FFOG vs. QQQM
Compare and contrast key facts about Franklin Focused Growth ETF (FFOG) and Invesco NASDAQ 100 ETF (QQQM).
FFOG and QQQM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FFOG is an actively managed fund by Franklin. It was launched on Apr 12, 2016. QQQM is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Oct 13, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FFOG or QQQM.
Key characteristics
| FFOG | QQQM | |
|---|---|---|
| YTD Return | 38.16% | 26.20% |
| 1Y Return | 54.91% | 39.98% |
| Sharpe Ratio | 2.52 | 2.23 |
| Sortino Ratio | 3.24 | 2.93 |
| Omega Ratio | 1.44 | 1.40 |
| Calmar Ratio | 3.49 | 2.87 |
| Martin Ratio | 13.15 | 10.49 |
| Ulcer Index | 4.02% | 3.71% |
| Daily Std Dev | 21.00% | 17.42% |
| Max Drawdown | -15.14% | -35.05% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between FFOG and QQQM 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.
Performance
FFOG vs. QQQM - Performance Comparison
In the year-to-date period, FFOG achieves a 38.16% return, which is significantly higher than QQQM's 26.20% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FFOG vs. QQQM - Expense Ratio Comparison
FFOG has a 0.55% expense ratio, which is higher than QQQM's 0.15% expense ratio.
Risk-Adjusted Performance
FFOG vs. QQQM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Focused Growth ETF (FFOG) and Invesco NASDAQ 100 ETF (QQQM). 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.
Dividends
FFOG vs. QQQM - Dividend Comparison
FFOG has not paid dividends to shareholders, while QQQM's dividend yield for the trailing twelve months is around 0.64%.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
FFOG Franklin Focused Growth ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQM Invesco NASDAQ 100 ETF | 0.64% | 0.65% | 0.83% | 0.40% | 0.16% |
Drawdowns
FFOG vs. QQQM - Drawdown Comparison
The maximum FFOG drawdown since its inception was -15.14%, smaller than the maximum QQQM drawdown of -35.05%. Use the drawdown chart below to compare losses from any high point for FFOG and QQQM. For additional features, visit the drawdowns tool.
Volatility
FFOG vs. QQQM - Volatility Comparison
Franklin Focused Growth ETF (FFOG) has a higher volatility of 6.03% compared to Invesco NASDAQ 100 ETF (QQQM) at 5.15%. This indicates that FFOG's price experiences larger fluctuations and is considered to be riskier than QQQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.