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

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.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
14.54%
10.75%
FFOG
QQQ

Returns By Period

In the year-to-date period, FFOG achieves a 36.15% return, which is significantly higher than QQQ's 23.40% return.


FFOG

YTD

36.15%

1M

3.20%

6M

14.54%

1Y

43.63%

5Y (annualized)

N/A

10Y (annualized)

N/A

QQQ

YTD

23.40%

1M

1.56%

6M

10.75%

1Y

30.41%

5Y (annualized)

20.90%

10Y (annualized)

18.08%

Key characteristics


FFOGQQQ
Sharpe Ratio2.071.71
Sortino Ratio2.732.29
Omega Ratio1.371.31
Calmar Ratio2.862.19
Martin Ratio10.737.95
Ulcer Index4.03%3.73%
Daily Std Dev20.92%17.38%
Max Drawdown-15.14%-82.98%
Current Drawdown-1.92%-2.13%

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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.


FFOG
Franklin Focused Growth ETF
Expense ratio chart for FFOG: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Correlation

-0.50.00.51.00.9

The correlation between FFOG and QQQ is 0.93, 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.

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for FFOG, currently valued at 2.07, compared to the broader market0.002.004.006.002.071.71
The chart of Sortino ratio for FFOG, currently valued at 2.73, compared to the broader market-2.000.002.004.006.008.0010.0012.002.732.29
The chart of Omega ratio for FFOG, currently valued at 1.37, compared to the broader market0.501.001.502.002.503.001.371.31
The chart of Calmar ratio for FFOG, currently valued at 2.86, compared to the broader market0.005.0010.0015.002.862.19
The chart of Martin ratio for FFOG, currently valued at 10.73, compared to the broader market0.0020.0040.0060.0080.00100.0010.737.95
FFOG
QQQ

The current FFOG Sharpe Ratio is 2.07, which is comparable to the QQQ Sharpe Ratio of 1.71. 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.

Rolling 12-month Sharpe Ratio1.802.002.202.402.60Fri 08Sat 09Nov 10Mon 11Tue 12Wed 13Thu 14Fri 15Sat 16Nov 17Mon 18Tue 19Wed 20
2.07
1.71
FFOG
QQQ

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 0.60%.


TTM20232022202120202019201820172016201520142013
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
0.60%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.02%

Drawdowns

FFOG vs. QQQ - Drawdown Comparison

The maximum FFOG drawdown since its inception was -15.14%, 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.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.92%
-2.13%
FFOG
QQQ

Volatility

FFOG vs. QQQ - Volatility Comparison

Franklin Focused Growth ETF (FFOG) has a higher volatility of 6.33% compared to Invesco QQQ (QQQ) at 5.66%. 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.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.33%
5.66%
FFOG
QQQ