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BFMCX vs. QQQM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BFMCX and QQQM is 0.12, 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.


-0.50.00.51.0
Correlation: 0.1

Performance

BFMCX vs. QQQM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Core Bond Portfolio (BFMCX) and Invesco NASDAQ 100 ETF (QQQM). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%December2025FebruaryMarchAprilMay
-10.40%
71.17%
BFMCX
QQQM

Key characteristics

Sharpe Ratio

BFMCX:

1.12

QQQM:

0.64

Sortino Ratio

BFMCX:

1.67

QQQM:

1.04

Omega Ratio

BFMCX:

1.20

QQQM:

1.15

Calmar Ratio

BFMCX:

0.39

QQQM:

0.70

Martin Ratio

BFMCX:

2.73

QQQM:

2.34

Ulcer Index

BFMCX:

2.27%

QQQM:

6.81%

Daily Std Dev

BFMCX:

5.53%

QQQM:

24.92%

Max Drawdown

BFMCX:

-22.25%

QQQM:

-35.05%

Current Drawdown

BFMCX:

-11.10%

QQQM:

-9.25%

Returns By Period

In the year-to-date period, BFMCX achieves a 1.89% return, which is significantly higher than QQQM's -4.22% return.


BFMCX

YTD

1.89%

1M

-0.97%

6M

1.60%

1Y

5.40%

5Y*

-1.47%

10Y*

1.00%

QQQM

YTD

-4.22%

1M

2.67%

6M

0.63%

1Y

15.28%

5Y*

N/A

10Y*

N/A

*Annualized

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BFMCX vs. QQQM - Expense Ratio Comparison

BFMCX has a 0.44% expense ratio, which is higher than QQQM's 0.15% expense ratio.


Expense ratio chart for BFMCX: current value is 0.44%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BFMCX: 0.44%
Expense ratio chart for QQQM: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QQQM: 0.15%

Risk-Adjusted Performance

BFMCX vs. QQQM — Risk-Adjusted Performance Rank

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

BFMCX
The Risk-Adjusted Performance Rank of BFMCX is 7171
Overall Rank
The Sharpe Ratio Rank of BFMCX is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of BFMCX is 8080
Sortino Ratio Rank
The Omega Ratio Rank of BFMCX is 7676
Omega Ratio Rank
The Calmar Ratio Rank of BFMCX is 5252
Calmar Ratio Rank
The Martin Ratio Rank of BFMCX is 6767
Martin Ratio Rank

QQQM
The Risk-Adjusted Performance Rank of QQQM is 6767
Overall Rank
The Sharpe Ratio Rank of QQQM is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQM is 6767
Sortino Ratio Rank
The Omega Ratio Rank of QQQM is 6767
Omega Ratio Rank
The Calmar Ratio Rank of QQQM is 7373
Calmar Ratio Rank
The Martin Ratio Rank of QQQM is 6464
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.

BFMCX vs. QQQM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Core Bond Portfolio (BFMCX) and Invesco NASDAQ 100 ETF (QQQM). 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 BFMCX, currently valued at 1.12, compared to the broader market-2.00-1.000.001.002.003.00
BFMCX: 1.12
QQQM: 0.64
The chart of Sortino ratio for BFMCX, currently valued at 1.67, compared to the broader market-2.000.002.004.006.008.00
BFMCX: 1.67
QQQM: 1.04
The chart of Omega ratio for BFMCX, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.00
BFMCX: 1.20
QQQM: 1.15
The chart of Calmar ratio for BFMCX, currently valued at 0.39, compared to the broader market0.002.004.006.008.0010.00
BFMCX: 0.39
QQQM: 0.70
The chart of Martin ratio for BFMCX, currently valued at 2.73, compared to the broader market0.0010.0020.0030.0040.00
BFMCX: 2.73
QQQM: 2.34

The current BFMCX Sharpe Ratio is 1.12, which is higher than the QQQM Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of BFMCX and QQQM, 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 Ratio0.000.501.001.502.00December2025FebruaryMarchAprilMay
1.12
0.64
BFMCX
QQQM

Dividends

BFMCX vs. QQQM - Dividend Comparison

BFMCX's dividend yield for the trailing twelve months is around 3.81%, more than QQQM's 0.62% yield.


TTM20242023202220212020201920182017201620152014
BFMCX
BlackRock Core Bond Portfolio
3.81%4.21%3.64%2.47%1.61%1.99%2.85%2.84%2.69%2.43%2.42%2.98%
QQQM
Invesco NASDAQ 100 ETF
0.62%0.61%0.65%0.83%0.40%0.16%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BFMCX vs. QQQM - Drawdown Comparison

The maximum BFMCX drawdown since its inception was -22.25%, smaller than the maximum QQQM drawdown of -35.05%. Use the drawdown chart below to compare losses from any high point for BFMCX and QQQM. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-11.10%
-9.25%
BFMCX
QQQM

Volatility

BFMCX vs. QQQM - Volatility Comparison

The current volatility for BlackRock Core Bond Portfolio (BFMCX) is 2.19%, while Invesco NASDAQ 100 ETF (QQQM) has a volatility of 16.41%. This indicates that BFMCX experiences smaller price fluctuations and is considered to be less risky than QQQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
2.19%
16.41%
BFMCX
QQQM