BRFI.L vs. QQQ
Compare and contrast key facts about BlackRock Frontiers Investment Trust plc (BRFI.L) and Invesco QQQ (QQQ).
QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BRFI.L or QQQ.
Key characteristics
| BRFI.L | QQQ | |
|---|---|---|
| YTD Return | 8.68% | 25.63% |
| 1Y Return | 13.85% | 33.85% |
| 3Y Return (Ann) | 8.15% | 9.83% |
| 5Y Return (Ann) | 8.89% | 21.21% |
| 10Y Return (Ann) | 6.09% | 18.37% |
| Sharpe Ratio | 0.68 | 2.12 |
| Sortino Ratio | 1.06 | 2.79 |
| Omega Ratio | 1.13 | 1.38 |
| Calmar Ratio | 1.45 | 2.71 |
| Martin Ratio | 3.39 | 9.88 |
| Ulcer Index | 3.72% | 3.72% |
| Daily Std Dev | 18.49% | 17.31% |
| Max Drawdown | -47.69% | -82.98% |
| Current Drawdown | -3.79% | -0.37% |
Correlation
The correlation between BRFI.L and QQQ is 0.21, 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.
Performance
BRFI.L vs. QQQ - Performance Comparison
In the year-to-date period, BRFI.L achieves a 8.68% return, which is significantly lower than QQQ's 25.63% return. Over the past 10 years, BRFI.L has underperformed QQQ with an annualized return of 6.09%, while QQQ has yielded a comparatively higher 18.37% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BRFI.L vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Frontiers Investment Trust plc (BRFI.L) 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.
Dividends
BRFI.L vs. QQQ - Dividend Comparison
BRFI.L's dividend yield for the trailing twelve months is around 5.73%, more than QQQ's 0.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRFI.L BlackRock Frontiers Investment Trust plc | 5.73% | 5.14% | 5.43% | 2.09% | 9.92% | 6.22% | 5.27% | 4.15% | 0.04% | 0.04% | 0.01% | 3.33% |
QQQ Invesco QQQ | 0.59% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
BRFI.L vs. QQQ - Drawdown Comparison
The maximum BRFI.L drawdown since its inception was -47.69%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for BRFI.L and QQQ. For additional features, visit the drawdowns tool.
Volatility
BRFI.L vs. QQQ - Volatility Comparison
The current volatility for BlackRock Frontiers Investment Trust plc (BRFI.L) is 4.06%, while Invesco QQQ (QQQ) has a volatility of 4.91%. This indicates that BRFI.L 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.