QQH vs. FNGS
Compare and contrast key facts about HCM Defender 100 Index ETF (QQH) and MicroSectors FANG+ ETN (FNGS).
QQH and FNGS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QQH is a passively managed fund by Howard Capital Management that tracks the performance of the HCM Defender 100 Index. It was launched on Oct 10, 2019. FNGS is a passively managed fund by BMO Financial Group that tracks the performance of the NYSE FANG+ Index. It was launched on Nov 12, 2019. Both QQH and FNGS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QQH or FNGS.
Performance
QQH vs. FNGS - Performance Comparison
Returns By Period
In the year-to-date period, QQH achieves a 29.86% return, which is significantly lower than FNGS's 41.84% return.
QQH
29.86%
1.79%
15.04%
36.41%
19.35%
N/A
FNGS
41.84%
3.60%
18.67%
48.74%
33.92%
N/A
Key characteristics
| QQH | FNGS | |
|---|---|---|
| Sharpe Ratio | 1.81 | 1.99 |
| Sortino Ratio | 2.37 | 2.57 |
| Omega Ratio | 1.32 | 1.34 |
| Calmar Ratio | 1.95 | 2.77 |
| Martin Ratio | 7.33 | 9.00 |
| Ulcer Index | 5.08% | 5.48% |
| Daily Std Dev | 20.65% | 24.73% |
| Max Drawdown | -41.87% | -48.98% |
| Current Drawdown | -2.67% | -1.22% |
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QQH vs. FNGS - Expense Ratio Comparison
QQH has a 1.14% expense ratio, which is higher than FNGS's 0.58% expense ratio.
Correlation
The correlation between QQH and FNGS is 0.85, 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.
Risk-Adjusted Performance
QQH vs. FNGS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HCM Defender 100 Index ETF (QQH) and MicroSectors FANG+ ETN (FNGS). 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.
Dividends
QQH vs. FNGS - Dividend Comparison
QQH's dividend yield for the trailing twelve months is around 0.21%, while FNGS has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
QQH HCM Defender 100 Index ETF | 0.21% | 0.27% | 0.00% | 0.00% | 0.00% | 0.21% |
FNGS MicroSectors FANG+ ETN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
QQH vs. FNGS - Drawdown Comparison
The maximum QQH drawdown since its inception was -41.87%, smaller than the maximum FNGS drawdown of -48.98%. Use the drawdown chart below to compare losses from any high point for QQH and FNGS. For additional features, visit the drawdowns tool.
Volatility
QQH vs. FNGS - Volatility Comparison
HCM Defender 100 Index ETF (QQH) has a higher volatility of 7.60% compared to MicroSectors FANG+ ETN (FNGS) at 6.77%. This indicates that QQH's price experiences larger fluctuations and is considered to be riskier than FNGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.