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FTXO vs. QQQM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FTXO and QQQM is 0.63, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

FTXO vs. QQQM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Nasdaq Bank ETF (FTXO) and Invesco NASDAQ 100 ETF (QQQM). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%NovemberDecember2025FebruaryMarchApril
79.21%
63.64%
FTXO
QQQM

Key characteristics

Sharpe Ratio

FTXO:

0.46

QQQM:

0.49

Sortino Ratio

FTXO:

0.84

QQQM:

0.85

Omega Ratio

FTXO:

1.11

QQQM:

1.12

Calmar Ratio

FTXO:

0.51

QQQM:

0.54

Martin Ratio

FTXO:

1.68

QQQM:

1.87

Ulcer Index

FTXO:

7.98%

QQQM:

6.58%

Daily Std Dev

FTXO:

29.12%

QQQM:

24.96%

Max Drawdown

FTXO:

-55.25%

QQQM:

-35.05%

Current Drawdown

FTXO:

-17.10%

QQQM:

-13.24%

Returns By Period

The year-to-date returns for both investments are quite close, with FTXO having a -8.57% return and QQQM slightly higher at -8.44%.


FTXO

YTD

-8.57%

1M

-7.05%

6M

-4.49%

1Y

11.60%

5Y*

15.26%

10Y*

N/A

QQQM

YTD

-8.44%

1M

-5.29%

6M

-4.76%

1Y

10.31%

5Y*

N/A

10Y*

N/A

*Annualized

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FTXO vs. QQQM - Expense Ratio Comparison

FTXO has a 0.60% expense ratio, which is higher than QQQM's 0.15% expense ratio.


Expense ratio chart for FTXO: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FTXO: 0.60%
Expense ratio chart for QQQM: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QQQM: 0.15%

Risk-Adjusted Performance

FTXO vs. QQQM — Risk-Adjusted Performance Rank

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

FTXO
The Risk-Adjusted Performance Rank of FTXO is 5858
Overall Rank
The Sharpe Ratio Rank of FTXO is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of FTXO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of FTXO is 5959
Omega Ratio Rank
The Calmar Ratio Rank of FTXO is 6363
Calmar Ratio Rank
The Martin Ratio Rank of FTXO is 5555
Martin Ratio Rank

QQQM
The Risk-Adjusted Performance Rank of QQQM is 6161
Overall Rank
The Sharpe Ratio Rank of QQQM is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQM is 6161
Sortino Ratio Rank
The Omega Ratio Rank of QQQM is 6161
Omega Ratio Rank
The Calmar Ratio Rank of QQQM is 6767
Calmar Ratio Rank
The Martin Ratio Rank of QQQM is 5959
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.

FTXO vs. QQQM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Bank ETF (FTXO) 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.


The chart of Sharpe ratio for FTXO, currently valued at 0.46, compared to the broader market-1.000.001.002.003.004.00
FTXO: 0.46
QQQM: 0.49
The chart of Sortino ratio for FTXO, currently valued at 0.84, compared to the broader market-2.000.002.004.006.008.00
FTXO: 0.84
QQQM: 0.85
The chart of Omega ratio for FTXO, currently valued at 1.11, compared to the broader market0.501.001.502.00
FTXO: 1.11
QQQM: 1.12
The chart of Calmar ratio for FTXO, currently valued at 0.51, compared to the broader market0.002.004.006.008.0010.0012.00
FTXO: 0.51
QQQM: 0.54
The chart of Martin ratio for FTXO, currently valued at 1.68, compared to the broader market0.0020.0040.0060.00
FTXO: 1.68
QQQM: 1.87

The current FTXO Sharpe Ratio is 0.46, which is comparable to the QQQM Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of FTXO and QQQM, 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
0.46
0.49
FTXO
QQQM

Dividends

FTXO vs. QQQM - Dividend Comparison

FTXO's dividend yield for the trailing twelve months is around 2.44%, more than QQQM's 0.65% yield.


TTM202420232022202120202019201820172016
FTXO
First Trust Nasdaq Bank ETF
2.44%2.18%3.20%2.94%1.64%2.74%2.53%3.51%1.09%0.16%
QQQM
Invesco NASDAQ 100 ETF
0.65%0.61%0.65%0.83%0.40%0.16%0.00%0.00%0.00%0.00%

Drawdowns

FTXO vs. QQQM - Drawdown Comparison

The maximum FTXO drawdown since its inception was -55.25%, which is greater than QQQM's maximum drawdown of -35.05%. Use the drawdown chart below to compare losses from any high point for FTXO and QQQM. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.10%
-13.24%
FTXO
QQQM

Volatility

FTXO vs. QQQM - Volatility Comparison

First Trust Nasdaq Bank ETF (FTXO) and Invesco NASDAQ 100 ETF (QQQM) have volatilities of 16.90% and 16.58%, 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
16.90%
16.58%
FTXO
QQQM