FAMEX vs. QQQM
FAMEX (FAM Dividend Focus Fund) and QQQM (Invesco NASDAQ 100 ETF) are both funds - FAMEX is a Mid Cap Blend Equities fund managed by FAM, while QQQM is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 5 years, FAMEX returned 4.72%/yr vs 14.31%/yr for QQQM. Their 0.68 correlation means they have sometimes moved together and sometimes differently. FAMEX charges 1.23%/yr vs 0.15%/yr for QQQM.
Performance
FAMEX vs. QQQM - Performance Comparison
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Returns By Period
In the year-to-date period, FAMEX achieves a 2.92% return, which is significantly lower than QQQM's 12.29% return.
FAMEX
- 1D
- -1.37%
- 1M
- -0.41%
- 6M
- -0.54%
- YTD
- 2.92%
- 1Y
- -0.13%
- 3Y*
- 6.35%
- 5Y*
- 4.72%
- 10Y*
- 10.43%
- ALL TIME*
- 8.86%
QQQM
- 1D
- 0.69%
- 1M
- -3.45%
- 6M
- 10.92%
- YTD
- 12.29%
- 1Y
- 24.86%
- 3Y*
- 22.37%
- 5Y*
- 14.31%
- 10Y*
- —
- ALL TIME*
- 16.51%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $962.22M | $908.74M | $1.19B |
FAMEX vs. QQQM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FAMEX FAM Dividend Focus Fund | 2.92% | 1.91% | 7.56% | 19.70% | -13.40% | 25.61% | 6.67% |
QQQM Invesco NASDAQ 100 ETF | 12.29% | 20.85% | 25.68% | 55.01% | -32.52% | 27.45% | 6.64% |
Correlation
The correlation between FAMEX and QQQM is 0.40, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.40 |
Correlation (3Y) Balances recent behavior with more history. | 0.58 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.70 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2020 | 0.68 |
Over the past year, the correlation between FAMEX and QQQM has dropped to 0.40 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.
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Return for Risk
FAMEX vs. QQQM — Risk / Return Rank
FAMEX
QQQM
FAMEX vs. QQQM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FAM Dividend Focus Fund (FAMEX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FAMEX | QQQM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.30 | ||
| Sortino ratioReturn per unit of downside risk | -1.75 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.21 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | 1.88 | -2.03 |
| Martin ratioReturn relative to average drawdown | -0.34 | 6.01 | -6.35 |
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Drawdowns
FAMEX vs. QQQM - Drawdown Comparison
The maximum FAMEX drawdown since its inception was -54.68%, which is greater than QQQM's maximum drawdown of -35.04%. Use the drawdown chart below to compare losses from any high point for FAMEX and QQQM.
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Drawdown Indicators
| FAMEX | QQQM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.68% | -35.04% | -19.64% |
Max Drawdown (1Y)Largest decline over 1 year | -11.90% | -11.96% | +0.06% |
Max Drawdown (3Y)Largest decline over 3 years | -15.36% | -22.70% | +7.34% |
Max Drawdown (5Y)Largest decline over 5 years | -24.10% | -35.04% | +10.94% |
Max Drawdown (10Y)Largest decline over 10 years | -35.96% | — | — |
Current DrawdownCurrent decline from peak | -5.29% | -7.69% | +2.40% |
Average DrawdownAverage peak-to-trough decline | -6.80% | -8.15% | +1.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.05% | 3.74% | +1.31% |
Volatility
FAMEX vs. QQQM - Volatility Comparison
The current volatility for FAM Dividend Focus Fund (FAMEX) is 3.94%, while Invesco NASDAQ 100 ETF (QQQM) has a volatility of 6.83%. This indicates that FAMEX 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.
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Volatility by Period
| FAMEX | QQQM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 6.83% | -2.89% |
Volatility (6M)Calculated over the trailing 6-month period | 10.69% | 15.91% | -5.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.80% | 19.24% | -5.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.75% | 22.74% | -5.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.94% | 22.32% | -4.38% |
FAMEX vs. QQQM - Expense Ratio Comparison
FAMEX has a 1.23% expense ratio, which is higher than QQQM's 0.15% expense ratio.
Dividends
FAMEX vs. QQQM - Dividend Comparison
FAMEX's dividend yield for the trailing twelve months is around 3.64%, more than QQQM's 0.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAMEX FAM Dividend Focus Fund | 3.64% | 3.74% | 3.34% | 0.67% | 1.36% | 1.36% | 2.18% | 2.97% | 1.35% | 0.70% | 8.80% | 5.19% |
QQQM Invesco NASDAQ 100 ETF | 0.46% | 0.50% | 0.61% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FAMEX and QQQM have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QQQM has higher volatility (6.83%) compared to FAMEX (3.94%). In terms of maximum drawdown, FAMEX dropped -54.68% vs QQQM's -35.04%.
QQQM currently has the higher Sharpe Ratio (1.17 vs -0.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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