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

Correlation

The correlation between AFTY and QQQ is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

AFTY vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer CSOP FTSE China A50 ETF (AFTY) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
33.86%
429.60%
AFTY
QQQ

Key characteristics

Returns By Period


AFTY

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

QQQ

YTD

27.20%

1M

3.08%

6M

8.34%

1Y

27.81%

5Y*

20.44%

10Y*

18.36%

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AFTY vs. QQQ - Expense Ratio Comparison

AFTY has a 0.70% expense ratio, which is higher than QQQ's 0.20% expense ratio.


AFTY
Pacer CSOP FTSE China A50 ETF
Expense ratio chart for AFTY: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%
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%

Risk-Adjusted Performance

AFTY vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer CSOP FTSE China A50 ETF (AFTY) 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.


Sharpe ratio
The chart of Sharpe ratio for AFTY, currently valued at 1.42, compared to the broader market0.002.004.001.421.64
The chart of Sortino ratio for AFTY, currently valued at 3.00, compared to the broader market-2.000.002.004.006.008.0010.003.002.19
The chart of Omega ratio for AFTY, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.001.381.30
The chart of Calmar ratio for AFTY, currently valued at 0.52, compared to the broader market0.005.0010.0015.000.522.16
The chart of Martin ratio for AFTY, currently valued at 7.06, compared to the broader market0.0020.0040.0060.0080.00100.007.067.79
AFTY
QQQ


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.42
1.64
AFTY
QQQ

Dividends

AFTY vs. QQQ - Dividend Comparison

AFTY has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.43%.


TTM20232022202120202019201820172016201520142013
AFTY
Pacer CSOP FTSE China A50 ETF
101.85%2.23%0.00%1.84%1.48%8.63%1.85%6.62%1.19%16.76%0.00%0.00%
QQQ
Invesco QQQ
0.43%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.02%

Drawdowns

AFTY vs. QQQ - Drawdown Comparison


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-36.46%
-3.63%
AFTY
QQQ

Volatility

AFTY vs. QQQ - Volatility Comparison

The current volatility for Pacer CSOP FTSE China A50 ETF (AFTY) is 0.00%, while Invesco QQQ (QQQ) has a volatility of 5.29%. This indicates that AFTY experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember0
5.29%
AFTY
QQQ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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