UBVLX vs. QQQ

In the year-to-date period, UBVLX achieves a -4.02% return, which is significantly lower than QQQ's 2.11% return. Over the past 10 years, UBVLX has underperformed QQQ with an annualized return of 8.86%, while QQQ has yielded a comparatively higher 17.74% annualized return.

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UBVLX has a 0.90% expense ratio, which is higher than QQQ's 0.20% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Undiscovered Managers Behavioral Value Fund (UBVLX) 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 UBVLX Sharpe Ratio is 0.09, which is lower than the QQQ Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of UBVLX 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.

UBVLX's dividend yield for the trailing twelve months is around 4.83%, more than QQQ's 0.57% yield.

The maximum UBVLX drawdown since its inception was -67.24%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for UBVLX and QQQ.

Undiscovered Managers Behavioral Value Fund (UBVLX) has a higher volatility of 6.90% compared to Invesco QQQ (QQQ) at 5.55%. This indicates that UBVLX's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.