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QFLR vs. QQQM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QFLR and QQQM is 0.87, 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.

QFLR vs. QQQM

Last updated May 30, 2025

Compare and contrast key facts about Innovator Nasdaq-100 Managed Floor ETF (QFLR) and Invesco NASDAQ 100 ETF (QQQM).

QFLR and QQQM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QFLR is an actively managed fund by Innovator. It was launched on Jan 24, 2024. QQQM is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Oct 13, 2020.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QFLR or QQQM.

Performance

QFLR vs. QQQM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Nasdaq-100 Managed Floor ETF (QFLR) and Invesco NASDAQ 100 ETF (QQQM). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

QFLR:

0.51

QQQM:

0.58

Sortino Ratio

QFLR:

0.74

QQQM:

0.96

Omega Ratio

QFLR:

1.10

QQQM:

1.13

Calmar Ratio

QFLR:

0.51

QQQM:

0.63

Martin Ratio

QFLR:

1.31

QQQM:

2.04

Ulcer Index

QFLR:

5.43%

QQQM:

7.01%

Daily Std Dev

QFLR:

14.23%

QQQM:

25.30%

Max Drawdown

QFLR:

-13.97%

QQQM:

-35.05%

Current Drawdown

QFLR:

-5.60%

QQQM:

-3.45%

Returns By Period

In the year-to-date period, QFLR achieves a -2.40% return, which is significantly lower than QQQM's 1.89% return.

QFLR

YTD

-2.40%

1M

3.78%

6M

-0.56%

1Y

7.17%

3Y*

N/A

5Y*

N/A

10Y*

N/A

QQQM

YTD

1.89%

1M

9.34%

6M

3.24%

1Y

14.66%

3Y*

19.82%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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

Innovator Nasdaq-100 Managed Floor ETF

Invesco NASDAQ 100 ETF

QFLR vs. QQQM - Expense Ratio Comparison

QFLR has a 0.89% expense ratio, which is higher than QQQM's 0.15% expense ratio.

QFLR
Innovator Nasdaq-100 Managed Floor ETF
QQQM
Invesco NASDAQ 100 ETF
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

QFLR vs. QQQM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
QFLR
The Risk-Adjusted Performance Rank of QFLR is 4444
Overall Rank
The Sharpe Ratio Rank of QFLR is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of QFLR is 4040
Sortino Ratio Rank
The Omega Ratio Rank of QFLR is 4141
Omega Ratio Rank
The Calmar Ratio Rank of QFLR is 5353
Calmar Ratio Rank
The Martin Ratio Rank of QFLR is 3939
Martin Ratio Rank
QQQM
The Risk-Adjusted Performance Rank of QQQM is 5656
Overall Rank
The Sharpe Ratio Rank of QQQM is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQM is 5454
Sortino Ratio Rank
The Omega Ratio Rank of QQQM is 5454
Omega Ratio Rank
The Calmar Ratio Rank of QQQM is 6161
Calmar Ratio Rank
The Martin Ratio Rank of QQQM is 5353
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.

QFLR vs. QQQM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Nasdaq-100 Managed Floor ETF (QFLR) and Invesco NASDAQ 100 ETF (QQQM). 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.

The current QFLR Sharpe Ratio is 0.51, which is comparable to the QQQM Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of QFLR and QQQM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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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

QFLR vs. QQQM - Dividend Comparison

QFLR's dividend yield for the trailing twelve months is around 0.04%, less than QQQM's 0.58% yield.

TTM20242023202220212020
QFLR
Innovator Nasdaq-100 Managed Floor ETF		0.04%0.03%0.00%0.00%0.00%0.00%
QQQM
Invesco NASDAQ 100 ETF		0.58%0.61%0.65%0.83%0.40%0.16%

Drawdowns

QFLR vs. QQQM - Drawdown Comparison

The maximum QFLR drawdown since its inception was -13.97%, smaller than the maximum QQQM drawdown of -35.05%. Use the drawdown chart below to compare losses from any high point for QFLR and QQQM.

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

Volatility

QFLR vs. QQQM - Volatility Comparison

The current volatility for Innovator Nasdaq-100 Managed Floor ETF (QFLR) is 2.31%, while Invesco NASDAQ 100 ETF (QQQM) has a volatility of 5.58%. This indicates that QFLR experiences smaller price fluctuations and is considered to be less risky than QQQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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