FCUS vs. QQJG

Last updated Jun 4, 2026

FCUS (Pinnacle Focused Opportunities ETF) and QQJG (Invesco ESG NASDAQ Next Gen 100 ETF) are both Mid Cap Growth Equities funds. FCUS is actively managed, while QQJG is passively managed. Over the past 3 years, FCUS returned 37.64%/yr vs 14.09%/yr for QQJG. A 0.70 correlation means they provide meaningful diversification when combined. FCUS charges 0.79%/yr vs 0.20%/yr for QQJG.

Performance

FCUS vs. QQJG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pinnacle Focused Opportunities ETF (FCUS) and Invesco ESG NASDAQ Next Gen 100 ETF (QQJG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FCUS achieves a 50.06% return, which is significantly higher than QQJG's 1.44% return.

FCUS

• 1D: 0.90%
• 1M: 10.76%
• YTD: 50.06%
• 6M: 52.19%
• 1Y: 96.08%
• 3Y*: 37.64%
• 5Y*: —
• 10Y*: —

QQJG

• 1D: 0.00%
• 1M: 0.00%
• YTD: 1.44%
• 6M: 1.92%
• 1Y: 18.92%
• 3Y*: 14.09%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FCUS vs. QQJG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
FCUS Pinnacle Focused Opportunities ETF	50.06%	13.69%	30.59%	21.13%
QQJG Invesco ESG NASDAQ Next Gen 100 ETF	1.44%	18.05%	14.67%	17.20%

Correlation

The correlation between FCUS and QQJG is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.51
Correlation (3Y) Calculated over the trailing 3-year period	0.68
Correlation (All Time) Calculated using the full available price history since Jan 3, 2023	0.70

The correlation between FCUS and QQJG shifts across timeframes, from 0.51 (1 year) to 0.70 (all time), reflecting how their relationship changes across market environments.

FCUS vs. QQJG - Sectors Allocation Comparison

Sectors	FCUS	QQJG
Technology	40.7%	44.5%
Energy	18.2%	1.6%
Industrials	15.3%	6.4%
Basic Materials	10.1%	2.5%
Healthcare	6.2%	18.2%
Consumer Defensive	4.4%	3.4%
Consumer Cyclical	2.9%	14.3%
Communication Services	2.2%	6.2%
Financial Services	-	0.1%
Real Estate	-	-
Utilities	-	-

Return for Risk

FCUS vs. QQJG — Risk / Return Rank

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

FCUS

FCUS Risk / Return Rank: 81
FCUS Sharpe Ratio Rank: 86
FCUS Sortino Ratio Rank: 68
FCUS Omega Ratio Rank: 74
FCUS Calmar Ratio Rank: 89
FCUS Martin Ratio Rank: 88

QQJG

QQJG Risk / Return Rank: 45
QQJG Sharpe Ratio Rank: 39
QQJG Sortino Ratio Rank: 38
QQJG Omega Ratio Rank: 46
QQJG Calmar Ratio Rank: 49
QQJG Martin Ratio Rank: 53

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.

FCUS vs. QQJG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pinnacle Focused Opportunities ETF (FCUS) and Invesco ESG NASDAQ Next Gen 100 ETF (QQJG). 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.

	FCUS	QQJG	Difference
Sharpe ratio: Return per unit of total volatility	2.85	1.37	+1.48
Sortino ratio: Return per unit of downside risk	3.13	1.97	+1.16
Omega ratio: Gain probability vs. loss probability	1.44	1.29	+0.15
Calmar ratio: Return relative to maximum drawdown	5.46	2.42	+3.04
Martin ratio: Return relative to average drawdown	19.54	8.87	+10.67
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FCUS vs. QQJG - Sharpe Ratio Comparison

The current FCUS Sharpe Ratio is 2.85, which is higher than the QQJG Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of FCUS and QQJG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FCUS	QQJG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.85	1.37	+1.48
Sharpe Ratio (All Time) Calculated using the full available price history	1.13	0.17	+0.97

Drawdowns

FCUS vs. QQJG - Drawdown Comparison

The maximum FCUS drawdown since its inception was -39.89%, which is greater than QQJG's maximum drawdown of -36.76%. Use the drawdown chart below to compare losses from any high point for FCUS and QQJG.

Drawdown Indicators

	FCUS	QQJG	Difference
Max Drawdown Largest peak-to-trough decline	-39.89%	-36.76%	-3.13%
Max Drawdown (1Y) Largest decline over 1 year	-17.70%	-7.93%	-9.77%
Max Drawdown (3Y) Largest decline over 3 years	-39.89%	-23.48%	-16.41%
Current Drawdown Current decline from peak	0.00%	-2.09%	+2.09%
Average Drawdown Average peak-to-trough decline	-7.55%	-15.32%	+7.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.93%	2.15%	+2.78%

Volatility

FCUS vs. QQJG - Volatility Comparison

Pinnacle Focused Opportunities ETF (FCUS) has a higher volatility of 10.14% compared to Invesco ESG NASDAQ Next Gen 100 ETF (QQJG) at 0.00%. This indicates that FCUS's price experiences larger fluctuations and is considered to be riskier than QQJG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FCUS	QQJG	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.14%	0.00%	+10.14%
Volatility (6M) Calculated over the trailing 6-month period	25.37%	8.32%	+17.05%
Volatility (1Y) Calculated over the trailing 1-year period	33.92%	14.05%	+19.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.98%	21.70%	+8.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.98%	21.70%	+8.28%

FCUS vs. QQJG - Expense Ratio Comparison

FCUS has a 0.79% expense ratio, which is higher than QQJG's 0.20% expense ratio.

Dividends

FCUS vs. QQJG - Dividend Comparison

FCUS's dividend yield for the trailing twelve months is around 2.89%, less than QQJG's 13.86% yield.

Position	TTM	2025	2024	2023	2022	2021
FCUS Pinnacle Focused Opportunities ETF	2.89%	4.33%	11.19%	0.00%	0.00%	0.00%
QQJG Invesco ESG NASDAQ Next Gen 100 ETF	13.86%	0.68%	0.65%	0.54%	0.70%	0.08%

Frequently Asked Questions

Can I hold both FCUS and QQJG in my portfolio?

FCUS and QQJG have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FCUS or QQJG?

FCUS has higher volatility (10.14%) compared to QQJG (0.00%). In terms of maximum drawdown, FCUS dropped -39.89% vs QQJG's -36.76%.

Which ETF is better, FCUS or QQJG?

On 3-year performance, FCUS leads with 37.64% vs 14.09% for QQJG. On fees, QQJG is cheaper at 0.20% per year. On volatility, QQJG has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FCUS or QQJG?

Over the 3-year period, FCUS has performed better with a 37.64% return vs 14.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FCUS or QQJG?

QQJG is cheaper with a 0.20% expense ratio, compared with 0.79% for FCUS.

Which ETF pays a higher dividend yield, FCUS or QQJG?

QQJG has the higher dividend yield at 13.86%, compared with 2.89% for FCUS.

What is the main difference between FCUS and QQJG?

They also come from different issuers: Pinnacle and Invesco. Their fees differ too: 0.79% for FCUS and 0.20% for QQJG.

Which has better risk-adjusted returns?

FCUS currently has the higher Sharpe Ratio (2.85 vs 1.37), 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.