QMMY vs. QQQG
QMMY (FT Vest Nasdaq-100 Moderate Buffer ETF - May) and QQQG (Pacer Nasdaq 100 Top 50 Cash Cows Growth Leaders ETF) are both Nasdaq-100 funds. Both are actively managed. Over the past year, QMMY returned 15.83% vs 42.60% for QQQG. Their correlation of 0.85 suggests significant overlap in exposure. QMMY charges 0.90%/yr vs 0.49%/yr for QQQG.
Performance
QMMY vs. QQQG - Performance Comparison
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Returns By Period
In the year-to-date period, QMMY achieves a 6.16% return, which is significantly lower than QQQG's 32.43% return.
QMMY
- 1D
- -0.04%
- 1M
- 2.21%
- YTD
- 6.16%
- 6M
- 6.79%
- 1Y
- 15.83%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QQQG
- 1D
- 0.88%
- 1M
- 17.75%
- YTD
- 32.43%
- 6M
- 30.01%
- 1Y
- 42.60%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QMMY vs. QQQG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
QMMY FT Vest Nasdaq-100 Moderate Buffer ETF - May | 6.16% | 15.80% | 4.75% |
QQQG Pacer Nasdaq 100 Top 50 Cash Cows Growth Leaders ETF | 32.43% | 14.72% | 2.23% |
Correlation
The correlation between QMMY and QQQG is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Aug 21, 2024 | 0.85 |
The correlation between QMMY and QQQG has been stable across timeframes, ranging from 0.81 to 0.85 - a consistent structural relationship.
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Return for Risk
QMMY vs. QQQG — Risk / Return Rank
QMMY
QQQG
QMMY vs. QQQG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Vest Nasdaq-100 Moderate Buffer ETF - May (QMMY) and Pacer Nasdaq 100 Top 50 Cash Cows Growth Leaders ETF (QQQG). 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.
| QMMY | QQQG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.37 | ||
| Sortino ratioReturn per unit of downside risk | +0.94 | ||
| Omega ratioGain probability vs. loss probability | 1.53 | 1.37 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 4.17 | 3.10 | +1.06 |
| Martin ratioReturn relative to average drawdown | 24.34 | 11.16 | +13.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QMMY | QQQG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.55 | 2.18 | +0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.40 | 1.20 | +0.19 |
Drawdowns
QMMY vs. QQQG - Drawdown Comparison
The maximum QMMY drawdown since its inception was -12.82%, smaller than the maximum QQQG drawdown of -23.61%. Use the drawdown chart below to compare losses from any high point for QMMY and QQQG.
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Drawdown Indicators
| QMMY | QQQG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.82% | -23.61% | +10.79% |
Max Drawdown (1Y)Largest decline over 1 year | -3.82% | -13.79% | +9.97% |
Current DrawdownCurrent decline from peak | -0.04% | 0.00% | -0.04% |
Average DrawdownAverage peak-to-trough decline | -1.13% | -3.60% | +2.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.65% | 3.83% | -3.18% |
Volatility
QMMY vs. QQQG - Volatility Comparison
The current volatility for FT Vest Nasdaq-100 Moderate Buffer ETF - May (QMMY) is 1.14%, while Pacer Nasdaq 100 Top 50 Cash Cows Growth Leaders ETF (QQQG) has a volatility of 5.26%. This indicates that QMMY experiences smaller price fluctuations and is considered to be less risky than QQQG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QMMY | QQQG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.14% | 5.26% | -4.12% |
Volatility (6M)Calculated over the trailing 6-month period | 4.71% | 16.03% | -11.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.25% | 19.65% | -13.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.87% | 23.41% | -12.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.87% | 23.41% | -12.54% |
QMMY vs. QQQG - Expense Ratio Comparison
QMMY has a 0.90% expense ratio, which is higher than QQQG's 0.49% expense ratio.
Dividends
QMMY vs. QQQG - Dividend Comparison
QMMY has not paid dividends to shareholders, while QQQG's dividend yield for the trailing twelve months is around 0.04%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
QMMY FT Vest Nasdaq-100 Moderate Buffer ETF - May | 0.00% | 0.00% | 0.00% |
QQQG Pacer Nasdaq 100 Top 50 Cash Cows Growth Leaders ETF | 0.04% | 0.06% | 0.11% |
Frequently Asked Questions
QMMY and QQQG have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QQQG has higher volatility (5.26%) compared to QMMY (1.14%). In terms of maximum drawdown, QMMY dropped -12.82% vs QQQG's -23.61%.
On 1-year performance, QQQG leads with 42.60% vs 15.83% for QMMY. On fees, QQQG is cheaper at 0.49% per year. On volatility, QMMY has been the lower-risk option at 1.14%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, QQQG has performed better with a 42.60% return vs 15.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
QQQG is cheaper with a 0.49% expense ratio, compared with 0.90% for QMMY.
QQQG has the higher dividend yield at 0.04%, compared with 0.00% for QMMY.
They also come from different issuers: First Trust and Pacer. Their fees differ too: 0.90% for QMMY and 0.49% for QQQG.
QMMY currently has the higher Sharpe Ratio (2.55 vs 2.18), 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.
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