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QQQ vs. FTRNX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QQQ vs. FTRNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco QQQ ETF (QQQ) and Fidelity Trend Fund (FTRNX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QQQ achieves a 17.57% return, which is significantly higher than FTRNX's 14.86% return. Over the past 10 years, QQQ has outperformed FTRNX with an annualized return of 21.79%, while FTRNX has yielded a comparatively lower 19.25% annualized return.


QQQ

1D
0.59%
1M
0.93%
YTD
17.57%
6M
17.85%
1Y
35.82%
3Y*
26.43%
5Y*
16.85%
10Y*
21.79%

FTRNX

1D
3.65%
1M
-1.02%
YTD
14.86%
6M
15.64%
1Y
32.31%
3Y*
29.03%
5Y*
16.42%
10Y*
19.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQQ vs. FTRNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QQQ
Invesco QQQ ETF
17.57%20.77%25.58%54.86%-32.58%27.42%48.62%38.96%-0.13%32.66%
FTRNX
Fidelity Trend Fund
14.86%18.77%40.43%44.39%-33.66%22.86%47.01%36.12%-5.48%29.09%

Correlation

The correlation between QQQ and FTRNX is 0.92, 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

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (10Y)
Calculated over the trailing 10-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Mar 10, 1999

0.90

The correlation between QQQ and FTRNX has been stable across timeframes, ranging from 0.90 to 0.96 - a consistent structural relationship.

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Return for Risk

QQQ vs. FTRNX — Risk / Return Rank

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

QQQ
QQQ Risk / Return Rank: 7171
Overall Rank
QQQ Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 7070
Sortino Ratio Rank
QQQ Omega Ratio Rank: 7373
Omega Ratio Rank
QQQ Calmar Ratio Rank: 6969
Calmar Ratio Rank
QQQ Martin Ratio Rank: 7070
Martin Ratio Rank

FTRNX
FTRNX Risk / Return Rank: 4444
Overall Rank
FTRNX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
FTRNX Sortino Ratio Rank: 4040
Sortino Ratio Rank
FTRNX Omega Ratio Rank: 4242
Omega Ratio Rank
FTRNX Calmar Ratio Rank: 4949
Calmar Ratio Rank
FTRNX Martin Ratio Rank: 4545
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.

QQQ vs. FTRNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco QQQ ETF (QQQ) and Fidelity Trend Fund (FTRNX). 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.


QQQFTRNXDifference
Sharpe ratioReturn per unit of total volatility

+0.54

Sortino ratioReturn per unit of downside risk

+0.64

Omega ratioGain probability vs. loss probability

1.37

1.27

+0.09

Calmar ratioReturn relative to maximum drawdown

3.01

2.19

+0.82

Martin ratioReturn relative to average drawdown

11.22

7.81

+3.41

QQQ vs. FTRNX - Sharpe Ratio Comparison

The current QQQ Sharpe Ratio is 2.09, which is higher than the FTRNX Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of QQQ and FTRNX, 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

QQQ vs. FTRNX - Drawdown Comparison

The maximum QQQ drawdown since its inception was -82.97%, which is greater than FTRNX's maximum drawdown of -56.26%. Use the drawdown chart below to compare losses from any high point for QQQ and FTRNX.


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Drawdown Indicators


QQQFTRNXDifference

Max Drawdown

Largest peak-to-trough decline

-82.97%

-56.26%

-26.71%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

-14.92%

+2.96%

Max Drawdown (3Y)

Largest decline over 3 years

-22.77%

-32.97%

+10.20%

Max Drawdown (5Y)

Largest decline over 5 years

-35.12%

-39.05%

+3.93%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

-39.05%

+3.93%

Current Drawdown

Current decline from peak

-3.33%

-3.54%

+0.21%

Average Drawdown

Average peak-to-trough decline

-32.75%

-10.54%

-22.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

4.18%

-0.98%

Volatility

QQQ vs. FTRNX - Volatility Comparison

The current volatility for Invesco QQQ ETF (QQQ) is 7.56%, while Fidelity Trend Fund (FTRNX) has a volatility of 8.44%. This indicates that QQQ experiences smaller price fluctuations and is considered to be less risky than FTRNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQQFTRNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.56%

8.44%

-0.88%

Volatility (6M)

Calculated over the trailing 6-month period

13.81%

16.94%

-3.13%

Volatility (1Y)

Calculated over the trailing 1-year period

17.19%

21.05%

-3.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.55%

26.54%

-3.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.38%

24.11%

-1.73%

QQQ vs. FTRNX - Expense Ratio Comparison

QQQ has a 0.18% expense ratio, which is lower than FTRNX's 0.73% expense ratio.


Dividends

QQQ vs. FTRNX - Dividend Comparison

QQQ's dividend yield for the trailing twelve months is around 0.39%, less than FTRNX's 5.59% yield.


PositionTTM20252024202320222021202020192018201720162015
FTRNX
Fidelity Trend Fund
5.59%8.23%15.26%4.69%5.34%7.80%4.44%9.65%8.30%8.62%5.25%6.44%
QQQ
Invesco QQQ ETF
0.39%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%

Frequently Asked Questions


With a correlation of 0.92, QQQ and FTRNX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FTRNX has higher volatility (8.44%) compared to QQQ (7.56%). In terms of maximum drawdown, QQQ dropped -82.97% vs FTRNX's -56.26%.

QQQ currently has the higher Sharpe Ratio (2.09 vs 1.55), 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.

Portfolio Optimizer

Find the right allocation for QQQ and FTRNX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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