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QQQ vs. SWERX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QQQ vs. SWERX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco QQQ ETF (QQQ) and Schwab Target 2040 Fund (SWERX). 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 -4.65% return, which is significantly lower than SWERX's -0.56% return. Over the past 10 years, QQQ has outperformed SWERX with an annualized return of 19.05%, while SWERX has yielded a comparatively lower 9.39% annualized return.


QQQ

1D
0.11%
1M
-3.81%
YTD
-4.65%
6M
-2.77%
1Y
39.07%
3Y*
22.97%
5Y*
13.18%
10Y*
19.05%

SWERX

1D
-0.05%
1M
-2.49%
YTD
-0.56%
6M
1.26%
1Y
25.89%
3Y*
13.69%
5Y*
7.04%
10Y*
9.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQQ vs. SWERX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QQQ
Invesco QQQ ETF
-4.65%20.77%25.58%54.86%-32.58%27.42%48.62%38.96%-0.13%32.66%
SWERX
Schwab Target 2040 Fund
-0.56%17.71%12.74%19.06%-18.57%15.65%14.44%23.01%-9.11%20.48%

Correlation

The correlation between QQQ and SWERX is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they'll tend to fall together during downturns. For meaningful risk reduction, look for holdings with correlations below 0.5.


QQQ vs. SWERX - Expense Ratio Comparison

QQQ has a 0.18% expense ratio, which is higher than SWERX's 0.00% 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%.


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Return for Risk

QQQ vs. SWERX — Risk / Return Rank

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

QQQ
QQQ Risk / Return Rank: 5858
Overall Rank
QQQ Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 5959
Sortino Ratio Rank
QQQ Omega Ratio Rank: 5959
Omega Ratio Rank
QQQ Calmar Ratio Rank: 6060
Calmar Ratio Rank
QQQ Martin Ratio Rank: 5757
Martin Ratio Rank

SWERX
SWERX Risk / Return Rank: 6161
Overall Rank
SWERX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SWERX Sortino Ratio Rank: 6060
Sortino Ratio Rank
SWERX Omega Ratio Rank: 5858
Omega Ratio Rank
SWERX Calmar Ratio Rank: 6161
Calmar Ratio Rank
SWERX Martin Ratio Rank: 6666
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. SWERX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco QQQ ETF (QQQ) and Schwab Target 2040 Fund (SWERX). 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.


QQQSWERXDifference

Sharpe ratio

Return per unit of total volatility

1.04

1.25

-0.22

Sortino ratio

Return per unit of downside risk

1.62

1.82

-0.20

Omega ratio

Gain probability vs. loss probability

1.23

1.27

-0.03

Calmar ratio

Return relative to maximum drawdown

1.93

1.83

+0.10

Martin ratio

Return relative to average drawdown

7.00

7.99

-0.98

QQQ vs. SWERX - Sharpe Ratio Comparison

The current QQQ Sharpe Ratio is 1.04, which is comparable to the SWERX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of QQQ and SWERX, 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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Sharpe Ratios by Period


QQQSWERXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

1.25

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.47

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

0.64

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.51

-0.13

Drawdowns

QQQ vs. SWERX - Drawdown Comparison

The maximum QQQ drawdown since its inception was -82.97%, which is greater than SWERX's maximum drawdown of -48.24%. Use the drawdown chart below to compare losses from any high point for QQQ and SWERX.


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Drawdown Indicators


QQQSWERXDifference

Max Drawdown

Largest peak-to-trough decline

-82.97%

-48.24%

-34.73%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

-8.08%

-3.88%

Max Drawdown (5Y)

Largest decline over 5 years

-35.12%

-30.40%

-4.72%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

-30.40%

-4.72%

Current Drawdown

Current decline from peak

-7.75%

-5.17%

-2.58%

Average Drawdown

Average peak-to-trough decline

-32.98%

-7.20%

-25.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

2.15%

+1.33%

Volatility

QQQ vs. SWERX - Volatility Comparison

Invesco QQQ ETF (QQQ) has a higher volatility of 6.38% compared to Schwab Target 2040 Fund (SWERX) at 4.81%. This indicates that QQQ's price experiences larger fluctuations and is considered to be riskier than SWERX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQQSWERXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.38%

4.81%

+1.57%

Volatility (6M)

Calculated over the trailing 6-month period

12.82%

7.88%

+4.94%

Volatility (1Y)

Calculated over the trailing 1-year period

22.69%

13.30%

+9.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.37%

14.95%

+7.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.24%

14.82%

+7.42%

Dividends

QQQ vs. SWERX - Dividend Comparison

QQQ's dividend yield for the trailing twelve months is around 0.48%, less than SWERX's 7.23% yield.


TTM20252024202320222021202020192018201720162015
QQQ
Invesco QQQ ETF
0.48%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%
SWERX
Schwab Target 2040 Fund
7.23%7.19%5.00%3.83%8.31%6.96%3.33%7.69%8.57%4.13%6.76%10.85%