QQH vs. LGH
Compare and contrast key facts about HCM Defender 100 Index ETF (QQH) and HCM Defender 500 Index ETF (LGH).
QQH and LGH 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. LGH is a passively managed fund by Howard Capital Management that tracks the performance of the HCM Defender 500 Index. It was launched on Oct 10, 2019. Both QQH and LGH 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 LGH.
Performance
QQH vs. LGH - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with QQH having a 30.13% return and LGH slightly lower at 29.41%.
QQH
30.13%
4.28%
13.68%
36.70%
19.38%
N/A
LGH
29.41%
4.06%
12.53%
37.26%
15.15%
N/A
Key characteristics
| QQH | LGH | |
|---|---|---|
| Sharpe Ratio | 1.78 | 2.26 |
| Sortino Ratio | 2.34 | 2.92 |
| Omega Ratio | 1.32 | 1.41 |
| Calmar Ratio | 1.92 | 2.25 |
| Martin Ratio | 7.22 | 11.03 |
| Ulcer Index | 5.09% | 3.38% |
| Daily Std Dev | 20.65% | 16.48% |
| Max Drawdown | -41.87% | -29.60% |
| Current Drawdown | -2.46% | -0.80% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
QQH vs. LGH - Expense Ratio Comparison
QQH has a 1.14% expense ratio, which is lower than LGH's 1.23% expense ratio.
Correlation
The correlation between QQH and LGH is 0.88, 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. LGH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HCM Defender 100 Index ETF (QQH) and HCM Defender 500 Index ETF (LGH). 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. LGH - Dividend Comparison
QQH's dividend yield for the trailing twelve months is around 0.21%, less than LGH's 0.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
QQH HCM Defender 100 Index ETF | 0.21% | 0.27% | 0.00% | 0.00% | 0.00% | 0.21% |
LGH HCM Defender 500 Index ETF | 0.48% | 0.63% | 0.61% | 0.14% | 0.23% | 0.17% |
Drawdowns
QQH vs. LGH - Drawdown Comparison
The maximum QQH drawdown since its inception was -41.87%, which is greater than LGH's maximum drawdown of -29.60%. Use the drawdown chart below to compare losses from any high point for QQH and LGH. For additional features, visit the drawdowns tool.
Volatility
QQH vs. LGH - Volatility Comparison
HCM Defender 100 Index ETF (QQH) has a higher volatility of 7.53% compared to HCM Defender 500 Index ETF (LGH) at 5.61%. This indicates that QQH's price experiences larger fluctuations and is considered to be riskier than LGH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.