FDS vs. QQQ
FDS (FactSet Research Systems Inc.) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, FDS returned 6.28%/yr vs 20.19%/yr for QQQ. Their 0.48 correlation means their historical movements had little consistent relationship.
Performance
FDS vs. QQQ - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FDS achieves a -1.19% return, which is significantly lower than QQQ's 10.22% return. Over the past 10 years, FDS has underperformed QQQ with an annualized return of 6.28%, while QQQ has yielded a comparatively higher 20.19% annualized return.
FDS
- 1D
- 6.76%
- 1M
- 22.50%
- 6M
- 6.72%
- YTD
- -1.19%
- 1Y
- -30.29%
- 3Y*
- -12.34%
- 5Y*
- -3.05%
- 10Y*
- 6.28%
- ALL TIME*
- 15.72%
QQQ
- 1D
- -0.97%
- 1M
- -4.39%
- 6M
- 7.28%
- YTD
- 10.22%
- 1Y
- 19.47%
- 3Y*
- 21.47%
- 5Y*
- 13.69%
- 10Y*
- 20.19%
- ALL TIME*
- 10.57%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $252.13M | $257.02M | $231.01M | |
| $27.38B | $27.21B | $30.90B |
FDS vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FDS FactSet Research Systems Inc. | -1.19% | -38.88% | 1.62% | 19.99% | -16.75% | 47.49% | 25.13% | 35.51% | 5.02% | 19.44% |
QQQ Invesco QQQ ETF | 10.22% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Correlation
The correlation between FDS and QQQ is -0.10, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.10 |
Correlation (3Y) Balances recent behavior with more history. | 0.15 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.34 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.42 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 1999 | 0.48 |
The correlation between FDS and QQQ shifts across timeframes, from -0.10 (1 year) to 0.48 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FDS vs. QQQ — Risk / Return Rank
FDS
QQQ
FDS vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FactSet Research Systems Inc. (FDS) 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.
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.
| FDS | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.69 | ||
| Sortino ratioReturn per unit of downside risk | -2.24 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.19 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.56 | 1.63 | -2.20 |
| Martin ratioReturn relative to average drawdown | -0.82 | 5.42 | -6.24 |
Loading charts...
Drawdowns
FDS vs. QQQ - Drawdown Comparison
The maximum FDS drawdown since its inception was -61.13%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for FDS and QQQ.
Loading charts...
Drawdown Indicators
| FDS | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.13% | -82.97% | +21.84% |
Max Drawdown (1Y)Largest decline over 1 year | -53.94% | -11.96% | -41.98% |
Max Drawdown (3Y)Largest decline over 3 years | -61.13% | -22.77% | -38.36% |
Max Drawdown (5Y)Largest decline over 5 years | -61.13% | -35.12% | -26.01% |
Max Drawdown (10Y)Largest decline over 10 years | -61.13% | -35.12% | -26.01% |
Current DrawdownCurrent decline from peak | -41.36% | -9.37% | -31.99% |
Average DrawdownAverage peak-to-trough decline | -13.39% | -32.63% | +19.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 37.02% | 3.60% | +33.42% |
Volatility
FDS vs. QQQ - Volatility Comparison
FactSet Research Systems Inc. (FDS) has a higher volatility of 15.72% compared to Invesco QQQ ETF (QQQ) at 6.59%. This indicates that FDS'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 charts...
Volatility by Period
| FDS | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.72% | 6.59% | +9.13% |
Volatility (6M)Calculated over the trailing 6-month period | 39.31% | 15.65% | +23.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.95% | 18.99% | +26.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.26% | 22.84% | +6.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.36% | 22.48% | +5.88% |
Dividends
FDS vs. QQQ - Dividend Comparison
FDS's dividend yield for the trailing twelve months is around 1.57%, more than QQQ's 0.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDS FactSet Research Systems Inc. | 1.57% | 1.50% | 0.85% | 0.80% | 0.87% | 0.66% | 0.91% | 1.04% | 1.24% | 1.13% | 1.19% | 1.05% |
QQQ Invesco QQQ ETF | 0.45% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Frequently Asked Questions
FDS and QQQ have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FDS has higher volatility (15.72%) compared to QQQ (6.59%). In terms of maximum drawdown, FDS dropped -61.13% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (1.03 vs -0.66), 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.
Find the right allocation for FDS and QQQ
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer