Top ETF Yearly Perf

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Top ETF Yearly Perf

Currency in USD · Last updated May 23, 2025

Asset Allocation

Position	Category/Sector	Target Weight
FDN First Trust Dow Jones Internet Index	Large Cap Growth Equities	10%
FTEC Fidelity MSCI Information Technology Index ETF	Technology Equities	10%
IWY iShares Russell Top 200 Growth ETF	Large Cap Growth Equities	10%
MGK Vanguard Mega Cap Growth ETF	Large Cap Blend Equities	10%
QQQ Invesco QQQ	Large Cap Blend Equities	10%
QTEC First Trust NASDAQ-100 Technology Sector Index Fund	Technology Equities	10%
SCHG Schwab U.S. Large-Cap Growth ETF	Large Cap Growth Equities	10%
SOXX iShares PHLX Semiconductor ETF	Technology Equities	10%
VGT Vanguard Information Technology ETF	Technology Equities	10%
VUG Vanguard Growth ETF	Large Cap Growth Equities	10%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Oct 24, 2013, corresponding to the inception date of FTEC

Returns By Period

As of May 23, 2025, the Top ETF Yearly Perf returned -0.89% Year-To-Date and 17.35% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-0.67%	10.48%	-1.79%	10.08%	14.60%	10.64%
Top ETF Yearly Perf	-0.89%	17.91%	0.07%	10.98%	17.68%	17.35%
Portfolio components:
QTEC First Trust NASDAQ-100 Technology Sector Index Fund	2.87%	20.10%	-0.91%	0.05%	14.29%	16.42%
QQQ Invesco QQQ	0.69%	15.64%	2.10%	13.48%	18.22%	17.53%
MGK Vanguard Mega Cap Growth ETF	-0.57%	16.82%	1.81%	16.77%	18.05%	15.86%
SCHG Schwab U.S. Large-Cap Growth ETF	-2.16%	15.13%	-0.55%	14.86%	18.47%	15.63%
FTEC Fidelity MSCI Information Technology Index ETF	-2.92%	19.61%	-2.48%	12.16%	19.67%	19.42%
VGT Vanguard Information Technology ETF	-3.03%	19.52%	-2.52%	12.13%	19.49%	19.66%
IWY iShares Russell Top 200 Growth ETF	-2.30%	15.11%	0.62%	14.90%	18.81%	16.84%
SOXX iShares PHLX Semiconductor ETF	-4.40%	23.34%	-4.51%	-11.96%	21.39%	21.56%
FDN First Trust Dow Jones Internet Index	3.33%	18.12%	5.38%	22.76%	9.50%	13.98%
VUG Vanguard Growth ETF	-0.34%	16.17%	1.39%	16.29%	17.33%	15.04%

*Annualized

Monthly Returns

The table below presents the monthly returns of Top ETF Yearly Perf, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	2.23%	-3.71%	-8.79%	1.55%	8.71%								-0.89%
2024	2.28%	6.57%	1.56%	-4.80%	5.99%	6.91%	-2.34%	1.28%	2.21%	-0.89%	6.05%	0.11%	27.02%
2023	11.29%	-0.47%	8.71%	-1.12%	8.65%	6.16%	4.22%	-1.94%	-5.77%	-2.53%	12.69%	6.13%	54.16%
2022	-9.39%	-4.14%	2.96%	-13.66%	-1.90%	-9.95%	13.15%	-5.53%	-11.01%	4.27%	6.24%	-8.35%	-34.13%
2021	0.09%	1.82%	1.06%	5.26%	-0.93%	6.65%	2.52%	3.49%	-5.47%	7.62%	1.96%	1.60%	28.06%
2020	2.34%	-6.22%	-9.75%	14.97%	7.39%	5.75%	7.09%	9.57%	-4.42%	-2.63%	11.85%	4.59%	44.46%
2019	9.54%	4.64%	3.20%	6.34%	-8.83%	7.94%	2.85%	-1.96%	0.89%	3.21%	4.48%	3.88%	41.06%
2018	7.99%	-1.10%	-2.85%	-0.29%	6.21%	0.12%	2.38%	5.43%	-0.50%	-9.36%	0.56%	-8.11%	-1.05%
2017	4.57%	3.99%	2.08%	2.27%	4.09%	-1.75%	3.52%	2.13%	1.59%	5.34%	1.54%	0.37%	33.86%
2016	-6.92%	-0.30%	7.46%	-2.35%	4.51%	-1.39%	6.82%	1.70%	2.12%	-1.34%	1.59%	1.29%	13.05%
2015	-2.79%	7.75%	-2.29%	1.03%	2.67%	-3.19%	2.57%	-5.96%	-2.26%	10.20%	0.98%	-2.19%	5.47%
2014	-2.00%	5.57%	-1.15%	-1.21%	3.80%	3.31%	-0.86%	4.69%	-1.21%	2.01%	4.21%	-1.07%	16.81%

Expense Ratio

Top ETF Yearly Perf has an expense ratio of 0.23%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

QTEC

First Trust NASDAQ-100 Technology Sector Index Fund

FDN

First Trust Dow Jones Internet Index

SOXX

iShares PHLX Semiconductor ETF

QQQ

Invesco QQQ

IWY

iShares Russell Top 200 Growth ETF

VGT

Vanguard Information Technology ETF

FTEC

Fidelity MSCI Information Technology Index ETF

MGK

Vanguard Mega Cap Growth ETF

SCHG

Schwab U.S. Large-Cap Growth ETF

VUG

Vanguard Growth ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Top ETF Yearly Perf is 22, meaning it’s performing worse than 78% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. 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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
QTEC First Trust NASDAQ-100 Technology Sector Index Fund	0.00	0.24	1.03	0.01	0.02
QQQ Invesco QQQ	0.53	0.92	1.13	0.60	1.95
MGK Vanguard Mega Cap Growth ETF	0.65	1.08	1.15	0.72	2.41
SCHG Schwab U.S. Large-Cap Growth ETF	0.59	0.98	1.14	0.63	2.10
FTEC Fidelity MSCI Information Technology Index ETF	0.40	0.78	1.11	0.45	1.48
VGT Vanguard Information Technology ETF	0.40	0.77	1.11	0.45	1.46
IWY iShares Russell Top 200 Growth ETF	0.59	0.98	1.14	0.64	2.05
SOXX iShares PHLX Semiconductor ETF	-0.27	-0.08	0.99	-0.27	-0.60
FDN First Trust Dow Jones Internet Index	0.90	1.30	1.18	0.80	2.74
VUG Vanguard Growth ETF	0.65	1.07	1.15	0.72	2.43

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Top ETF Yearly Perf Sharpe ratios as of May 23, 2025 (values are recalculated daily):

1-Year: 0.39
5-Year: 0.70
10-Year: 0.74
All Time: 0.79

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.47 to 0.99, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Top ETF Yearly Perf compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Top ETF Yearly Perf provided a 0.41% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.41%	0.41%	0.52%	0.69%	0.42%	0.60%	0.85%	1.07%	0.91%	1.15%	1.13%	1.14%
Portfolio components:
QTEC First Trust NASDAQ-100 Technology Sector Index Fund	0.02%	0.02%	0.14%	0.15%	0.02%	0.44%	0.68%	0.91%	0.80%	1.29%	0.99%	1.22%
QQQ Invesco QQQ	0.58%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%	1.41%
MGK Vanguard Mega Cap Growth ETF	0.44%	0.43%	0.50%	0.70%	0.41%	0.65%	0.85%	1.12%	1.23%	1.53%	1.43%	1.25%
SCHG Schwab U.S. Large-Cap Growth ETF	0.42%	0.40%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%	1.09%
FTEC Fidelity MSCI Information Technology Index ETF	0.50%	0.49%	0.77%	0.93%	0.63%	0.83%	1.03%	1.20%	0.96%	1.25%	1.27%	1.09%
VGT Vanguard Information Technology ETF	0.53%	0.60%	0.65%	0.91%	0.64%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%	1.12%
IWY iShares Russell Top 200 Growth ETF	0.43%	0.42%	0.68%	0.88%	0.50%	0.71%	1.06%	1.32%	1.26%	1.51%	1.58%	1.44%
SOXX iShares PHLX Semiconductor ETF	0.72%	0.67%	0.78%	1.25%	0.64%	0.81%	1.23%	1.37%	0.90%	1.08%	1.29%	1.56%
FDN First Trust Dow Jones Internet Index	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VUG Vanguard Growth ETF	0.48%	0.47%	0.58%	0.70%	0.48%	0.66%	0.95%	1.32%	1.14%	1.39%	1.30%	1.21%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Top ETF Yearly Perf. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Top ETF Yearly Perf was 38.24%, occurring on Oct 14, 2022. Recovery took 300 trading sessions.

The current Top ETF Yearly Perf drawdown is 6.01%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-38.24%	Dec 28, 2021	202	Oct 14, 2022	300	Dec 26, 2023	502
-30.88%	Feb 20, 2020	23	Mar 23, 2020	52	Jun 5, 2020	75
-25.42%	Feb 20, 2025	34	Apr 8, 2025	—	—	—
-22.82%	Aug 30, 2018	80	Dec 24, 2018	59	Mar 21, 2019	139
-16.56%	Dec 2, 2015	49	Feb 11, 2016	104	Jul 12, 2016	153

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 10 assets, with an effective number of assets of 10.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	SOXX	FDN	QTEC	IWY	MGK	SCHG	FTEC	VGT	QQQ	VUG	Portfolio
^GSPC	1.00	0.77	0.80	0.84	0.93	0.93	0.94	0.90	0.90	0.91	0.94	0.92
SOXX	0.77	1.00	0.71	0.93	0.78	0.79	0.79	0.86	0.86	0.83	0.80	0.88
FDN	0.80	0.71	1.00	0.85	0.85	0.87	0.88	0.87	0.86	0.89	0.88	0.90
QTEC	0.84	0.93	0.85	1.00	0.87	0.88	0.89	0.93	0.93	0.91	0.89	0.96
IWY	0.93	0.78	0.85	0.87	1.00	0.99	0.98	0.95	0.95	0.97	0.98	0.96
MGK	0.93	0.79	0.87	0.88	0.99	1.00	0.99	0.95	0.95	0.98	0.99	0.97
SCHG	0.94	0.79	0.88	0.89	0.98	0.99	1.00	0.95	0.95	0.97	0.99	0.97
FTEC	0.90	0.86	0.87	0.93	0.95	0.95	0.95	1.00	1.00	0.96	0.95	0.98
VGT	0.90	0.86	0.86	0.93	0.95	0.95	0.95	1.00	1.00	0.97	0.95	0.98
QQQ	0.91	0.83	0.89	0.91	0.97	0.98	0.97	0.96	0.97	1.00	0.97	0.98
VUG	0.94	0.80	0.88	0.89	0.98	0.99	0.99	0.95	0.95	0.97	1.00	0.97
Portfolio	0.92	0.88	0.90	0.96	0.96	0.97	0.97	0.98	0.98	0.98	0.97	1.00

The correlation results are calculated based on daily price changes starting from Oct 25, 2013

Performance Analysis

Risk Analysis

Optimization

Factor Model

Top ETF Yearly Perf

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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