FCIT.L vs. QQQ
Compare and contrast key facts about F&C Investment Trust plc (FCIT.L) and Invesco QQQ ETF (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.
Performance
FCIT.L vs. QQQ - Performance Comparison
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FCIT.L vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FCIT.L F&C Investment Trust plc | -0.98% | 14.68% | 16.94% | 8.10% | -0.89% | 19.40% | 4.62% | 22.88% | -0.57% | 21.04% |
QQQ Invesco QQQ ETF | -3.19% | 12.17% | 27.77% | 47.12% | -24.56% | 28.63% | 44.26% | 33.67% | 5.80% | 21.19% |
Different Trading Currencies
FCIT.L is traded in GBp, while QQQ is traded in USD. To make them comparable, the QQQ values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, FCIT.L achieves a -0.98% return, which is significantly higher than QQQ's -4.14% return. Over the past 10 years, FCIT.L has underperformed QQQ with an annualized return of 12.80%, while QQQ has yielded a comparatively higher 19.72% annualized return.
FCIT.L
- 1D
- 2.74%
- 1M
- -2.91%
- YTD
- -0.98%
- 6M
- 2.61%
- 1Y
- 15.59%
- 3Y*
- 12.43%
- 5Y*
- 10.79%
- 10Y*
- 12.80%
QQQ
- 1D
- 0.00%
- 1M
- -3.65%
- YTD
- -4.14%
- 6M
- -2.22%
- 1Y
- 19.91%
- 3Y*
- 19.52%
- 5Y*
- 13.90%
- 10Y*
- 19.72%
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Return for Risk
FCIT.L vs. QQQ — Risk / Return Rank
FCIT.L
QQQ
FCIT.L vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for F&C Investment Trust plc (FCIT.L) and Invesco QQQ ETF (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.
| FCIT.L | QQQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 0.87 | +0.14 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.38 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.20 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.16 | 1.75 | +0.41 |
Martin ratioReturn relative to average drawdown | 7.52 | 4.91 | +2.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FCIT.L | QQQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 0.87 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.66 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.89 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.81 | -0.33 |
Correlation
The correlation between FCIT.L and QQQ is 0.42, 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
FCIT.L vs. QQQ - Dividend Comparison
FCIT.L's dividend yield for the trailing twelve months is around 1.31%, more than QQQ's 0.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCIT.L F&C Investment Trust plc | 1.31% | 1.28% | 1.36% | 1.44% | 1.46% | 1.33% | 1.47% | 1.49% | 1.71% | 1.57% | 1.78% | 2.11% |
QQQ Invesco QQQ ETF | 0.48% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Drawdowns
FCIT.L vs. QQQ - Drawdown Comparison
The maximum FCIT.L drawdown since its inception was -68.22%, which is greater than QQQ's maximum drawdown of -34.25%. Use the drawdown chart below to compare losses from any high point for FCIT.L and QQQ.
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Drawdown Indicators
| FCIT.L | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.22% | -82.97% | +14.75% |
Max Drawdown (1Y)Largest decline over 1 year | -10.43% | -12.62% | +2.19% |
Max Drawdown (5Y)Largest decline over 5 years | -19.70% | -35.12% | +15.42% |
Max Drawdown (10Y)Largest decline over 10 years | -39.19% | -35.12% | -4.07% |
Current DrawdownCurrent decline from peak | -4.11% | -7.86% | +3.75% |
Average DrawdownAverage peak-to-trough decline | -10.39% | -32.99% | +22.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 3.44% | -1.21% |
Volatility
FCIT.L vs. QQQ - Volatility Comparison
F&C Investment Trust plc (FCIT.L) and Invesco QQQ ETF (QQQ) have volatilities of 5.70% and 5.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FCIT.L | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.70% | 5.64% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 9.78% | 12.47% | -2.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.36% | 22.92% | -7.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.96% | 21.17% | -5.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.30% | 22.22% | -4.92% |