PortfoliosLab logoPortfoliosLab logo
BOGSX vs. CQQQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BOGSX vs. CQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Black Oak Emerging Technology Fund (BOGSX) and Invesco China Technology ETF (CQQQ). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BOGSX vs. CQQQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BOGSX
Black Oak Emerging Technology Fund
2.33%19.06%9.25%17.79%-27.30%26.89%45.16%38.20%-4.94%19.05%
CQQQ
Invesco China Technology ETF
-11.77%34.96%9.84%-16.71%-30.09%-24.54%57.33%33.57%-34.77%74.31%

Returns By Period

In the year-to-date period, BOGSX achieves a 2.33% return, which is significantly higher than CQQQ's -11.77% return. Over the past 10 years, BOGSX has outperformed CQQQ with an annualized return of 14.32%, while CQQQ has yielded a comparatively lower 3.73% annualized return.


BOGSX

1D
4.12%
1M
-3.58%
YTD
2.33%
6M
2.90%
1Y
29.34%
3Y*
11.83%
5Y*
5.58%
10Y*
14.32%

CQQQ

1D
-0.30%
1M
-10.16%
YTD
-11.77%
6M
-21.47%
1Y
5.59%
3Y*
0.49%
5Y*
-10.79%
10Y*
3.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BOGSX vs. CQQQ - Expense Ratio Comparison

BOGSX has a 1.03% expense ratio, which is higher than CQQQ's 0.70% expense ratio.


Return for Risk

BOGSX vs. CQQQ — Risk / Return Rank

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

BOGSX
BOGSX Risk / Return Rank: 6969
Overall Rank
BOGSX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
BOGSX Sortino Ratio Rank: 6464
Sortino Ratio Rank
BOGSX Omega Ratio Rank: 5656
Omega Ratio Rank
BOGSX Calmar Ratio Rank: 8686
Calmar Ratio Rank
BOGSX Martin Ratio Rank: 7878
Martin Ratio Rank

CQQQ
CQQQ Risk / Return Rank: 1717
Overall Rank
CQQQ Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
CQQQ Sortino Ratio Rank: 1818
Sortino Ratio Rank
CQQQ Omega Ratio Rank: 1717
Omega Ratio Rank
CQQQ Calmar Ratio Rank: 1717
Calmar Ratio Rank
CQQQ Martin Ratio Rank: 1616
Martin Ratio Rank
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.

BOGSX vs. CQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Black Oak Emerging Technology Fund (BOGSX) and Invesco China Technology ETF (CQQQ). 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.


BOGSXCQQQDifference

Sharpe ratio

Return per unit of total volatility

1.15

0.18

+0.98

Sortino ratio

Return per unit of downside risk

1.74

0.48

+1.25

Omega ratio

Gain probability vs. loss probability

1.24

1.06

+0.18

Calmar ratio

Return relative to maximum drawdown

2.31

0.24

+2.07

Martin ratio

Return relative to average drawdown

8.16

0.64

+7.52

BOGSX vs. CQQQ - Sharpe Ratio Comparison

The current BOGSX Sharpe Ratio is 1.15, which is higher than the CQQQ Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of BOGSX and CQQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


BOGSXCQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

0.18

+0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

-0.29

+0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.11

+0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.16

-0.09

Correlation

The correlation between BOGSX and CQQQ is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BOGSX vs. CQQQ - Dividend Comparison

BOGSX's dividend yield for the trailing twelve months is around 5.63%, more than CQQQ's 2.45% yield.


TTM20252024202320222021202020192018201720162015
BOGSX
Black Oak Emerging Technology Fund
5.63%5.76%7.96%3.79%1.87%11.31%6.30%5.47%11.71%7.71%4.00%3.09%
CQQQ
Invesco China Technology ETF
2.45%2.17%0.28%0.55%0.08%0.00%0.47%0.01%0.43%1.41%1.69%1.77%

Drawdowns

BOGSX vs. CQQQ - Drawdown Comparison

The maximum BOGSX drawdown since its inception was -92.80%, which is greater than CQQQ's maximum drawdown of -73.99%. Use the drawdown chart below to compare losses from any high point for BOGSX and CQQQ.


Loading graphics...

Drawdown Indicators


BOGSXCQQQDifference

Max Drawdown

Largest peak-to-trough decline

-92.80%

-73.99%

-18.81%

Max Drawdown (1Y)

Largest decline over 1 year

-12.77%

-24.41%

+11.64%

Max Drawdown (5Y)

Largest decline over 5 years

-33.93%

-67.04%

+33.11%

Max Drawdown (10Y)

Largest decline over 10 years

-33.93%

-73.99%

+40.06%

Current Drawdown

Current decline from peak

-6.50%

-56.24%

+49.74%

Average Drawdown

Average peak-to-trough decline

-59.36%

-28.05%

-31.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.62%

9.10%

-5.48%

Volatility

BOGSX vs. CQQQ - Volatility Comparison

The current volatility for Black Oak Emerging Technology Fund (BOGSX) is 8.28%, while Invesco China Technology ETF (CQQQ) has a volatility of 9.50%. This indicates that BOGSX experiences smaller price fluctuations and is considered to be less risky than CQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


BOGSXCQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.28%

9.50%

-1.22%

Volatility (6M)

Calculated over the trailing 6-month period

17.11%

20.69%

-3.58%

Volatility (1Y)

Calculated over the trailing 1-year period

26.21%

31.94%

-5.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.19%

37.70%

-12.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.47%

33.05%

-8.58%