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MFMO vs. QQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MFMO vs. QQQ - Performance Comparison

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

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Returns By Period

In the year-to-date period, MFMO achieves a 25.49% return, which is significantly higher than QQQ's 21.30% return.


MFMO

1D
0.71%
1M
11.78%
YTD
25.49%
6M
1Y
3Y*
5Y*
10Y*

QQQ

1D
-0.26%
1M
10.60%
YTD
21.30%
6M
19.66%
1Y
41.82%
3Y*
28.78%
5Y*
17.97%
10Y*
21.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MFMO vs. QQQ - Yearly Performance Comparison


2026 (YTD)2025
MFMO
Motley Fool Momentum Factor ETF
25.49%-1.90%
QQQ
Invesco QQQ ETF
21.30%-1.59%

Correlation

The correlation between MFMO and QQQ is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 10, 2025

0.87

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Return for Risk

MFMO vs. QQQ — Risk / Return Rank

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

MFMO

QQQ
QQQ Risk / Return Rank: 7373
Overall Rank
QQQ Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 7575
Sortino Ratio Rank
QQQ Omega Ratio Rank: 7474
Omega Ratio Rank
QQQ Calmar Ratio Rank: 6969
Calmar Ratio Rank
QQQ Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MFMO vs. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Momentum Factor ETF (MFMO) and Invesco QQQ ETF (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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

MFMO vs. QQQ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MFMOQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.99

Sharpe Ratio (All Time)

Calculated using the full available price history

2.24

0.41

+1.83

Drawdowns

MFMO vs. QQQ - Drawdown Comparison

The maximum MFMO drawdown since its inception was -12.05%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for MFMO and QQQ.


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Drawdown Indicators


MFMOQQQDifference

Max Drawdown

Largest peak-to-trough decline

-12.05%

-82.97%

+70.92%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

Max Drawdown (3Y)

Largest decline over 3 years

-22.77%

Max Drawdown (5Y)

Largest decline over 5 years

-35.12%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

Current Drawdown

Current decline from peak

0.00%

-0.26%

+0.26%

Average Drawdown

Average peak-to-trough decline

-2.42%

-32.79%

+30.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

Volatility

MFMO vs. QQQ - Volatility Comparison


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Volatility by Period


MFMOQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.49%

Volatility (6M)

Calculated over the trailing 6-month period

12.10%

Volatility (1Y)

Calculated over the trailing 1-year period

24.50%

15.94%

+8.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.50%

22.38%

+2.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.50%

22.29%

+2.21%

MFMO vs. QQQ - Expense Ratio Comparison

MFMO has a 0.50% expense ratio, which is higher than QQQ's 0.18% expense ratio.


Dividends

MFMO vs. QQQ - Dividend Comparison

MFMO has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.38%.


PositionTTM20252024202320222021202020192018201720162015
MFMO
Motley Fool Momentum Factor ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ ETF
0.38%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%

Frequently Asked Questions


MFMO and QQQ have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QQQ is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QQQ is cheaper with a 0.18% expense ratio, compared with 0.50% for MFMO.

QQQ has the higher dividend yield at 0.38%, compared with 0.00% for MFMO.

MFMO is categorized as Momentum, while QQQ is Nasdaq-100. They also come from different issuers: Motley Fool and Invesco. Their fees differ too: 0.50% for MFMO and 0.18% for QQQ.

Portfolio Optimizer

Find the right allocation for MFMO and QQQ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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