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ACFOX vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ACFOX and QQQ is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.9

Performance

ACFOX vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Investments Focused Dynamic Growth Fund (ACFOX) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%NovemberDecember2025FebruaryMarchApril
597.83%
1,314.36%
ACFOX
QQQ

Key characteristics

Sharpe Ratio

ACFOX:

0.59

QQQ:

0.47

Sortino Ratio

ACFOX:

1.01

QQQ:

0.82

Omega Ratio

ACFOX:

1.14

QQQ:

1.11

Calmar Ratio

ACFOX:

0.64

QQQ:

0.52

Martin Ratio

ACFOX:

2.06

QQQ:

1.79

Ulcer Index

ACFOX:

8.37%

QQQ:

6.64%

Daily Std Dev

ACFOX:

29.02%

QQQ:

25.28%

Max Drawdown

ACFOX:

-59.40%

QQQ:

-82.98%

Current Drawdown

ACFOX:

-15.64%

QQQ:

-12.28%

Returns By Period

In the year-to-date period, ACFOX achieves a -10.68% return, which is significantly lower than QQQ's -7.43% return. Over the past 10 years, ACFOX has underperformed QQQ with an annualized return of 13.81%, while QQQ has yielded a comparatively higher 16.64% annualized return.


ACFOX

YTD

-10.68%

1M

-0.66%

6M

-2.93%

1Y

17.41%

5Y*

13.52%

10Y*

13.81%

QQQ

YTD

-7.43%

1M

-2.44%

6M

-4.30%

1Y

12.01%

5Y*

17.97%

10Y*

16.64%

*Annualized

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ACFOX vs. QQQ - Expense Ratio Comparison

ACFOX has a 0.85% expense ratio, which is higher than QQQ's 0.20% expense ratio.


Expense ratio chart for ACFOX: current value is 0.85%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ACFOX: 0.85%
Expense ratio chart for QQQ: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QQQ: 0.20%

Risk-Adjusted Performance

ACFOX vs. QQQ — Risk-Adjusted Performance Rank

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

ACFOX
The Risk-Adjusted Performance Rank of ACFOX is 6464
Overall Rank
The Sharpe Ratio Rank of ACFOX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of ACFOX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of ACFOX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of ACFOX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of ACFOX is 5858
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5757
Overall Rank
The Sharpe Ratio Rank of QQQ is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5656
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5656
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6262
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5555
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.

ACFOX vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Investments Focused Dynamic Growth Fund (ACFOX) and Invesco QQQ (QQQ). 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.


The chart of Sharpe ratio for ACFOX, currently valued at 0.59, compared to the broader market-1.000.001.002.003.00
ACFOX: 0.59
QQQ: 0.47
The chart of Sortino ratio for ACFOX, currently valued at 1.01, compared to the broader market-2.000.002.004.006.008.00
ACFOX: 1.01
QQQ: 0.82
The chart of Omega ratio for ACFOX, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.00
ACFOX: 1.14
QQQ: 1.11
The chart of Calmar ratio for ACFOX, currently valued at 0.64, compared to the broader market0.002.004.006.008.0010.00
ACFOX: 0.64
QQQ: 0.52
The chart of Martin ratio for ACFOX, currently valued at 2.06, compared to the broader market0.0010.0020.0030.0040.0050.00
ACFOX: 2.06
QQQ: 1.79

The current ACFOX Sharpe Ratio is 0.59, which is comparable to the QQQ Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of ACFOX and QQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.59
0.47
ACFOX
QQQ

Dividends

ACFOX vs. QQQ - Dividend Comparison

ACFOX has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.63%.


TTM20242023202220212020201920182017201620152014
ACFOX
American Century Investments Focused Dynamic Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.14%1.33%1.32%
QQQ
Invesco QQQ
0.63%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

ACFOX vs. QQQ - Drawdown Comparison

The maximum ACFOX drawdown since its inception was -59.40%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for ACFOX and QQQ. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.64%
-12.28%
ACFOX
QQQ

Volatility

ACFOX vs. QQQ - Volatility Comparison

American Century Investments Focused Dynamic Growth Fund (ACFOX) and Invesco QQQ (QQQ) have volatilities of 17.63% and 16.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
17.63%
16.86%
ACFOX
QQQ