8.81%14.79%18.70%
QQQI
NEOS Nasdaq-100 High Income ETF
13.53%13.82%12.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QQQI and PDI have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QQQI has higher volatility (6.10%) compared to PDI (3.31%). In terms of maximum drawdown, QQQI dropped -20.00% vs PDI's -46.47%.

QQQI currently has the higher Sharpe Ratio (1.84 vs 0.01), 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

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