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FTGS vs. USNQX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FTGS and USNQX is 0.91, 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

FTGS vs. USNQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Growth Strength ETF (FTGS) and USAA Nasdaq 100 Index Fund (USNQX). The values are adjusted to include any dividend payments, if applicable.

30.00%40.00%50.00%60.00%70.00%80.00%December2025FebruaryMarchAprilMay
53.87%
64.51%
FTGS
USNQX

Key characteristics

Sharpe Ratio

FTGS:

0.34

USNQX:

0.55

Sortino Ratio

FTGS:

0.63

USNQX:

0.93

Omega Ratio

FTGS:

1.09

USNQX:

1.13

Calmar Ratio

FTGS:

0.35

USNQX:

0.60

Martin Ratio

FTGS:

1.21

USNQX:

2.00

Ulcer Index

FTGS:

5.81%

USNQX:

6.88%

Daily Std Dev

FTGS:

20.74%

USNQX:

25.25%

Max Drawdown

FTGS:

-19.99%

USNQX:

-74.36%

Current Drawdown

FTGS:

-7.25%

USNQX:

-9.90%

Returns By Period

In the year-to-date period, FTGS achieves a -1.64% return, which is significantly higher than USNQX's -4.90% return.


FTGS

YTD

-1.64%

1M

14.42%

6M

-1.38%

1Y

4.32%

5Y*

N/A

10Y*

N/A

USNQX

YTD

-4.90%

1M

14.76%

6M

-2.78%

1Y

8.91%

5Y*

14.59%

10Y*

14.89%

*Annualized

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FTGS vs. USNQX - Expense Ratio Comparison

FTGS has a 0.60% expense ratio, which is higher than USNQX's 0.42% expense ratio.


Risk-Adjusted Performance

FTGS vs. USNQX — Risk-Adjusted Performance Rank

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

FTGS
The Risk-Adjusted Performance Rank of FTGS is 4343
Overall Rank
The Sharpe Ratio Rank of FTGS is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of FTGS is 4242
Sortino Ratio Rank
The Omega Ratio Rank of FTGS is 4141
Omega Ratio Rank
The Calmar Ratio Rank of FTGS is 4646
Calmar Ratio Rank
The Martin Ratio Rank of FTGS is 4343
Martin Ratio Rank

USNQX
The Risk-Adjusted Performance Rank of USNQX is 5252
Overall Rank
The Sharpe Ratio Rank of USNQX is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of USNQX is 5151
Sortino Ratio Rank
The Omega Ratio Rank of USNQX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of USNQX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of USNQX is 5050
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.

FTGS vs. USNQX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Growth Strength ETF (FTGS) and USAA Nasdaq 100 Index Fund (USNQX). 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 current FTGS Sharpe Ratio is 0.34, which is lower than the USNQX Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of FTGS and USNQX, 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-1.00-0.500.000.501.001.502.002.50December2025FebruaryMarchAprilMay
0.34
0.49
FTGS
USNQX

Dividends

FTGS vs. USNQX - Dividend Comparison

FTGS's dividend yield for the trailing twelve months is around 0.41%, less than USNQX's 0.42% yield.


TTM20242023202220212020201920182017201620152014
FTGS
First Trust Growth Strength ETF
0.41%0.39%0.62%0.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USNQX
USAA Nasdaq 100 Index Fund
0.42%0.40%0.58%0.28%0.24%0.37%0.55%0.65%0.46%0.50%0.62%0.21%

Drawdowns

FTGS vs. USNQX - Drawdown Comparison

The maximum FTGS drawdown since its inception was -19.99%, smaller than the maximum USNQX drawdown of -74.36%. Use the drawdown chart below to compare losses from any high point for FTGS and USNQX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.25%
-9.90%
FTGS
USNQX

Volatility

FTGS vs. USNQX - Volatility Comparison

The current volatility for First Trust Growth Strength ETF (FTGS) is 11.50%, while USAA Nasdaq 100 Index Fund (USNQX) has a volatility of 14.01%. This indicates that FTGS experiences smaller price fluctuations and is considered to be less risky than USNQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%December2025FebruaryMarchAprilMay
11.50%
14.01%
FTGS
USNQX