PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
QQJG vs. FNCMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

QQJG vs. FNCMX

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco ESG NASDAQ Next Gen 100 ETF (QQJG) and Fidelity NASDAQ Composite Index Fund (FNCMX).

QQJG is a passively managed fund by Invesco that tracks the performance of the Nasdaq Next Generation 100 ESG Index - Benchmark TR Gross. It was launched on Oct 27, 2021. FNCMX is managed by Fidelity.

Performance

QQJG vs. FNCMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco ESG NASDAQ Next Gen 100 ETF (QQJG) and Fidelity NASDAQ Composite Index Fund (FNCMX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

QQJG vs. FNCMX - Yearly Performance Comparison

2026 (YTD)20252024202320222021
QQJG
Invesco ESG NASDAQ Next Gen 100 ETF		1.44%18.05%14.67%17.20%-27.69%0.91%
FNCMX
Fidelity NASDAQ Composite Index Fund		-6.99%21.11%29.48%45.13%-32.40%2.91%

Returns By Period

In the year-to-date period, QQJG achieves a 1.44% return, which is significantly higher than FNCMX's -6.99% return.

QQJG

1D
0.00%
1M
0.00%
YTD
1.44%
6M
3.25%
1Y
27.88%
3Y*
14.20%
5Y*
—
10Y*
—

FNCMX

1D
3.83%
1M
-5.04%
YTD
-6.99%
6M
-4.89%
1Y
24.46%
3Y*
21.83%
5Y*
10.80%
10Y*
16.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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

Invesco ESG NASDAQ Next Gen 100 ETF

Fidelity NASDAQ Composite Index Fund

Often compared with QQJG:
QQJG vs. QQQQQJG vs. QQQJQQJG vs. FDLQQJG vs. ^NDXQQJG vs. MGKQQJG vs. JEPQQQJG vs. QQMG
Often compared with FNCMX:
FNCMX vs. QQQFNCMX vs. FXAIXFNCMX vs. ONEQFNCMX vs. VOOFNCMX vs. VUGFNCMX vs. SWLGXFNCMX vs. SPYG

QQJG vs. FNCMX - Expense Ratio Comparison

QQJG has a 0.20% expense ratio, which is lower than FNCMX's 0.29% expense ratio.

FNCMX
Fidelity NASDAQ Composite Index Fund
QQJG
Invesco ESG NASDAQ Next Gen 100 ETF

Return for Risk

QQJG vs. FNCMX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
QQJG
QQJG Risk / Return Rank: 7070
Overall Rank
QQJG Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
QQJG Sortino Ratio Rank: 7272
Sortino Ratio Rank
QQJG Omega Ratio Rank: 7373
Omega Ratio Rank
QQJG Calmar Ratio Rank: 6262
Calmar Ratio Rank
QQJG Martin Ratio Rank: 7373
Martin Ratio Rank
FNCMX
FNCMX Risk / Return Rank: 6868
Overall Rank
FNCMX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
FNCMX Sortino Ratio Rank: 6666
Sortino Ratio Rank
FNCMX Omega Ratio Rank: 6262
Omega Ratio Rank
FNCMX Calmar Ratio Rank: 7979
Calmar Ratio Rank
FNCMX Martin Ratio Rank: 7373
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.

QQJG vs. FNCMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco ESG NASDAQ Next Gen 100 ETF (QQJG) and Fidelity NASDAQ Composite Index Fund (FNCMX). 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.

QQJGFNCMXDifference

Sharpe ratio

Return per unit of total volatility

1.30

1.10

+0.20

Sortino ratio

Return per unit of downside risk

1.90

1.70

+0.20

Omega ratio

Gain probability vs. loss probability

1.29

1.24

+0.05

Calmar ratio

Return relative to maximum drawdown

1.73

1.92

-0.18

Martin ratio

Return relative to average drawdown

8.45

7.03

+1.41

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QQJG vs. FNCMX - Sharpe Ratio Comparison

The current QQJG Sharpe Ratio is 1.30, which is comparable to the FNCMX Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of QQJG and FNCMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading graphics...

Sharpe Ratios by Period

QQJGFNCMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

1.10

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.48

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.77

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.53

-0.36

Correlation

The correlation between QQJG and FNCMX is 0.83, 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.

Dividends

QQJG vs. FNCMX - Dividend Comparison

QQJG's dividend yield for the trailing twelve months is around 13.86%, more than FNCMX's 0.55% yield.

TTM20252024202320222021202020192018201720162015
QQJG
Invesco ESG NASDAQ Next Gen 100 ETF		13.86%0.68%0.65%0.54%0.70%0.08%0.00%0.00%0.00%0.00%0.00%0.00%
FNCMX
Fidelity NASDAQ Composite Index Fund		0.55%0.51%0.61%0.67%0.88%0.47%0.67%4.41%1.93%0.03%1.01%1.50%

Drawdowns

QQJG vs. FNCMX - Drawdown Comparison

The maximum QQJG drawdown since its inception was -36.76%, smaller than the maximum FNCMX drawdown of -55.08%. Use the drawdown chart below to compare losses from any high point for QQJG and FNCMX.

Loading graphics...

Drawdown Indicators

QQJGFNCMXDifference

Max Drawdown

Largest peak-to-trough decline

-36.76%

-55.08%

+18.32%

Max Drawdown (1Y)

Largest decline over 1 year

-14.51%

-13.25%

-1.26%

Max Drawdown (5Y)

Largest decline over 5 years

—

-35.64%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-35.64%

—

Current Drawdown

Current decline from peak

-2.09%

-9.68%

+7.59%

Average Drawdown

Average peak-to-trough decline

-15.84%

-7.91%

-7.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

3.61%

-0.64%

Volatility

QQJG vs. FNCMX - Volatility Comparison

The current volatility for Invesco ESG NASDAQ Next Gen 100 ETF (QQJG) is 0.00%, while Fidelity NASDAQ Composite Index Fund (FNCMX) has a volatility of 6.98%. This indicates that QQJG experiences smaller price fluctuations and is considered to be less risky than FNCMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

QQJGFNCMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

6.98%

-6.98%

Volatility (6M)

Calculated over the trailing 6-month period

11.78%

13.04%

-1.26%

Volatility (1Y)

Calculated over the trailing 1-year period

21.80%

23.31%

-1.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.12%

22.47%

-0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.12%

22.01%

+0.11%