AADAX vs. NQ=F

Last updated Jun 6, 2026

AADAX (Invesco Select Risk: Growth Investor Fund) is Diversified Portfolio fund managed by Invesco, while NQ=F (E-Mini Nasdaq 100 Futures) is an asset. A 0.75 correlation means they provide meaningful diversification when combined.

Performance

AADAX vs. NQ=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Select Risk: Growth Investor Fund (AADAX) and E-Mini Nasdaq 100 Futures (NQ=F). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

AADAX

• 1D: 0.27%
• 1M: 2.48%
• YTD: 11.50%
• 6M: 11.21%
• 1Y: 23.31%
• 3Y*: 14.86%
• 5Y*: 6.29%
• 10Y*: 8.27%

NQ=F

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AADAX vs. NQ=F - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AADAX Invesco Select Risk: Growth Investor Fund	11.50%	15.52%	9.61%	13.38%	-18.74%	13.66%	11.79%	20.63%	-8.29%	15.76%
NQ=F E-Mini Nasdaq 100 Futures	0.00%	0.00%	0.00%	24.43%	-32.46%	26.66%	47.22%	38.20%	-1.18%	31.76%

Correlation

The correlation between AADAX and NQ=F is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (5Y) Calculated over the trailing 5-year period	0.52
Correlation (10Y) Calculated over the trailing 10-year period	0.63
Correlation (All Time) Calculated using the full available price history since May 4, 2004	0.75

The correlation between AADAX and NQ=F shifts across timeframes, from 0.52 (5 years) to 0.75 (all time), reflecting how their relationship changes across market environments.

Return for Risk

AADAX vs. NQ=F — Risk / Return Rank

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

AADAX

AADAX Risk / Return Rank: 60
AADAX Sharpe Ratio Rank: 57
AADAX Sortino Ratio Rank: 56
AADAX Omega Ratio Rank: 54
AADAX Calmar Ratio Rank: 64
AADAX Martin Ratio Rank: 70

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.

AADAX vs. NQ=F - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Select Risk: Growth Investor Fund (AADAX) and E-Mini Nasdaq 100 Futures (NQ=F). 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.

	AADAX	NQ=F	Difference
Sharpe ratio: Return per unit of total volatility	2.16	—	—
Sortino ratio: Return per unit of downside risk	3.04	—	—
Omega ratio: Gain probability vs. loss probability	1.39	—	—
Calmar ratio: Return relative to maximum drawdown	2.97	—	—
Martin ratio: Return relative to average drawdown	12.97	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	AADAX	NQ=F	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.16	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.49	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.61	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	—	—

Drawdowns

Drawdown Indicators

	AADAX	NQ=F	Difference
Max Drawdown Largest peak-to-trough decline	-55.79%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-7.82%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-13.66%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-26.59%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-31.26%	—	—
Current Drawdown Current decline from peak	-0.16%	—	—
Average Drawdown Average peak-to-trough decline	-8.53%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	1.78%	—	—

Volatility

Volatility by Period

	AADAX	NQ=F	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.08%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.51%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.75%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.81%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.63%	—	—

Frequently Asked Questions

Can I hold both AADAX and NQ=F in my portfolio?

AADAX and NQ=F have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.