PortfoliosLab logo
QQQ vs. SCHG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QQQ and SCHG is 0.90, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

QQQ vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco QQQ (QQQ) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

700.00%800.00%900.00%1,000.00%1,100.00%1,200.00%1,300.00%NovemberDecember2025FebruaryMarchApril
1,114.68%
802.11%
QQQ
SCHG

Key characteristics

Sharpe Ratio

QQQ:

0.49

SCHG:

0.56

Sortino Ratio

QQQ:

0.85

SCHG:

0.93

Omega Ratio

QQQ:

1.12

SCHG:

1.13

Calmar Ratio

QQQ:

0.54

SCHG:

0.59

Martin Ratio

QQQ:

1.86

SCHG:

2.11

Ulcer Index

QQQ:

6.59%

SCHG:

6.57%

Daily Std Dev

QQQ:

25.26%

SCHG:

25.00%

Max Drawdown

QQQ:

-82.98%

SCHG:

-34.59%

Current Drawdown

QQQ:

-13.25%

SCHG:

-14.31%

Returns By Period

In the year-to-date period, QQQ achieves a -8.45% return, which is significantly higher than SCHG's -10.53% return. Over the past 10 years, QQQ has outperformed SCHG with an annualized return of 16.49%, while SCHG has yielded a comparatively lower 14.72% annualized return.


QQQ

YTD

-8.45%

1M

-5.29%

6M

-4.78%

1Y

10.24%

5Y*

17.72%

10Y*

16.49%

SCHG

YTD

-10.53%

1M

-5.76%

6M

-5.58%

1Y

12.06%

5Y*

18.22%

10Y*

14.72%

*Annualized

Compare stocks, funds, or ETFs

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


QQQ vs. SCHG - Expense Ratio Comparison

QQQ has a 0.20% expense ratio, which is higher than SCHG's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for QQQ: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QQQ: 0.20%
Expense ratio chart for SCHG: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHG: 0.04%

Risk-Adjusted Performance

QQQ vs. SCHG — Risk-Adjusted Performance Rank

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

QQQ
The Risk-Adjusted Performance Rank of QQQ is 6161
Overall Rank
The Sharpe Ratio Rank of QQQ is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 6161
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 6161
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6767
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5959
Martin Ratio Rank

SCHG
The Risk-Adjusted Performance Rank of SCHG is 6565
Overall Rank
The Sharpe Ratio Rank of SCHG is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 6565
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 7070
Calmar Ratio Rank
The Martin Ratio Rank of SCHG is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

QQQ vs. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco QQQ (QQQ) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.


The chart of Sharpe ratio for QQQ, currently valued at 0.49, compared to the broader market-1.000.001.002.003.004.00
QQQ: 0.49
SCHG: 0.56
The chart of Sortino ratio for QQQ, currently valued at 0.85, compared to the broader market-2.000.002.004.006.008.00
QQQ: 0.85
SCHG: 0.93
The chart of Omega ratio for QQQ, currently valued at 1.12, compared to the broader market0.501.001.502.002.50
QQQ: 1.12
SCHG: 1.13
The chart of Calmar ratio for QQQ, currently valued at 0.54, compared to the broader market0.002.004.006.008.0010.0012.00
QQQ: 0.54
SCHG: 0.59
The chart of Martin ratio for QQQ, currently valued at 1.86, compared to the broader market0.0020.0040.0060.00
QQQ: 1.86
SCHG: 2.11

The current QQQ Sharpe Ratio is 0.49, which is comparable to the SCHG Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of QQQ and SCHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.49
0.56
QQQ
SCHG

Dividends

QQQ vs. SCHG - Dividend Comparison

QQQ's dividend yield for the trailing twelve months is around 0.64%, more than SCHG's 0.45% yield.


TTM20242023202220212020201920182017201620152014
QQQ
Invesco QQQ
0.64%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.45%0.40%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%

Drawdowns

QQQ vs. SCHG - Drawdown Comparison

The maximum QQQ drawdown since its inception was -82.98%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for QQQ and SCHG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.25%
-14.31%
QQQ
SCHG

Volatility

QQQ vs. SCHG - Volatility Comparison

Invesco QQQ (QQQ) and Schwab U.S. Large-Cap Growth ETF (SCHG) have volatilities of 16.89% and 16.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
16.89%
16.65%
QQQ
SCHG