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QMAX.TO vs. FHQ.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QMAX.TO vs. FHQ.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Hamilton Technology YIELD MAXIMIZER ETF (QMAX.TO) and First Trust AlphaDEX U.S. Technology Sector Index ETF (FHQ.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QMAX.TO achieves a 13.64% return, which is significantly lower than FHQ.TO's 18.48% return.


QMAX.TO

1D
-2.35%
1M
-5.65%
6M
15.93%
YTD
13.64%
1Y
24.68%
3Y*
5Y*
10Y*

FHQ.TO

1D
-0.81%
1M
-8.00%
6M
13.04%
YTD
18.48%
1Y
26.36%
3Y*
19.74%
5Y*
12.10%
10Y*
18.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QMAX.TO vs. FHQ.TO - Yearly Performance Comparison


2026 (YTD)202520242023
QMAX.TO
Hamilton Technology YIELD MAXIMIZER ETF
13.64%16.54%37.66%14.41%
FHQ.TO
First Trust AlphaDEX U.S. Technology Sector Index ETF
18.48%8.42%25.83%16.90%

Correlation

The correlation between QMAX.TO and FHQ.TO is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2023

0.59

The correlation between QMAX.TO and FHQ.TO shifts across timeframes, from 0.46 (1 year) to 0.59 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

QMAX.TO vs. FHQ.TO — Risk / Return Rank

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

QMAX.TO
QMAX.TO Risk / Return Rank: 3131
Overall Rank
QMAX.TO Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
QMAX.TO Sortino Ratio Rank: 3333
Sortino Ratio Rank
QMAX.TO Omega Ratio Rank: 3434
Omega Ratio Rank
QMAX.TO Calmar Ratio Rank: 2727
Calmar Ratio Rank
QMAX.TO Martin Ratio Rank: 2727
Martin Ratio Rank

FHQ.TO
FHQ.TO Risk / Return Rank: 4141
Overall Rank
FHQ.TO Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
FHQ.TO Sortino Ratio Rank: 3737
Sortino Ratio Rank
FHQ.TO Omega Ratio Rank: 3939
Omega Ratio Rank
FHQ.TO Calmar Ratio Rank: 4848
Calmar Ratio Rank
FHQ.TO Martin Ratio Rank: 4242
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.

QMAX.TO vs. FHQ.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hamilton Technology YIELD MAXIMIZER ETF (QMAX.TO) and First Trust AlphaDEX U.S. Technology Sector Index ETF (FHQ.TO). 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.


QMAX.TOFHQ.TODifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.19

1.20

-0.01

Calmar ratioReturn relative to maximum drawdown

1.08

1.87

-0.79

Martin ratioReturn relative to average drawdown

2.91

5.06

-2.16

QMAX.TO vs. FHQ.TO - Sharpe Ratio Comparison

The current QMAX.TO Sharpe Ratio is 1.02, which is comparable to the FHQ.TO Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of QMAX.TO and FHQ.TO, 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

QMAX.TO vs. FHQ.TO - Drawdown Comparison

The maximum QMAX.TO drawdown since its inception was -26.77%, smaller than the maximum FHQ.TO drawdown of -32.05%. Use the drawdown chart below to compare losses from any high point for QMAX.TO and FHQ.TO.


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Drawdown Indicators


QMAX.TOFHQ.TODifference

Max Drawdown

Largest peak-to-trough decline

-26.77%

-32.05%

+5.28%

Max Drawdown (1Y)

Largest decline over 1 year

-22.86%

-14.13%

-8.73%

Max Drawdown (3Y)

Largest decline over 3 years

-27.64%

Max Drawdown (5Y)

Largest decline over 5 years

-32.05%

Max Drawdown (10Y)

Largest decline over 10 years

-32.05%

Current Drawdown

Current decline from peak

-9.89%

-10.99%

+1.10%

Average Drawdown

Average peak-to-trough decline

-5.18%

-7.63%

+2.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.52%

5.22%

+3.30%

Volatility

QMAX.TO vs. FHQ.TO - Volatility Comparison

Hamilton Technology YIELD MAXIMIZER ETF (QMAX.TO) and First Trust AlphaDEX U.S. Technology Sector Index ETF (FHQ.TO) have volatilities of 10.41% and 10.08%, 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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Volatility by Period


QMAX.TOFHQ.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.41%

10.08%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

20.93%

21.35%

-0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

24.41%

25.54%

-1.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.61%

23.68%

+0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.61%

23.36%

+1.25%

Dividends

QMAX.TO vs. FHQ.TO - Dividend Comparison

QMAX.TO's dividend yield for the trailing twelve months is around 10.20%, while FHQ.TO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FHQ.TO
First Trust AlphaDEX U.S. Technology Sector Index ETF
0.00%0.00%0.02%0.00%0.00%1.18%0.43%0.50%0.80%0.83%1.20%0.43%
QMAX.TO
Hamilton Technology YIELD MAXIMIZER ETF
10.20%10.79%10.88%2.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QMAX.TO and FHQ.TO have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: Hamilton Capital and First Trust.

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