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

Correlation

The correlation between FFSG and QQQ is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

FFSG vs. QQQ - Performance Comparison

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

50.00%100.00%150.00%200.00%250.00%JulyAugustSeptemberOctoberNovemberDecember
44.38%
258.17%
FFSG
QQQ

Key characteristics

Returns By Period


FFSG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

QQQ

YTD

27.20%

1M

3.08%

6M

8.34%

1Y

27.81%

5Y*

20.44%

10Y*

18.36%

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FFSG vs. QQQ - Expense Ratio Comparison

FFSG has a 0.69% expense ratio, which is higher than QQQ's 0.20% expense ratio.


FFSG
FormulaFolios Smart Growth ETF
Expense ratio chart for FFSG: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%
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%

Risk-Adjusted Performance

FFSG vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FormulaFolios Smart Growth ETF (FFSG) 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
No data
The chart of Calmar ratio for FFSG, currently valued at 0.00, compared to the broader market0.005.0010.0015.000.002.16
FFSG
QQQ


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-1.00
1.64
FFSG
QQQ

Dividends

FFSG vs. QQQ - Dividend Comparison

FFSG has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.43%.


TTM20232022202120202019201820172016201520142013
FFSG
FormulaFolios Smart Growth ETF
0.00%1.89%0.97%1.60%1.16%1.52%1.71%0.62%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ
0.43%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.02%

Drawdowns

FFSG vs. QQQ - Drawdown Comparison


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.46%
-3.63%
FFSG
QQQ

Volatility

FFSG vs. QQQ - Volatility Comparison

The current volatility for FormulaFolios Smart Growth ETF (FFSG) is 0.00%, while Invesco QQQ (QQQ) has a volatility of 5.29%. This indicates that FFSG experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember0
5.29%
FFSG
QQQ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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