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PXQ vs. FDN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PXQ and FDN is 0.71, 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.


Performance

PXQ vs. FDN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dynamic Networking ETF (PXQ) and First Trust Dow Jones Internet Index (FDN). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


PXQ

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

FDN

YTD

3.30%

1M

7.00%

6M

3.81%

1Y

29.69%

3Y*

21.58%

5Y*

9.03%

10Y*

14.04%

*Annualized

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Invesco Dynamic Networking ETF

PXQ vs. FDN - Expense Ratio Comparison

PXQ has a 0.63% expense ratio, which is higher than FDN's 0.52% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

PXQ vs. FDN — Risk-Adjusted Performance Rank

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

PXQ
The Risk-Adjusted Performance Rank of PXQ is 7575
Overall Rank
The Sharpe Ratio Rank of PXQ is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of PXQ is 7676
Sortino Ratio Rank
The Omega Ratio Rank of PXQ is 9898
Omega Ratio Rank
The Calmar Ratio Rank of PXQ is 3636
Calmar Ratio Rank
The Martin Ratio Rank of PXQ is 9898
Martin Ratio Rank

FDN
The Risk-Adjusted Performance Rank of FDN is 7777
Overall Rank
The Sharpe Ratio Rank of FDN is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of FDN is 7878
Sortino Ratio Rank
The Omega Ratio Rank of FDN is 7878
Omega Ratio Rank
The Calmar Ratio Rank of FDN is 7777
Calmar Ratio Rank
The Martin Ratio Rank of FDN is 7272
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.

PXQ vs. FDN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Networking ETF (PXQ) and First Trust Dow Jones Internet Index (FDN). 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

PXQ vs. FDN - Dividend Comparison

Neither PXQ nor FDN has paid dividends to shareholders.


TTM202420232022202120202019201820172016
PXQ
Invesco Dynamic Networking ETF
0.00%0.79%0.60%0.95%0.55%0.18%0.43%1.22%0.66%0.44%
FDN
First Trust Dow Jones Internet Index
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PXQ vs. FDN - Drawdown Comparison


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

PXQ vs. FDN - Volatility Comparison


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