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

Correlation

The correlation between QQQ and FTCHX 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.


-0.50.00.51.00.9

Performance

QQQ vs. FTCHX - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
12.16%
6.00%
QQQ
FTCHX

Key characteristics

Sharpe Ratio

QQQ:

1.44

FTCHX:

0.51

Sortino Ratio

QQQ:

1.95

FTCHX:

0.80

Omega Ratio

QQQ:

1.26

FTCHX:

1.12

Calmar Ratio

QQQ:

1.94

FTCHX:

0.25

Martin Ratio

QQQ:

6.71

FTCHX:

1.87

Ulcer Index

QQQ:

3.92%

FTCHX:

7.20%

Daily Std Dev

QQQ:

18.27%

FTCHX:

26.63%

Max Drawdown

QQQ:

-82.98%

FTCHX:

-88.28%

Current Drawdown

QQQ:

0.00%

FTCHX:

-45.23%

Returns By Period

The year-to-date returns for both stocks are quite close, with QQQ having a 5.27% return and FTCHX slightly lower at 5.22%. Over the past 10 years, QQQ has outperformed FTCHX with an annualized return of 18.44%, while FTCHX has yielded a comparatively lower 5.34% annualized return.


QQQ

YTD

5.27%

1M

3.15%

6M

13.63%

1Y

25.73%

5Y*

18.87%

10Y*

18.44%

FTCHX

YTD

5.22%

1M

1.53%

6M

7.25%

1Y

11.60%

5Y*

4.08%

10Y*

5.34%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


QQQ vs. FTCHX - Expense Ratio Comparison

QQQ has a 0.20% expense ratio, which is lower than FTCHX's 0.91% expense ratio.


FTCHX
Invesco Technology Fund
Expense ratio chart for FTCHX: current value at 0.91% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.91%
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

QQQ vs. FTCHX — Risk-Adjusted Performance Rank

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

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5757
Overall Rank
The Sharpe Ratio Rank of QQQ is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5353
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5656
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6161
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5858
Martin Ratio Rank

FTCHX
The Risk-Adjusted Performance Rank of FTCHX is 1818
Overall Rank
The Sharpe Ratio Rank of FTCHX is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of FTCHX is 1818
Sortino Ratio Rank
The Omega Ratio Rank of FTCHX is 1919
Omega Ratio Rank
The Calmar Ratio Rank of FTCHX is 1515
Calmar Ratio Rank
The Martin Ratio Rank of FTCHX is 2222
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.

QQQ vs. FTCHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco QQQ (QQQ) and Invesco Technology Fund (FTCHX). 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 QQQ, currently valued at 1.44, compared to the broader market0.002.004.001.440.51
The chart of Sortino ratio for QQQ, currently valued at 1.95, compared to the broader market0.005.0010.001.950.80
The chart of Omega ratio for QQQ, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.261.12
The chart of Calmar ratio for QQQ, currently valued at 1.94, compared to the broader market0.005.0010.0015.0020.001.940.25
The chart of Martin ratio for QQQ, currently valued at 6.71, compared to the broader market0.0020.0040.0060.0080.00100.00120.006.711.87
QQQ
FTCHX

The current QQQ Sharpe Ratio is 1.44, which is higher than the FTCHX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of QQQ and FTCHX, 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 Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
1.44
0.51
QQQ
FTCHX

Dividends

QQQ vs. FTCHX - Dividend Comparison

QQQ's dividend yield for the trailing twelve months is around 0.53%, while FTCHX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
QQQ
Invesco QQQ
0.53%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%
FTCHX
Invesco Technology Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

QQQ vs. FTCHX - Drawdown Comparison

The maximum QQQ drawdown since its inception was -82.98%, smaller than the maximum FTCHX drawdown of -88.28%. Use the drawdown chart below to compare losses from any high point for QQQ and FTCHX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February0
-45.23%
QQQ
FTCHX

Volatility

QQQ vs. FTCHX - Volatility Comparison

The current volatility for Invesco QQQ (QQQ) is 5.01%, while Invesco Technology Fund (FTCHX) has a volatility of 8.62%. This indicates that QQQ experiences smaller price fluctuations and is considered to be less risky than FTCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
5.01%
8.62%
QQQ
FTCHX
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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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