UBVLX vs. QQQ
Compare and contrast key facts about Undiscovered Managers Behavioral Value Fund (UBVLX) and Invesco QQQ ETF (QQQ).
UBVLX is managed by BlackRock. It was launched on Dec 28, 1998. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Performance
UBVLX vs. QQQ - Performance Comparison
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UBVLX vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UBVLX Undiscovered Managers Behavioral Value Fund | 2.91% | 1.79% | 13.11% | 14.69% | -1.16% | 34.25% | 3.52% | 23.27% | -15.23% | 13.43% |
QQQ Invesco QQQ ETF | -4.76% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Returns By Period
In the year-to-date period, UBVLX achieves a 2.91% return, which is significantly higher than QQQ's -4.76% return. Over the past 10 years, UBVLX has underperformed QQQ with an annualized return of 9.86%, while QQQ has yielded a comparatively higher 18.99% annualized return.
UBVLX
- 1D
- 1.67%
- 1M
- -5.74%
- YTD
- 2.91%
- 6M
- 2.20%
- 1Y
- 8.94%
- 3Y*
- 10.58%
- 5Y*
- 7.68%
- 10Y*
- 9.86%
QQQ
- 1D
- 1.24%
- 1M
- -3.79%
- YTD
- -4.76%
- 6M
- -2.89%
- 1Y
- 24.21%
- 3Y*
- 22.83%
- 5Y*
- 13.16%
- 10Y*
- 18.99%
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UBVLX vs. QQQ - Expense Ratio Comparison
UBVLX has a 0.90% expense ratio, which is higher than QQQ's 0.18% expense ratio.
Return for Risk
UBVLX vs. QQQ — Risk / Return Rank
UBVLX
QQQ
UBVLX vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Undiscovered Managers Behavioral Value Fund (UBVLX) and Invesco QQQ ETF (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.
| UBVLX | QQQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.41 | 1.07 | -0.66 |
Sortino ratioReturn per unit of downside risk | 0.75 | 1.66 | -0.91 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.24 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.63 | 2.00 | -1.37 |
Martin ratioReturn relative to average drawdown | 2.05 | 7.32 | -5.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UBVLX | QQQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.41 | 1.07 | -0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.59 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.86 | -0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.38 | +0.09 |
Correlation
The correlation between UBVLX and QQQ is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
UBVLX vs. QQQ - Dividend Comparison
UBVLX's dividend yield for the trailing twelve months is around 9.14%, more than QQQ's 0.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UBVLX Undiscovered Managers Behavioral Value Fund | 9.14% | 9.41% | 7.39% | 8.35% | 8.96% | 3.44% | 0.99% | 4.98% | 11.62% | 4.67% | 3.24% | 3.80% |
QQQ Invesco QQQ ETF | 0.48% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Drawdowns
UBVLX vs. QQQ - Drawdown Comparison
The maximum UBVLX drawdown since its inception was -67.24%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for UBVLX and QQQ.
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Drawdown Indicators
| UBVLX | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.24% | -82.97% | +15.73% |
Max Drawdown (1Y)Largest decline over 1 year | -14.53% | -12.62% | -1.91% |
Max Drawdown (5Y)Largest decline over 5 years | -21.46% | -35.12% | +13.66% |
Max Drawdown (10Y)Largest decline over 10 years | -52.08% | -35.12% | -16.96% |
Current DrawdownCurrent decline from peak | -6.27% | -7.86% | +1.59% |
Average DrawdownAverage peak-to-trough decline | -9.31% | -32.99% | +23.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.47% | 3.44% | +1.03% |
Volatility
UBVLX vs. QQQ - Volatility Comparison
The current volatility for Undiscovered Managers Behavioral Value Fund (UBVLX) is 4.81%, while Invesco QQQ ETF (QQQ) has a volatility of 6.61%. This indicates that UBVLX 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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Volatility by Period
| UBVLX | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.81% | 6.61% | -1.80% |
Volatility (6M)Calculated over the trailing 6-month period | 11.95% | 12.82% | -0.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.79% | 22.70% | -0.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.49% | 22.38% | -1.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.60% | 22.25% | +2.35% |