Correlation
The correlation between NQCFX and SPY 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.
NQCFX vs. SPY
Compare and contrast key facts about Northquest Capital Fund (NQCFX) and SPDR S&P 500 ETF (SPY).
NQCFX is managed by Northquest Capital Fund Inc. It was launched on Jan 15, 2002. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NQCFX or SPY.
Performance
NQCFX vs. SPY - Performance Comparison
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Key characteristics
NQCFX:
0.53
SPY:
0.70
NQCFX:
0.80
SPY:
1.02
NQCFX:
1.11
SPY:
1.15
NQCFX:
0.55
SPY:
0.68
NQCFX:
2.04
SPY:
2.57
NQCFX:
4.82%
SPY:
4.93%
NQCFX:
21.09%
SPY:
20.42%
NQCFX:
-36.04%
SPY:
-55.19%
NQCFX:
-4.64%
SPY:
-3.55%
Returns By Period
In the year-to-date period, NQCFX achieves a 1.30% return, which is significantly higher than SPY's 0.87% return. Over the past 10 years, NQCFX has underperformed SPY with an annualized return of 11.29%, while SPY has yielded a comparatively higher 12.73% annualized return.
NQCFX
1.30%
3.76%
-3.73%
10.36%
10.63%
11.99%
11.29%
SPY
0.87%
5.54%
-1.56%
13.18%
14.25%
15.81%
12.73%
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NQCFX vs. SPY - Expense Ratio Comparison
NQCFX has a 1.47% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
NQCFX vs. SPY — Risk-Adjusted Performance Rank
NQCFX
SPY
NQCFX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Northquest Capital Fund (NQCFX) and SPDR S&P 500 ETF (SPY). 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.
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Dividends
NQCFX vs. SPY - Dividend Comparison
NQCFX's dividend yield for the trailing twelve months is around 5.04%, more than SPY's 1.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NQCFX Northquest Capital Fund | 5.04% | 5.10% | 0.97% | 1.13% | 6.41% | 11.55% | 3.07% | 6.04% | 7.49% | 11.01% | 3.42% | 0.57% |
SPY SPDR S&P 500 ETF | 1.22% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
NQCFX vs. SPY - Drawdown Comparison
The maximum NQCFX drawdown since its inception was -36.04%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for NQCFX and SPY.
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Volatility
NQCFX vs. SPY - Volatility Comparison
Northquest Capital Fund (NQCFX) and SPDR S&P 500 ETF (SPY) have volatilities of 4.89% and 4.86%, 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.
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