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ONEQ vs. ^NDX
Performance
Return for Risk
Drawdowns
Volatility

Performance

ONEQ vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Nasdaq Composite Index ETF (ONEQ) and NASDAQ 100 Index (^NDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ONEQ achieves a 14.28% return, which is significantly lower than ^NDX's 18.69% return. Over the past 10 years, ONEQ has underperformed ^NDX with an annualized return of 19.82%, while ^NDX has yielded a comparatively higher 21.22% annualized return.


ONEQ

1D
-1.02%
1M
0.62%
YTD
14.28%
6M
14.88%
1Y
35.46%
3Y*
25.51%
5Y*
14.44%
10Y*
19.82%

^NDX

1D
-1.89%
1M
2.89%
YTD
18.69%
6M
19.24%
1Y
36.61%
3Y*
25.71%
5Y*
16.17%
10Y*
21.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ONEQ vs. ^NDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ONEQ
Fidelity Nasdaq Composite Index ETF
14.28%20.89%29.30%45.73%-32.12%22.11%44.87%38.01%-3.18%29.29%
^NDX
NASDAQ 100 Index
18.69%20.17%24.88%53.81%-32.97%26.63%47.58%37.96%-1.04%31.52%

Correlation

The correlation between ONEQ and ^NDX is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

Correlation (3Y)
Calculated over the trailing 3-year period

0.98

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2003

0.97

The correlation between ONEQ and ^NDX has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.

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Return for Risk

ONEQ vs. ^NDX — Risk / Return Rank

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

ONEQ
ONEQ Risk / Return Rank: 6262
Overall Rank
ONEQ Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
ONEQ Sortino Ratio Rank: 6161
Sortino Ratio Rank
ONEQ Omega Ratio Rank: 6363
Omega Ratio Rank
ONEQ Calmar Ratio Rank: 5858
Calmar Ratio Rank
ONEQ Martin Ratio Rank: 6262
Martin Ratio Rank

^NDX
^NDX Risk / Return Rank: 7070
Overall Rank
^NDX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
^NDX Sortino Ratio Rank: 6767
Sortino Ratio Rank
^NDX Omega Ratio Rank: 6969
Omega Ratio Rank
^NDX Calmar Ratio Rank: 7575
Calmar Ratio Rank
^NDX Martin Ratio Rank: 7070
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.

ONEQ vs. ^NDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Nasdaq Composite Index ETF (ONEQ) and NASDAQ 100 Index (^NDX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ONEQ^NDXDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.37

1.37

0.00

Calmar ratioReturn relative to maximum drawdown

2.82

3.03

-0.21

Martin ratioReturn relative to average drawdown

10.82

11.27

-0.45

ONEQ vs. ^NDX - Sharpe Ratio Comparison

The current ONEQ Sharpe Ratio is 2.09, which is comparable to the ^NDX Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of ONEQ and ^NDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ONEQ vs. ^NDX - Drawdown Comparison

The maximum ONEQ drawdown since its inception was -55.09%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for ONEQ and ^NDX.


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Drawdown Indicators


ONEQ^NDXDifference

Max Drawdown

Largest peak-to-trough decline

-55.09%

-82.90%

+27.81%

Max Drawdown (1Y)

Largest decline over 1 year

-12.64%

-12.12%

-0.52%

Max Drawdown (3Y)

Largest decline over 3 years

-24.09%

-22.93%

-1.16%

Max Drawdown (5Y)

Largest decline over 5 years

-35.23%

-35.56%

+0.33%

Max Drawdown (10Y)

Largest decline over 10 years

-35.23%

-35.56%

+0.33%

Current Drawdown

Current decline from peak

-2.46%

-2.26%

-0.20%

Average Drawdown

Average peak-to-trough decline

-7.95%

-24.61%

+16.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

3.26%

+0.03%

Volatility

ONEQ vs. ^NDX - Volatility Comparison

The current volatility for Fidelity Nasdaq Composite Index ETF (ONEQ) is 6.99%, while NASDAQ 100 Index (^NDX) has a volatility of 8.15%. This indicates that ONEQ experiences smaller price fluctuations and is considered to be less risky than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ONEQ^NDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.99%

8.15%

-1.16%

Volatility (6M)

Calculated over the trailing 6-month period

13.43%

14.13%

-0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

17.11%

17.60%

-0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.31%

22.82%

-0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.80%

22.64%

-0.84%

Frequently Asked Questions


With a correlation of 0.98, ONEQ and ^NDX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

^NDX has higher volatility (8.15%) compared to ONEQ (6.99%). In terms of maximum drawdown, ONEQ dropped -55.09% vs ^NDX's -82.90%.

^NDX currently has the higher Sharpe Ratio (2.10 vs 2.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ONEQ and ^NDX

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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