PortfoliosLab logo
FDN vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FDN and QQQ is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

FDN vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Dow Jones Internet Index (FDN) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

FDN:

0.92

QQQ:

0.64

Sortino Ratio

FDN:

1.43

QQQ:

1.12

Omega Ratio

FDN:

1.20

QQQ:

1.16

Calmar Ratio

FDN:

0.90

QQQ:

0.78

Martin Ratio

FDN:

3.10

QQQ:

2.53

Ulcer Index

FDN:

7.92%

QQQ:

6.98%

Daily Std Dev

FDN:

25.54%

QQQ:

25.46%

Max Drawdown

FDN:

-61.55%

QQQ:

-82.98%

Current Drawdown

FDN:

-5.12%

QQQ:

-3.19%

Returns By Period

In the year-to-date period, FDN achieves a 4.17% return, which is significantly higher than QQQ's 2.16% return. Over the past 10 years, FDN has underperformed QQQ with an annualized return of 14.23%, while QQQ has yielded a comparatively higher 17.81% annualized return.


FDN

YTD

4.17%

1M

19.11%

6M

9.76%

1Y

23.27%

5Y*

10.42%

10Y*

14.23%

QQQ

YTD

2.16%

1M

17.41%

6M

5.35%

1Y

16.09%

5Y*

19.29%

10Y*

17.81%

*Annualized

Compare stocks, funds, or ETFs

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


FDN vs. QQQ - Expense Ratio Comparison

FDN has a 0.52% expense ratio, which is higher than QQQ's 0.20% expense ratio.


Risk-Adjusted Performance

FDN vs. QQQ — Risk-Adjusted Performance Rank

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

FDN
The Risk-Adjusted Performance Rank of FDN is 7878
Overall Rank
The Sharpe Ratio Rank of FDN is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of FDN is 7979
Sortino Ratio Rank
The Omega Ratio Rank of FDN is 8080
Omega Ratio Rank
The Calmar Ratio Rank of FDN is 7777
Calmar Ratio Rank
The Martin Ratio Rank of FDN is 7272
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 6767
Overall Rank
The Sharpe Ratio Rank of QQQ is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 6767
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 6767
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 7272
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FDN vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Dow Jones Internet Index (FDN) 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.


The current FDN Sharpe Ratio is 0.92, which is higher than the QQQ Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of FDN and QQQ, 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 data...

Dividends

FDN vs. QQQ - Dividend Comparison

FDN has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.57%.


TTM20242023202220212020201920182017201620152014
FDN
First Trust Dow Jones Internet Index
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ
0.57%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

FDN vs. QQQ - Drawdown Comparison

The maximum FDN drawdown since its inception was -61.55%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for FDN and QQQ. For additional features, visit the drawdowns tool.


Loading data...

Volatility

FDN vs. QQQ - Volatility Comparison

First Trust Dow Jones Internet Index (FDN) has a higher volatility of 7.32% compared to Invesco QQQ (QQQ) at 6.50%. This indicates that FDN's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...