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FFND vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFND and QQQ is 0.87, 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

FFND vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Future Fund Active ETF (FFND) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FFND:

0.54

QQQ:

0.45

Sortino Ratio

FFND:

0.85

QQQ:

0.81

Omega Ratio

FFND:

1.11

QQQ:

1.11

Calmar Ratio

FFND:

0.47

QQQ:

0.51

Martin Ratio

FFND:

1.92

QQQ:

1.65

Ulcer Index

FFND:

5.88%

QQQ:

6.96%

Daily Std Dev

FFND:

22.00%

QQQ:

25.14%

Max Drawdown

FFND:

-47.84%

QQQ:

-82.98%

Current Drawdown

FFND:

-8.27%

QQQ:

-9.42%

Returns By Period

In the year-to-date period, FFND achieves a -0.70% return, which is significantly higher than QQQ's -4.41% return.


FFND

YTD

-0.70%

1M

5.01%

6M

-2.17%

1Y

11.76%

5Y*

N/A

10Y*

N/A

QQQ

YTD

-4.41%

1M

4.71%

6M

-4.80%

1Y

11.32%

5Y*

17.54%

10Y*

17.26%

*Annualized

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FFND vs. QQQ - Expense Ratio Comparison

FFND has a 1.01% expense ratio, which is higher than QQQ's 0.20% expense ratio.


Risk-Adjusted Performance

FFND vs. QQQ — Risk-Adjusted Performance Rank

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

FFND
The Risk-Adjusted Performance Rank of FFND is 5959
Overall Rank
The Sharpe Ratio Rank of FFND is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of FFND is 5858
Sortino Ratio Rank
The Omega Ratio Rank of FFND is 5757
Omega Ratio Rank
The Calmar Ratio Rank of FFND is 5959
Calmar Ratio Rank
The Martin Ratio Rank of FFND is 6060
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5656
Overall Rank
The Sharpe Ratio Rank of QQQ is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5757
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5656
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6262
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5555
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.

FFND vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Future Fund Active ETF (FFND) 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 FFND Sharpe Ratio is 0.54, which is comparable to the QQQ Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of FFND 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.


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Dividends

FFND vs. QQQ - Dividend Comparison

FFND has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.61%.


TTM20242023202220212020201920182017201620152014
FFND
Future Fund Active ETF
0.00%0.00%0.00%0.00%0.03%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ
0.61%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

FFND vs. QQQ - Drawdown Comparison

The maximum FFND drawdown since its inception was -47.84%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for FFND and QQQ. For additional features, visit the drawdowns tool.


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Volatility

FFND vs. QQQ - Volatility Comparison


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