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XFLT vs. QQQI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XFLT vs. QQQI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in XAI Octagon Floating Rate & Alternative Income Term Trust (XFLT) and NEOS Nasdaq-100 High Income ETF (QQQI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XFLT achieves a -18.15% return, which is significantly lower than QQQI's 13.04% return.


XFLT

1D
0.05%
1M
-1.84%
YTD
-18.15%
6M
-13.46%
1Y
-24.43%
3Y*
-4.10%
5Y*
-4.21%
10Y*

QQQI

1D
-0.35%
1M
5.60%
YTD
13.04%
6M
12.57%
1Y
29.68%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XFLT vs. QQQI - Yearly Performance Comparison


2026 (YTD)20252024
XFLT
XAI Octagon Floating Rate & Alternative Income Term Trust
-18.15%-15.35%2.94%
QQQI
NEOS Nasdaq-100 High Income ETF
13.04%18.62%19.83%

Correlation

The correlation between XFLT and QQQI is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

Correlation (All Time)
Calculated using the full available price history since Jan 31, 2024

0.18

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Return for Risk

XFLT vs. QQQI — Risk / Return Rank

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

XFLT
XFLT Risk / Return Rank: 99
Overall Rank
XFLT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
XFLT Sortino Ratio Rank: 44
Sortino Ratio Rank
XFLT Omega Ratio Rank: 55
Omega Ratio Rank
XFLT Calmar Ratio Rank: 2020
Calmar Ratio Rank
XFLT Martin Ratio Rank: 1212
Martin Ratio Rank

QQQI
QQQI Risk / Return Rank: 7070
Overall Rank
QQQI Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
QQQI Sortino Ratio Rank: 6868
Sortino Ratio Rank
QQQI Omega Ratio Rank: 7272
Omega Ratio Rank
QQQI Calmar Ratio Rank: 6363
Calmar Ratio Rank
QQQI Martin Ratio Rank: 7474
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.

XFLT vs. QQQI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for XAI Octagon Floating Rate & Alternative Income Term Trust (XFLT) and NEOS Nasdaq-100 High Income ETF (QQQI). 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.


XFLTQQQIDifference
Sharpe ratioReturn per unit of total volatility

-3.50

Sortino ratioReturn per unit of downside risk

-4.80

Omega ratioGain probability vs. loss probability

0.79

1.42

-0.63

Calmar ratioReturn relative to maximum drawdown

-0.60

3.10

-3.71

Martin ratioReturn relative to average drawdown

-1.28

13.93

-15.21

XFLT vs. QQQI - Sharpe Ratio Comparison

The current XFLT Sharpe Ratio is -1.20, which is lower than the QQQI Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of XFLT and QQQI, 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


XFLTQQQIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.20

2.30

-3.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

1.32

-1.30

Drawdowns

XFLT vs. QQQI - Drawdown Comparison

The maximum XFLT drawdown since its inception was -55.43%, which is greater than QQQI's maximum drawdown of -20.00%. Use the drawdown chart below to compare losses from any high point for XFLT and QQQI.


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Drawdown Indicators


XFLTQQQIDifference

Max Drawdown

Largest peak-to-trough decline

-55.43%

-20.00%

-35.43%

Max Drawdown (1Y)

Largest decline over 1 year

-40.67%

-9.61%

-31.06%

Max Drawdown (3Y)

Largest decline over 3 years

-47.04%

Max Drawdown (5Y)

Largest decline over 5 years

-47.04%

Current Drawdown

Current decline from peak

-34.92%

-0.52%

-34.40%

Average Drawdown

Average peak-to-trough decline

-14.38%

-2.19%

-12.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.15%

2.14%

+17.01%

Volatility

XFLT vs. QQQI - Volatility Comparison

XAI Octagon Floating Rate & Alternative Income Term Trust (XFLT) has a higher volatility of 3.18% compared to NEOS Nasdaq-100 High Income ETF (QQQI) at 2.69%. This indicates that XFLT's price experiences larger fluctuations and is considered to be riskier than QQQI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XFLTQQQIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.18%

2.69%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

18.31%

9.85%

+8.46%

Volatility (1Y)

Calculated over the trailing 1-year period

20.38%

12.98%

+7.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.10%

17.05%

+4.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.17%

17.05%

+9.12%

Dividends

XFLT vs. QQQI - Dividend Comparison

XFLT's dividend yield for the trailing twelve months is around 20.77%, more than QQQI's 13.24% yield.


PositionTTM202520242023202220212020201920182017
QQQI
NEOS Nasdaq-100 High Income ETF
13.24%13.82%12.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XFLT
XAI Octagon Floating Rate & Alternative Income Term Trust
20.77%18.23%15.24%13.61%13.86%9.82%10.64%10.63%11.33%1.47%

Frequently Asked Questions


XFLT and QQQI have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XFLT has higher volatility (3.18%) compared to QQQI (2.69%). In terms of maximum drawdown, XFLT dropped -55.43% vs QQQI's -20.00%.

QQQI currently has the higher Sharpe Ratio (2.30 vs -1.20), 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.

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