TSCM vs. QQQJ
TSCM (TimesSquare Quality Mid Cap Growth ETF) and QQQJ (Invesco NASDAQ Next Gen 100 ETF) are both Mid Cap Growth Equities funds. TSCM is actively managed, while QQQJ is passively managed. Their correlation of 0.81 suggests significant overlap in exposure. TSCM charges 0.55%/yr vs 0.15%/yr for QQQJ.
Performance
TSCM vs. QQQJ - Performance Comparison
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Returns By Period
In the year-to-date period, TSCM achieves a 2.68% return, which is significantly lower than QQQJ's 20.04% return.
TSCM
- 1D
- -1.29%
- 1M
- 3.17%
- YTD
- 2.68%
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QQQJ
- 1D
- -1.14%
- 1M
- 2.22%
- YTD
- 20.04%
- 6M
- 17.68%
- 1Y
- 41.94%
- 3Y*
- 21.29%
- 5Y*
- 6.21%
- 10Y*
- —
TSCM vs. QQQJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TSCM TimesSquare Quality Mid Cap Growth ETF | 2.68% | -1.32% |
QQQJ Invesco NASDAQ Next Gen 100 ETF | 20.04% | -1.10% |
Correlation
The correlation between TSCM and QQQJ is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 30, 2025 | 0.81 |
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Return for Risk
TSCM vs. QQQJ — Risk / Return Rank
TSCM
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
QQQJ
TSCM vs. QQQJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TimesSquare Quality Mid Cap Growth ETF (TSCM) and Invesco NASDAQ Next Gen 100 ETF (QQQJ). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TSCM | QQQJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.38 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.56 | — |
| Martin ratioReturn relative to average drawdown | — | 14.75 | — |
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Drawdowns
TSCM vs. QQQJ - Drawdown Comparison
The maximum TSCM drawdown since its inception was -14.87%, smaller than the maximum QQQJ drawdown of -39.57%. Use the drawdown chart below to compare losses from any high point for TSCM and QQQJ.
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Drawdown Indicators
| TSCM | QQQJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.87% | -39.57% | +24.70% |
Max Drawdown (1Y)Largest decline over 1 year | — | -11.84% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.46% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -39.57% | — |
Current DrawdownCurrent decline from peak | -1.52% | -3.24% | +1.72% |
Average DrawdownAverage peak-to-trough decline | -5.79% | -15.62% | +9.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.85% | — |
Volatility
TSCM vs. QQQJ - Volatility Comparison
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Volatility by Period
| TSCM | QQQJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 7.18% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 15.70% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 21.15% | 19.00% | +2.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.15% | 22.18% | -1.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.15% | 22.11% | -0.96% |
TSCM vs. QQQJ - Expense Ratio Comparison
TSCM has a 0.55% expense ratio, which is higher than QQQJ's 0.15% expense ratio.
Dividends
TSCM vs. QQQJ - Dividend Comparison
TSCM has not paid dividends to shareholders, while QQQJ's dividend yield for the trailing twelve months is around 0.55%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
QQQJ Invesco NASDAQ Next Gen 100 ETF | 0.55% | 0.85% | 0.77% | 0.67% | 0.76% | 0.91% | 0.09% |
TSCM TimesSquare Quality Mid Cap Growth ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TSCM and QQQJ have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QQQJ is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QQQJ is cheaper with a 0.15% expense ratio, compared with 0.55% for TSCM.
QQQJ has the higher dividend yield at 0.55%, compared with 0.00% for TSCM.
They also come from different issuers: TimesSquare Capital Management and Invesco. Their fees differ too: 0.55% for TSCM and 0.15% for QQQJ.
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