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QQQN vs. QQQM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QQQN and QQQM is 0.75, 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.


Performance

QQQN vs. QQQM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares Nasdaq Next 50 ETF (QQQN) and Invesco NASDAQ 100 ETF (QQQM). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


QQQN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

QQQM

YTD

2.30%

1M

17.54%

6M

4.76%

1Y

16.33%

3Y*

22.74%

5Y*

N/A

10Y*

N/A

*Annualized

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VictoryShares Nasdaq Next 50 ETF

Invesco NASDAQ 100 ETF

QQQN vs. QQQM - Expense Ratio Comparison

QQQN has a 0.18% expense ratio, which is higher than QQQM's 0.15% 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%.


Risk-Adjusted Performance

QQQN vs. QQQM — Risk-Adjusted Performance Rank

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

QQQN
The Risk-Adjusted Performance Rank of QQQN is 6565
Overall Rank
The Sharpe Ratio Rank of QQQN is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQN is 7373
Sortino Ratio Rank
The Omega Ratio Rank of QQQN is 7070
Omega Ratio Rank
The Calmar Ratio Rank of QQQN is 4141
Calmar Ratio Rank
The Martin Ratio Rank of QQQN is 7070
Martin Ratio Rank

QQQM
The Risk-Adjusted Performance Rank of QQQM is 6262
Overall Rank
The Sharpe Ratio Rank of QQQM is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQM is 6161
Sortino Ratio Rank
The Omega Ratio Rank of QQQM is 6262
Omega Ratio Rank
The Calmar Ratio Rank of QQQM is 6767
Calmar Ratio Rank
The Martin Ratio Rank of QQQM is 5959
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.

QQQN vs. QQQM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares Nasdaq Next 50 ETF (QQQN) and Invesco NASDAQ 100 ETF (QQQM). 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.



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Dividends

QQQN vs. QQQM - Dividend Comparison

QQQN has not paid dividends to shareholders, while QQQM's dividend yield for the trailing twelve months is around 0.58%.


TTM20242023202220212020
QQQN
VictoryShares Nasdaq Next 50 ETF
0.38%0.72%0.64%0.90%0.33%0.13%
QQQM
Invesco NASDAQ 100 ETF
0.58%0.61%0.65%0.83%0.40%0.16%

Drawdowns

QQQN vs. QQQM - Drawdown Comparison


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Volatility

QQQN vs. QQQM - Volatility Comparison


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