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

Correlation

The correlation between INTL and QQQ is 0.65, 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.


-0.50.00.51.00.6

Performance

INTL vs. QQQ - Performance Comparison

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

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
3.18%
9.93%
INTL
QQQ

Key characteristics

Sharpe Ratio

INTL:

0.60

QQQ:

1.30

Sortino Ratio

INTL:

0.90

QQQ:

1.78

Omega Ratio

INTL:

1.11

QQQ:

1.24

Calmar Ratio

INTL:

0.86

QQQ:

1.76

Martin Ratio

INTL:

2.22

QQQ:

6.08

Ulcer Index

INTL:

3.60%

QQQ:

3.92%

Daily Std Dev

INTL:

13.42%

QQQ:

18.35%

Max Drawdown

INTL:

-13.44%

QQQ:

-82.98%

Current Drawdown

INTL:

-1.17%

QQQ:

-2.49%

Returns By Period

In the year-to-date period, INTL achieves a 6.59% return, which is significantly higher than QQQ's 2.90% return.


INTL

YTD

6.59%

1M

3.42%

6M

3.17%

1Y

6.76%

5Y*

N/A

10Y*

N/A

QQQ

YTD

2.90%

1M

-1.02%

6M

9.93%

1Y

20.80%

5Y*

18.77%

10Y*

18.06%

*Annualized

Compare stocks, funds, or ETFs

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


INTL vs. QQQ - Expense Ratio Comparison

INTL has a 1.04% expense ratio, which is higher than QQQ's 0.20% expense ratio.


INTL
Main International ETF
Expense ratio chart for INTL: current value at 1.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.04%
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

INTL vs. QQQ — Risk-Adjusted Performance Rank

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

INTL
The Risk-Adjusted Performance Rank of INTL is 2525
Overall Rank
The Sharpe Ratio Rank of INTL is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of INTL is 2121
Sortino Ratio Rank
The Omega Ratio Rank of INTL is 2121
Omega Ratio Rank
The Calmar Ratio Rank of INTL is 3838
Calmar Ratio Rank
The Martin Ratio Rank of INTL is 2525
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5656
Overall Rank
The Sharpe Ratio Rank of QQQ is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5252
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5454
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6161
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5757
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.

INTL vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Main International ETF (INTL) 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
The chart of Sharpe ratio for INTL, currently valued at 0.60, compared to the broader market0.002.004.000.601.30
The chart of Sortino ratio for INTL, currently valued at 0.90, compared to the broader market0.005.0010.000.901.78
The chart of Omega ratio for INTL, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.24
The chart of Calmar ratio for INTL, currently valued at 0.86, compared to the broader market0.005.0010.0015.000.861.76
The chart of Martin ratio for INTL, currently valued at 2.22, compared to the broader market0.0020.0040.0060.0080.00100.002.226.08
INTL
QQQ

The current INTL Sharpe Ratio is 0.60, which is lower than the QQQ Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of INTL 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 Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.60
1.30
INTL
QQQ

Dividends

INTL vs. QQQ - Dividend Comparison

INTL's dividend yield for the trailing twelve months is around 2.54%, more than QQQ's 0.54% yield.


TTM20242023202220212020201920182017201620152014
INTL
Main International ETF
2.54%2.71%2.85%1.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ
0.54%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

INTL vs. QQQ - Drawdown Comparison

The maximum INTL drawdown since its inception was -13.44%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for INTL and QQQ. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.17%
-2.49%
INTL
QQQ

Volatility

INTL vs. QQQ - Volatility Comparison

The current volatility for Main International ETF (INTL) is 3.84%, while Invesco QQQ (QQQ) has a volatility of 5.02%. This indicates that INTL 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
3.84%
5.02%
INTL
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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