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Top ETF Yearly Perf
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Risk-Adjusted Performance
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Volatility
Diversification

Top ETF Yearly Perf

Last updated Nov 15, 2024

Asset Allocation

QTEC 10%QQQ 10%MGK 10%SCHG 10%FTEC 10%VGT 10%IWY 10%SOXX 10%FDN 10%VUG 10%EquityEquity
PositionCategory/SectorWeight
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%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Top ETF Yearly Perf, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
12.24%
12.31%
Top ETF Yearly Perf
Benchmark (^GSPC)
Portfolio components

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

Returns By Period

As of Nov 15, 2024, the Top ETF Yearly Perf returned 26.15% Year-To-Date and 18.34% of annualized return in the last 10 years.

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		24.72%2.30%12.31%32.12%13.81%11.31%
Top ETF Yearly Perf26.15%3.35%12.24%35.99%20.03%18.34%
Portfolio components:
QTEC
First Trust NASDAQ-100 Technology Sector Index Fund		11.39%0.85%2.33%24.46%15.89%17.18%
QQQ
Invesco QQQ		24.75%3.63%12.88%32.82%21.02%18.32%
MGK
Vanguard Mega Cap Growth ETF		30.86%4.22%16.49%37.81%20.14%16.54%
SCHG
Schwab U.S. Large-Cap Growth ETF		33.21%4.48%16.57%40.95%20.47%16.71%
FTEC
Fidelity MSCI Information Technology Index ETF		28.44%3.31%15.98%36.91%22.72%20.63%
VGT
Vanguard Information Technology ETF		28.36%3.53%16.09%36.83%22.58%20.89%
IWY
iShares Russell Top 200 Growth ETF		32.20%3.95%15.92%39.02%21.01%17.75%
SOXX
iShares PHLX Semiconductor ETF		14.19%-4.01%-4.57%28.79%23.79%23.77%
FDN
First Trust Dow Jones Internet Index		26.76%8.72%15.08%41.64%12.01%14.44%
VUG
Vanguard Growth ETF		31.13%4.51%16.21%38.87%19.15%15.78%

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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.28%6.57%1.56%-4.80%5.99%6.91%-2.34%1.28%2.21%-0.89%26.15%
202311.29%-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%
20210.09%1.82%1.06%5.26%-0.93%6.65%2.52%3.49%-5.47%7.62%1.96%1.60%28.06%
20202.34%-6.22%-9.75%14.97%7.39%5.75%7.09%9.57%-4.42%-2.63%11.85%4.59%44.46%
20199.54%4.64%3.20%6.34%-8.83%7.94%2.85%-1.96%0.89%3.21%4.48%3.88%41.06%
20187.99%-1.10%-2.85%-0.29%6.21%0.12%2.38%5.43%-0.50%-9.36%0.56%-8.11%-1.05%
20174.57%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%
20130.48%2.81%3.98%7.41%

Expense Ratio

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

QTEC
First Trust NASDAQ-100 Technology Sector Index Fund
Expense ratio chart for QTEC: current value at 0.57% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.57%
FDN
First Trust Dow Jones Internet Index
Expense ratio chart for FDN: current value at 0.52% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.52%
SOXX
iShares PHLX Semiconductor ETF
Expense ratio chart for SOXX: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
QQQ
Invesco QQQ
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
IWY
iShares Russell Top 200 Growth ETF
Expense ratio chart for IWY: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
VGT
Vanguard Information Technology ETF
Expense ratio chart for VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
FTEC
Fidelity MSCI Information Technology Index ETF
Expense ratio chart for FTEC: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
MGK
Vanguard Mega Cap Growth ETF
Expense ratio chart for MGK: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
SCHG
Schwab U.S. Large-Cap Growth ETF
Expense ratio chart for SCHG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
VUG
Vanguard Growth ETF
Expense ratio chart for VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Top ETF Yearly Perf is 26, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of Top ETF Yearly Perf is 2626
Combined Rank
The Sharpe Ratio Rank of Top ETF Yearly Perf is 2626Sharpe Ratio Rank
The Sortino Ratio Rank of Top ETF Yearly Perf is 2222Sortino Ratio Rank
The Omega Ratio Rank of Top ETF Yearly Perf is 2626Omega Ratio Rank
The Calmar Ratio Rank of Top ETF Yearly Perf is 3434Calmar Ratio Rank
The Martin Ratio Rank of Top ETF Yearly Perf is 2222Martin 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.

Top ETF Yearly Perf
Sharpe ratio
The chart of Sharpe ratio for Top ETF Yearly Perf, currently valued at 1.87, compared to the broader market0.002.004.006.001.87
Sortino ratio
The chart of Sortino ratio for Top ETF Yearly Perf, currently valued at 2.46, compared to the broader market-2.000.002.004.006.002.46
Omega ratio
The chart of Omega ratio for Top ETF Yearly Perf, currently valued at 1.34, compared to the broader market0.801.001.201.401.601.802.001.34
Calmar ratio
The chart of Calmar ratio for Top ETF Yearly Perf, currently valued at 2.43, compared to the broader market0.005.0010.0015.002.43
Martin ratio
The chart of Martin ratio for Top ETF Yearly Perf, currently valued at 8.76, compared to the broader market0.0010.0020.0030.0040.0050.008.76
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.66, compared to the broader market0.002.004.006.002.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.56, compared to the broader market-2.000.002.004.006.003.56
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.801.001.201.401.601.802.001.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.81, compared to the broader market0.005.0010.0015.003.81
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.03, compared to the broader market0.0010.0020.0030.0040.0050.0017.03
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
QTEC
First Trust NASDAQ-100 Technology Sector Index Fund		1.081.531.201.434.26
QQQ
Invesco QQQ		1.912.551.352.438.85
MGK
Vanguard Mega Cap Growth ETF		2.192.861.402.7810.57
SCHG
Schwab U.S. Large-Cap Growth ETF		2.423.141.443.3013.16
FTEC
Fidelity MSCI Information Technology Index ETF		1.772.321.312.448.78
VGT
Vanguard Information Technology ETF		1.782.321.322.438.76
IWY
iShares Russell Top 200 Growth ETF		2.272.941.412.8110.71
SOXX
iShares PHLX Semiconductor ETF		0.871.321.171.193.02
FDN
First Trust Dow Jones Internet Index		2.292.941.401.2311.83
VUG
Vanguard Growth ETF		2.333.031.433.0011.86

Sharpe Ratio

The current Top ETF Yearly Perf Sharpe ratio is 1.87. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.86 to 2.73, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Top ETF Yearly Perf with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.87
2.66
Top ETF Yearly Perf
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Top ETF Yearly Perf provided a 0.43% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio0.43%0.52%0.69%0.42%0.60%0.85%1.07%0.91%1.15%1.13%1.14%0.93%
Portfolio components:
QTEC
First Trust NASDAQ-100 Technology Sector Index Fund		0.04%0.14%0.15%0.02%0.44%0.68%0.91%0.80%1.29%0.99%1.22%0.72%
QQQ
Invesco QQQ		0.60%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.02%
MGK
Vanguard Mega Cap Growth ETF		0.42%0.50%0.70%0.41%0.65%0.85%1.12%1.23%1.53%1.43%1.25%1.29%
SCHG
Schwab U.S. Large-Cap Growth ETF		0.40%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%1.07%
FTEC
Fidelity MSCI Information Technology Index ETF		0.61%0.77%0.93%0.63%0.83%1.03%1.20%0.96%1.25%1.27%1.09%0.18%
VGT
Vanguard Information Technology ETF		0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%
IWY
iShares Russell Top 200 Growth ETF		0.49%0.68%0.88%0.50%0.71%1.06%1.32%1.26%1.51%1.58%1.44%1.56%
SOXX
iShares PHLX Semiconductor ETF		0.67%0.78%1.25%0.64%0.81%1.23%1.37%0.90%1.08%1.29%1.56%1.18%
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%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%

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.

-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.24%
-0.87%
Top ETF Yearly Perf
Benchmark (^GSPC)
Portfolio components

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 1.24%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.24%Dec 28, 2021202Oct 14, 2022300Dec 26, 2023502
-30.88%Feb 20, 202023Mar 23, 202052Jun 5, 202075
-22.82%Aug 30, 201880Dec 24, 201859Mar 21, 2019139
-16.56%Dec 2, 201549Feb 11, 2016104Jul 12, 2016153
-14.92%Jul 11, 202420Aug 7, 202464Nov 6, 202484

Volatility

Volatility Chart

The current Top ETF Yearly Perf volatility is 5.46%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.

2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.46%
3.81%
Top ETF Yearly Perf
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
SOXXFDNQTECIWYSCHGMGKVUGFTECVGTQQQ
SOXX1.000.710.930.780.790.790.800.860.860.83
FDN0.711.000.840.850.880.870.880.860.860.88
QTEC0.930.841.000.870.880.880.890.930.930.91
IWY0.780.850.871.000.980.990.980.950.950.97
SCHG0.790.880.880.981.000.990.990.950.950.97
MGK0.790.870.880.990.991.000.990.950.950.98
VUG0.800.880.890.980.990.991.000.950.950.97
FTEC0.860.860.930.950.950.950.951.001.000.96
VGT0.860.860.930.950.950.950.951.001.000.96
QQQ0.830.880.910.970.970.980.970.960.961.00
The correlation results are calculated based on daily price changes starting from Oct 25, 2013