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

Correlation

The correlation between FOCPX 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.


-0.50.00.51.0
Correlation: 0.9

Performance

FOCPX vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity OTC Portfolio (FOCPX) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

800.00%1,000.00%1,200.00%1,400.00%1,600.00%NovemberDecember2025FebruaryMarchApril
1,268.53%
948.81%
FOCPX
QQQ

Key characteristics

Sharpe Ratio

FOCPX:

0.31

QQQ:

0.41

Sortino Ratio

FOCPX:

0.59

QQQ:

0.74

Omega Ratio

FOCPX:

1.08

QQQ:

1.10

Calmar Ratio

FOCPX:

0.32

QQQ:

0.45

Martin Ratio

FOCPX:

1.03

QQQ:

1.57

Ulcer Index

FOCPX:

7.64%

QQQ:

6.54%

Daily Std Dev

FOCPX:

25.61%

QQQ:

25.15%

Max Drawdown

FOCPX:

-69.01%

QQQ:

-82.98%

Current Drawdown

FOCPX:

-18.59%

QQQ:

-15.62%

Returns By Period

In the year-to-date period, FOCPX achieves a -14.76% return, which is significantly lower than QQQ's -10.95% return. Over the past 10 years, FOCPX has underperformed QQQ with an annualized return of 14.79%, while QQQ has yielded a comparatively higher 16.13% annualized return.


FOCPX

YTD

-14.76%

1M

-9.00%

6M

-9.23%

1Y

4.67%

5Y*

16.06%

10Y*

14.79%

QQQ

YTD

-10.95%

1M

-7.36%

6M

-6.63%

1Y

7.59%

5Y*

17.08%

10Y*

16.13%

*Annualized

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FOCPX vs. QQQ - Expense Ratio Comparison

FOCPX has a 0.80% expense ratio, which is higher than QQQ's 0.20% expense ratio.


Expense ratio chart for FOCPX: current value is 0.80%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FOCPX: 0.80%
Expense ratio chart for QQQ: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QQQ: 0.20%

Risk-Adjusted Performance

FOCPX vs. QQQ — Risk-Adjusted Performance Rank

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

FOCPX
The Risk-Adjusted Performance Rank of FOCPX is 5252
Overall Rank
The Sharpe Ratio Rank of FOCPX is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of FOCPX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of FOCPX is 5353
Omega Ratio Rank
The Calmar Ratio Rank of FOCPX is 5656
Calmar Ratio Rank
The Martin Ratio Rank of FOCPX is 4949
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 6262
Overall Rank
The Sharpe Ratio Rank of QQQ is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 6262
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 6262
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6666
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 6060
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.

FOCPX vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity OTC Portfolio (FOCPX) 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 chart of Sharpe ratio for FOCPX, currently valued at 0.31, compared to the broader market-1.000.001.002.003.00
FOCPX: 0.31
QQQ: 0.41
The chart of Sortino ratio for FOCPX, currently valued at 0.59, compared to the broader market-2.000.002.004.006.008.00
FOCPX: 0.59
QQQ: 0.74
The chart of Omega ratio for FOCPX, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.00
FOCPX: 1.08
QQQ: 1.10
The chart of Calmar ratio for FOCPX, currently valued at 0.32, compared to the broader market0.002.004.006.008.0010.00
FOCPX: 0.32
QQQ: 0.45
The chart of Martin ratio for FOCPX, currently valued at 1.03, compared to the broader market0.0010.0020.0030.0040.0050.00
FOCPX: 1.03
QQQ: 1.57

The current FOCPX Sharpe Ratio is 0.31, which is comparable to the QQQ Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of FOCPX 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 Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.31
0.41
FOCPX
QQQ

Dividends

FOCPX vs. QQQ - Dividend Comparison

FOCPX's dividend yield for the trailing twelve months is around 15.97%, more than QQQ's 0.66% yield.


TTM20242023202220212020201920182017201620152014
FOCPX
Fidelity OTC Portfolio
15.97%13.61%0.05%4.06%11.53%6.23%7.58%7.93%4.86%3.24%5.41%12.91%
QQQ
Invesco QQQ
0.66%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

FOCPX vs. QQQ - Drawdown Comparison

The maximum FOCPX drawdown since its inception was -69.01%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for FOCPX and QQQ. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-18.59%
-15.62%
FOCPX
QQQ

Volatility

FOCPX vs. QQQ - Volatility Comparison

Fidelity OTC Portfolio (FOCPX) and Invesco QQQ (QQQ) have volatilities of 16.02% and 16.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
16.02%
16.62%
FOCPX
QQQ