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QQQX vs. FNGS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QQQX vs. FNGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen NASDAQ 100 Dynamic Overwrite Fund (QQQX) and MicroSectors FANG+ ETN (FNGS). The values are adjusted to include any dividend payments, if applicable.

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QQQX vs. FNGS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
QQQX
Nuveen NASDAQ 100 Dynamic Overwrite Fund
-0.51%14.87%25.61%21.68%-27.39%25.32%15.75%2.75%
FNGS
MicroSectors FANG+ ETN
-10.61%18.64%51.99%95.24%-40.32%16.96%101.99%10.91%

Returns By Period

In the year-to-date period, QQQX achieves a -0.51% return, which is significantly higher than FNGS's -10.61% return.


QQQX

1D
4.05%
1M
1.77%
YTD
-0.51%
6M
4.98%
1Y
26.55%
3Y*
13.53%
5Y*
8.16%
10Y*
11.87%

FNGS

1D
2.05%
1M
-3.29%
YTD
-10.61%
6M
-12.74%
1Y
20.77%
3Y*
31.31%
5Y*
16.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QQQX vs. FNGS - Expense Ratio Comparison

QQQX has a 0.92% expense ratio, which is higher than FNGS's 0.58% expense ratio.


Return for Risk

QQQX vs. FNGS — Risk / Return Rank

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

QQQX
QQQX Risk / Return Rank: 7878
Overall Rank
QQQX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
QQQX Sortino Ratio Rank: 7373
Sortino Ratio Rank
QQQX Omega Ratio Rank: 7575
Omega Ratio Rank
QQQX Calmar Ratio Rank: 8484
Calmar Ratio Rank
QQQX Martin Ratio Rank: 9191
Martin Ratio Rank

FNGS
FNGS Risk / Return Rank: 3939
Overall Rank
FNGS Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
FNGS Sortino Ratio Rank: 4646
Sortino Ratio Rank
FNGS Omega Ratio Rank: 4242
Omega Ratio Rank
FNGS Calmar Ratio Rank: 3636
Calmar Ratio Rank
FNGS Martin Ratio Rank: 3232
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.

QQQX vs. FNGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen NASDAQ 100 Dynamic Overwrite Fund (QQQX) and MicroSectors FANG+ ETN (FNGS). 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.


QQQXFNGSDifference

Sharpe ratio

Return per unit of total volatility

1.26

0.77

+0.49

Sortino ratio

Return per unit of downside risk

1.87

1.32

+0.55

Omega ratio

Gain probability vs. loss probability

1.29

1.17

+0.12

Calmar ratio

Return relative to maximum drawdown

2.10

0.96

+1.13

Martin ratio

Return relative to average drawdown

10.38

2.94

+7.44

QQQX vs. FNGS - Sharpe Ratio Comparison

The current QQQX Sharpe Ratio is 1.26, which is higher than the FNGS Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of QQQX and FNGS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QQQXFNGSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

0.77

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.54

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.91

-0.45

Correlation

The correlation between QQQX and FNGS is 0.76, 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

QQQX vs. FNGS - Dividend Comparison

QQQX's dividend yield for the trailing twelve months is around 8.27%, while FNGS has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
QQQX
Nuveen NASDAQ 100 Dynamic Overwrite Fund
8.27%7.85%6.73%7.26%9.66%5.85%6.00%6.49%8.40%5.95%7.54%7.23%
FNGS
MicroSectors FANG+ ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

QQQX vs. FNGS - Drawdown Comparison

The maximum QQQX drawdown since its inception was -57.25%, which is greater than FNGS's maximum drawdown of -48.98%. Use the drawdown chart below to compare losses from any high point for QQQX and FNGS.


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Drawdown Indicators


QQQXFNGSDifference

Max Drawdown

Largest peak-to-trough decline

-57.25%

-48.98%

-8.27%

Max Drawdown (1Y)

Largest decline over 1 year

-12.93%

-22.93%

+10.00%

Max Drawdown (5Y)

Largest decline over 5 years

-29.33%

-48.98%

+19.65%

Max Drawdown (10Y)

Largest decline over 10 years

-35.96%

Current Drawdown

Current decline from peak

-0.86%

-17.66%

+16.80%

Average Drawdown

Average peak-to-trough decline

-8.09%

-11.02%

+2.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

7.52%

-4.91%

Volatility

QQQX vs. FNGS - Volatility Comparison

The current volatility for Nuveen NASDAQ 100 Dynamic Overwrite Fund (QQQX) is 8.15%, while MicroSectors FANG+ ETN (FNGS) has a volatility of 8.61%. This indicates that QQQX experiences smaller price fluctuations and is considered to be less risky than FNGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQQXFNGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.15%

8.61%

-0.46%

Volatility (6M)

Calculated over the trailing 6-month period

11.99%

15.82%

-3.83%

Volatility (1Y)

Calculated over the trailing 1-year period

21.13%

27.04%

-5.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.80%

29.98%

-10.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.05%

31.34%

-10.29%