PortfoliosLab logoPortfoliosLab logo
QQQE vs. FDG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QQQE vs. FDG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion NASDAQ-100 Equal Weighted Index Shares (QQQE) and American Century Focused Dynamic Growth ETF (FDG). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

QQQE vs. FDG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
QQQE
Direxion NASDAQ-100 Equal Weighted Index Shares
-3.54%14.58%6.98%33.76%-24.47%17.93%67.53%
FDG
American Century Focused Dynamic Growth ETF
-10.09%22.13%45.89%37.22%-35.74%8.52%93.61%

Returns By Period

In the year-to-date period, QQQE achieves a -3.54% return, which is significantly higher than FDG's -10.09% return.


QQQE

1D
2.57%
1M
-5.09%
YTD
-3.54%
6M
-2.70%
1Y
13.72%
3Y*
11.59%
5Y*
6.19%
10Y*
13.22%

FDG

1D
4.35%
1M
-4.42%
YTD
-10.09%
6M
-5.30%
1Y
25.52%
3Y*
24.88%
5Y*
8.73%
10Y*
*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.


QQQE vs. FDG - Expense Ratio Comparison

QQQE has a 0.35% expense ratio, which is lower than FDG's 0.45% expense ratio.


Return for Risk

QQQE vs. FDG — Risk / Return Rank

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

QQQE
QQQE Risk / Return Rank: 4343
Overall Rank
QQQE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
QQQE Sortino Ratio Rank: 4242
Sortino Ratio Rank
QQQE Omega Ratio Rank: 4242
Omega Ratio Rank
QQQE Calmar Ratio Rank: 4646
Calmar Ratio Rank
QQQE Martin Ratio Rank: 4848
Martin Ratio Rank

FDG
FDG Risk / Return Rank: 6464
Overall Rank
FDG Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FDG Sortino Ratio Rank: 6969
Sortino Ratio Rank
FDG Omega Ratio Rank: 6464
Omega Ratio Rank
FDG Calmar Ratio Rank: 6565
Calmar Ratio Rank
FDG Martin Ratio Rank: 6060
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.

QQQE vs. FDG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion NASDAQ-100 Equal Weighted Index Shares (QQQE) and American Century Focused Dynamic Growth ETF (FDG). 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.


QQQEFDGDifference

Sharpe ratio

Return per unit of total volatility

0.67

1.08

-0.40

Sortino ratio

Return per unit of downside risk

1.11

1.67

-0.55

Omega ratio

Gain probability vs. loss probability

1.16

1.23

-0.07

Calmar ratio

Return relative to maximum drawdown

1.08

1.58

-0.50

Martin ratio

Return relative to average drawdown

4.38

5.57

-1.19

QQQE vs. FDG - Sharpe Ratio Comparison

The current QQQE Sharpe Ratio is 0.67, which is lower than the FDG Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of QQQE and FDG, 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


QQQEFDGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

1.08

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.36

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.80

-0.11

Correlation

The correlation between QQQE and FDG is 0.89, 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

QQQE vs. FDG - Dividend Comparison

QQQE's dividend yield for the trailing twelve months is around 0.64%, while FDG has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
QQQE
Direxion NASDAQ-100 Equal Weighted Index Shares
0.64%0.52%0.86%0.79%0.98%3.83%0.54%0.74%0.80%0.65%1.17%0.57%
FDG
American Century Focused Dynamic Growth ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.01%0.00%0.00%0.00%0.00%0.00%

Drawdowns

QQQE vs. FDG - Drawdown Comparison

The maximum QQQE drawdown since its inception was -32.14%, smaller than the maximum FDG drawdown of -43.69%. Use the drawdown chart below to compare losses from any high point for QQQE and FDG.


Loading graphics...

Drawdown Indicators


QQQEFDGDifference

Max Drawdown

Largest peak-to-trough decline

-32.14%

-43.69%

+11.55%

Max Drawdown (1Y)

Largest decline over 1 year

-12.74%

-15.71%

+2.97%

Max Drawdown (5Y)

Largest decline over 5 years

-32.14%

-43.69%

+11.55%

Max Drawdown (10Y)

Largest decline over 10 years

-32.14%

Current Drawdown

Current decline from peak

-7.08%

-12.04%

+4.96%

Average Drawdown

Average peak-to-trough decline

-5.22%

-13.75%

+8.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

4.45%

-1.32%

Volatility

QQQE vs. FDG - Volatility Comparison

The current volatility for Direxion NASDAQ-100 Equal Weighted Index Shares (QQQE) is 5.68%, while American Century Focused Dynamic Growth ETF (FDG) has a volatility of 7.98%. This indicates that QQQE experiences smaller price fluctuations and is considered to be less risky than FDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


QQQEFDGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.68%

7.98%

-2.30%

Volatility (6M)

Calculated over the trailing 6-month period

11.03%

14.04%

-3.01%

Volatility (1Y)

Calculated over the trailing 1-year period

20.46%

23.85%

-3.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.33%

24.68%

-4.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.71%

25.05%

-4.34%