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

Correlation

The correlation between FFOG 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

FFOG vs. QQQ - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FFOG:

0.70

QQQ:

0.64

Sortino Ratio

FFOG:

1.22

QQQ:

1.12

Omega Ratio

FFOG:

1.16

QQQ:

1.16

Calmar Ratio

FFOG:

0.87

QQQ:

0.78

Martin Ratio

FFOG:

2.63

QQQ:

2.53

Ulcer Index

FFOG:

8.38%

QQQ:

6.98%

Daily Std Dev

FFOG:

29.21%

QQQ:

25.46%

Max Drawdown

FFOG:

-25.38%

QQQ:

-82.98%

Current Drawdown

FFOG:

-3.49%

QQQ:

-3.19%

Returns By Period

In the year-to-date period, FFOG achieves a 2.59% return, which is significantly higher than QQQ's 2.16% return.


FFOG

YTD

2.59%

1M

22.38%

6M

5.61%

1Y

20.40%

5Y*

N/A

10Y*

N/A

QQQ

YTD

2.16%

1M

17.43%

6M

5.35%

1Y

16.14%

5Y*

18.86%

10Y*

17.81%

*Annualized

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FFOG vs. QQQ - Expense Ratio Comparison

FFOG has a 0.55% expense ratio, which is higher than QQQ's 0.20% expense ratio.


Risk-Adjusted Performance

FFOG vs. QQQ — Risk-Adjusted Performance Rank

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

FFOG
The Risk-Adjusted Performance Rank of FFOG is 6969
Overall Rank
The Sharpe Ratio Rank of FFOG is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of FFOG is 7171
Sortino Ratio Rank
The Omega Ratio Rank of FFOG is 6868
Omega Ratio Rank
The Calmar Ratio Rank of FFOG is 7676
Calmar Ratio Rank
The Martin Ratio Rank of FFOG is 6565
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 6666
Overall Rank
The Sharpe Ratio Rank of QQQ is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 6666
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 6666
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 7171
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 6363
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.

FFOG vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Focused Growth ETF (FFOG) 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 FFOG Sharpe Ratio is 0.70, which is comparable to the QQQ Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of FFOG 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

FFOG vs. QQQ - Dividend Comparison

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


TTM20242023202220212020201920182017201620152014
FFOG
Franklin Focused Growth ETF
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

FFOG vs. QQQ - Drawdown Comparison

The maximum FFOG drawdown since its inception was -25.38%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for FFOG and QQQ. For additional features, visit the drawdowns tool.


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Volatility

FFOG vs. QQQ - Volatility Comparison

Franklin Focused Growth ETF (FFOG) has a higher volatility of 8.61% compared to Invesco QQQ (QQQ) at 6.50%. This indicates that FFOG'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.


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