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SDIVX vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SDIVX and QQQ is 0.74, 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

SDIVX vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stock Dividend Fund (SDIVX) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SDIVX:

0.47

QQQ:

0.64

Sortino Ratio

SDIVX:

1.89

QQQ:

1.12

Omega Ratio

SDIVX:

1.67

QQQ:

1.16

Calmar Ratio

SDIVX:

1.27

QQQ:

0.78

Martin Ratio

SDIVX:

14.38

QQQ:

2.53

Ulcer Index

SDIVX:

2.67%

QQQ:

6.98%

Daily Std Dev

SDIVX:

80.64%

QQQ:

25.46%

Max Drawdown

SDIVX:

-59.43%

QQQ:

-82.98%

Current Drawdown

SDIVX:

-0.68%

QQQ:

-3.19%

Returns By Period

In the year-to-date period, SDIVX achieves a 31.19% return, which is significantly higher than QQQ's 2.16% return. Over the past 10 years, SDIVX has underperformed QQQ with an annualized return of 9.81%, while QQQ has yielded a comparatively higher 17.75% annualized return.


SDIVX

YTD

31.19%

1M

-0.37%

6M

29.86%

1Y

37.05%

5Y*

19.81%

10Y*

9.81%

QQQ

YTD

2.16%

1M

17.43%

6M

5.35%

1Y

16.14%

5Y*

18.94%

10Y*

17.75%

*Annualized

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SDIVX vs. QQQ - Expense Ratio Comparison

SDIVX has a 0.85% expense ratio, which is higher than QQQ's 0.20% expense ratio.


Risk-Adjusted Performance

SDIVX vs. QQQ — Risk-Adjusted Performance Rank

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

SDIVX
The Risk-Adjusted Performance Rank of SDIVX is 8383
Overall Rank
The Sharpe Ratio Rank of SDIVX is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of SDIVX is 8686
Sortino Ratio Rank
The Omega Ratio Rank of SDIVX is 9696
Omega Ratio Rank
The Calmar Ratio Rank of SDIVX is 8888
Calmar Ratio Rank
The Martin Ratio Rank of SDIVX is 9696
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 6565
Overall Rank
The Sharpe Ratio Rank of QQQ is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 6565
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 6666
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 7171
Calmar Ratio Rank
The Martin Ratio Rank of QQQ 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.

SDIVX vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Stock Dividend Fund (SDIVX) and Invesco QQQ (QQQ). 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 current SDIVX Sharpe Ratio is 0.47, which is comparable to the QQQ Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of SDIVX and QQQ, 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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Dividends

SDIVX vs. QQQ - Dividend Comparison

SDIVX's dividend yield for the trailing twelve months is around 51.47%, more than QQQ's 0.57% yield.


TTM20242023202220212020201920182017201620152014
SDIVX
Stock Dividend Fund
51.47%5.56%17.11%7.49%21.59%3.11%2.62%2.75%2.51%4.08%3.50%2.35%
QQQ
Invesco QQQ
0.57%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

SDIVX vs. QQQ - Drawdown Comparison

The maximum SDIVX drawdown since its inception was -59.43%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for SDIVX and QQQ. For additional features, visit the drawdowns tool.


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Volatility

SDIVX vs. QQQ - Volatility Comparison

The current volatility for Stock Dividend Fund (SDIVX) is 0.37%, while Invesco QQQ (QQQ) has a volatility of 6.50%. This indicates that SDIVX experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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