Fund index
QQQM
62 articles on this site analyse QQQM — 10 of them head-on.
Most often compared against
6Measures applied to it
8All articles
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Fractional Kelly: A Disciplined Way to Size a High-Volatility Satellite Sleeve
Full Kelly maximizes long-run compound growth in theory, but it assumes you know your edge exactly — a condition that essentially never holds with a...
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How Concentrated Is Your Index, Really? Measuring the Effective Number of Holdings
A fund's holding count is a headline number; the effective number of holdings — the count an equal-weighted portfolio would need to match the same...
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Volatility Targeting: How Scaling Exposure to a Risk Budget Changes Long-Term Outcomes
Volatility targeting scales exposure inversely to expected volatility so the portfolio holds a roughly constant risk budget — it works because volatility is...
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ARKK vs QQQ: Disruptive Innovation vs the Nasdaq-100 — What a Full Cycle Revealed
Over the trailing five years QQQ compounded at 15.6% annually while ARKK compounded at −8.1% — the two funds did not just diverge in degree, they diverged...
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How Much ETF Overlap Is Too Much? Measuring Redundancy in a Long-Term Core
Holding VOO, QQQ, and VGT together does not add diversification — it stacks three different wrappers around the same mega-cap names, so the second and third...
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Spot Bitcoin ETFs and the Long-Term Core: An Honest Assessment of Role and Risk
A spot Bitcoin ETF like IBIT solves the custody and access problem cleanly, but the wrapper does not change the underlying asset's risk profile — it still...
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QRFT vs AMOM: AI-Driven Quality vs AI-Driven Momentum — A Head-to-Head Read
QRFT and AMOM share an issuer, an inception date, and an identical 0.75% expense ratio — so this is a clean test of factor tilt, not cost or structure. Over...
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Why 'VOO vs VTI' Is Usually the Wrong Question: A Framework for Measuring ETF Overlap
VOO and VTI share the same large-cap core, the same 0.03% fee, and a return history that has tracked within roughly a percentage point a year — so "which is...
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VGT vs QQQ: Tech Sector vs Nasdaq-100 — How Different Are They Really?
VGT is a pure GICS Information Technology sector fund; QQQ is the Nasdaq-100, a multi-sector index that excludes some of the names most people assume are...
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QQQ vs QQQM: Same Index, Different Wrapper — When the Cheaper Twin Actually Wins
QQQ and QQQM track the identical index (the Nasdaq-100), so their return difference over five years is a rounding error — 17.2% vs 17.3% CAGR. The real...
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The Mulden Hybrid Portfolio Framework: Quarterly Review (Q2 2026)
Across the 5-year window ending Q2 2026, the framework's diversifiers (gold) and growth tilt (QQQM) carried the return, while the bond sleeve (BND)...
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BOTZ vs. ROBO vs. AIQ: Three AI & Robotics ETFs Compared
The three funds share a marketing category but not a portfolio: AIQ's 5-year CAGR of 17.2% comes mostly from mega-cap semiconductors and hyperscalers, not...
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QRFT Explained: AI-Driven Multi-Factor — Holdings, Fees, and Live Track Record
Over the past five years, the rules-based iShares U.S. Equity Factor ETF (LRGF) returned 13.5% annualized; the AI-enhanced QRAFT U.S. Large Cap ETF (QRFT)...
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NOBL vs. DGRW: Dividend Aristocrats vs. AI-Filtered Quality Dividend Growth
Over the past five years, DGRW returned 11.8% annualized versus NOBL's 5.7% — a 6.1-point gap, with DGRW showing slightly lower volatility and drawdown....
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VUG vs. TTAI: Large-Cap Growth vs. AI-Based Tactical Theme Rotation
VUG and TTAI are not the matchup the legacy title suggests. TTAI today is the Abacus FCF International Leaders ETF — a free-cash-flow-weighted international...
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VNQ vs. PPTY: REITs Index vs. AI-Powered Real Estate Value Analysis
VNQ is the cheap, deep, market-cap-weighted way to own U.S. listed real estate; PPTY is a fundamentals-tilted alternative that markets itself as smarter...
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VXUS vs. IQIN: International Stocks vs. AI-Driven Global Multi-Factor Asset Allocation
Over the past five years, the "AI-driven" IQIN underperformed plain market-cap VXUS on every dimension we measured — lower CAGR, higher volatility, deeper...
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QQQM vs. QRFT: Nasdaq 100 vs. AI-Driven Quality Factor Investing
QQQM and QRFT both invest in U.S. large caps, but the construction logic — index-mechanical versus model-driven multi-factor — produces very different fee,...
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SCHD vs. DIVZ: Traditional Dividend Growth vs. AI-Enhanced Yield Strategy
Over the trailing five years DIVZ outpaced SCHD by roughly 90 bp per year on total return, with lower realized volatility — but at roughly ten times the...
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Why "Factor Investing" Still Works: Applying Fama-French Models in the AI Era
The Fama-French factors weren't a trading edge that AI could arbitrage away — they were compensation for risks investors still won't bear cheerfully, plus...
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Renaissance Technologies vs. Berkshire Hathaway: Two Different Paths to Infinite Wealth
Berkshire Hathaway and the Medallion Fund are both extreme-success stories, but they are not two paths a single retail investor can choose between — only...
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XLE vs VDE: Which Energy ETF Benefits Most from Oil Shocks?
XLE and VDE deliver nearly identical 5-year results (CAGR 22.7% vs 23.2%) with nearly identical realized risk (max drawdown −26.0% vs −26.6%) — the...
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Roles Before Tickers: A Framework for Long-Horizon ETF Allocation
A durable long-horizon portfolio is a system of roles — broad equity, factor tilt, income/quality, defensive cash — not a list of favorite tickers. The five...
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The Honest Math of Daily-Reset Leverage: What QLD, SSO, and TQQQ Actually Cost in a 4% Rate Regime
A 2x daily-reset ETF such as QLD does not deliver 2x the annual return of the Nasdaq-100. It delivers roughly 2x of each daily return, compounded — a...
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The Arithmetic of a -30% Drawdown: Recovery Math, Allocation, and What the Data Actually Says
A -30% drawdown requires a +43% return to break even; -50% requires +100%. The asymmetry is the whole story. Across the 2021–2026 window, realized maximum...
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Asset Allocation in Practice: How 10% Weight Shifts Reshape Long-Term Outcomes
Across the trailing five years (2021-2026), a defensive blend (VOO 50 / SCHD 30 / SGOV 20) produced a roughly 10.1% blended CAGR, while a growth-tilted...
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The Rule of 72 in Practice: What Realized ETF Returns Say About Doubling Time
Applied to realized 5-year CAGRs, the Rule of 72 gives doubling estimates ranging from 4.1 years (QQQM) to 20.6 years (SGOV) — but that range collapses...
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The Rationale Behind a Five-ETF Long-Term Core: VOO, QQQM, SCHD, VXUS, AVUV
Five funds with non-overlapping roles — broad US beta (VOO), large-cap growth tilt (QQQM), dividend-quality (SCHD), ex-US developed and emerging (VXUS), and...
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The Final-Decade Asymmetry: How Long-Horizon ETF Compounding Actually Distributes
The arithmetic of a 30-year, $500/month plan at a 9% nominal CAGR has roughly 80% of the terminal balance coming from compounded returns, not from...
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Why Capital Preservation Is the Secret to Winning with Leveraged Assets
The case for capital preservation in a leveraged portfolio is not a temperament argument — it is an arithmetic one. Drawdown recovery is non-linear: a 50%...
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Hedging a Leveraged Sleeve: A Framework Built Before the Volatility Arrives
Hedging a leveraged equity sleeve is not the same problem as hedging an unleveraged one. Daily-reset products are path-dependent, so the shape of a drawdown...
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What Rising Interest Rates Mean for Leveraged ETF Borrowing Costs
Leveraged ETFs do not borrow on margin. They obtain exposure through total return swaps whose financing leg is reset daily at short-term rates (Fed Funds or...
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TQQQ Analysis: Is a 3x Nasdaq-100 Strategy Viable for a 30-Year Horizon?
TQQQ's 10-year 44.9% CAGR was earned in a specific regime — near-zero financing costs, persistent Nasdaq-100 leadership, manageable realized volatility. The...
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The Honest Math of Leveraged ETFs - Path Dependency, Volatility Decay, and the Behavioral Gap
Over the last five years, TQQQ delivered a 27.0% CAGR while QQQM delivered 17.6% — a ratio of 1.53x, not the 3x the leverage label implies. Realized...
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The Math of Leveraged ETF Decay: Myth vs. Reality in Trending Markets
Daily-reset leverage produces a return that, over any non-trivial horizon, is not L times the index — it is L times the daily return, compounded, then taxed...
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Leveraged ETF Satellites in a Long-Term Core: The Drawdown Math Most Plans Skip
Over the last five years, TQQQ (3x QQQ) realized a 27.0% CAGR — roughly 1.5x QQQM's 17.6%, not 3x — while drawing down 81.7% peak-to-trough. QLD (2x QQQ)...
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QLD vs SSO: What 2x Leveraged ETFs Actually Cost a Long-Term Holder
Over the last five years QLD compounded at 24.9% versus QQQ's 17.6% — meaningful, but well short of the naive "2x" expectation of roughly 35% once...
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TQQQ vs QQQM: What Live Returns Reveal About 3x Leverage Over a Full Cycle
Over the trailing five years, TQQQ realized only ~1.53× the CAGR of QQQM (27.0% vs 17.6%), not 3×. Daily resets, financing costs, and the 2022 drawdown...
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VOO vs QQQM vs TQQQ: What 5-Year Volatility and Drawdown Tell Us About Leverage in a Long-Term Core
Over the trailing five years, TQQQ delivered ~27.0% annualized but with 66.6% realized volatility and an 81.7% peak-to-trough drawdown — a hole that...
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The Honest Math of Leveraged ETFs: A 5-Year Data Read on TQQQ, SSO, and UPRO
Over the trailing five years, TQQQ delivered roughly 1.5x the realized CAGR of QQQM — not 3x — while taking on roughly 3x the drawdown and 3x the...
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The 90/10 Allocation Framework: Pairing Broad Equity, AI Infrastructure, and a Cash Sleeve
The 90/10 template — 90% diversified equity, 10% short-duration Treasury cash — is best understood as a 100% equity policy with a rebalancing buffer, not a...
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BOTZ vs IRBO: Finding the Most Cost-Effective Entry into Automation
Over the trailing five years, IRBO's equal-weighted approach delivered an 11.1% CAGR versus BOTZ's 4.3% — a 6.8-point gap that dwarfs the 21 bp fee...
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Sizing an AI-Infrastructure Sleeve: VOO, QQQM, XLU, IFRA, and SGOV Through a Long-Horizon Lens
The "AI infrastructure" label sits across three different ETF wrappers — utilities (XLU), industrial buildout (IFRA), and the consuming software layer...
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The Yield-vs-Growth Question in 2026: Reading SCHD Against VOO, QQQM, AVUV, and ROE
With the 10-year Treasury at 4.5% and CPI still running near 3.9% YoY, the opportunity cost of holding a US dividend tilt is no longer zero — but the...
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"The Curse of Sequence Risk" – Protecting Your 30-Year Plan from a Pre-Retirement Crash
Sequence-of-returns risk is path-dependent: identical 30-year averages produce wildly different outcomes once withdrawals start, because losses early in...
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The Boredom Plateau: Why Year 10 Tests More Portfolios Than the First Crash
The greatest risk to a 30-year portfolio isn't a crash; it's the quiet stretch around years five to ten when nothing dramatic happens and the holder reaches...
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Re-evaluating the 4% Rule: Sequence Risk, Yield, and Dynamic Withdrawal in 2026
The 4% rule was calibrated by Bengen (1994) on 1926-1976 US data. It never promised safety — only a ~95% historical success rate over a 30-year horizon,...
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Buy and Hold in 2026: What Rebalancing Discipline Actually Adds to Long-Term ETF Returns
Buy-and-hold is still the right base case for long-horizon ETF investors, but pure drift quietly converts a balanced portfolio into something the investor...
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Tax-Loss Harvesting and the After-Tax Compounding Gap: What the Math Actually Shows
Over a 30-year horizon, a 1-percentage-point reduction in annual tax drag compounds into roughly a one-third increase in terminal wealth — not because of...
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SGOV and Gold in a 4.5% World: Rethinking the Defensive Sleeve for 2026
With SGOV's distribution yield at 3.9% and the 10-year Treasury at 4.47% (FRED, asof 2026-05-14), the opportunity cost of holding non-yielding gold is...
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VOO, QQQM, and SCHD: What Five-Year Risk and Return Actually Say About a Long-Term Core
QQQM produced the highest five-year CAGR (17.6%), but at 22.3% realized volatility and a −35.0% drawdown — a single-regime number, not a permanent ranking....
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XLE in a Long-Term Core: The Rebalancing Math Behind Cyclical Sector Sleeves
XLE's trailing 5-year CAGR of 22.3% sits roughly 840 basis points above VOO, but the same fund's 10-year CAGR is 10.7% — a regime readout, not a structural...
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SGOV, VOO, and QQQM Under Geopolitical Stress: What Oil, Yields, and Volatility Reveal
SGOV's effective duration near zero made it behave as designed during the recent oil-driven inflation scare — essentially flat while the equity sleeves...
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If the Nasdaq 100 Corrects 20%, Will Long-Term Investors Lose Money? (10+ Year Analysis)
A 20% Nasdaq-100 drawdown is the index's textbook resting state, not its tail event — the real long-term risk lives in the 50% and 80% drawdowns sitting in...
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Tesla Inside Your Index ETF: How Market-Cap Weighting Translates a Single Stock Into Portfolio Exposure
Anyone holding VOO or QQQM already owns Tesla — the relevant question is how much, not whether. Tesla's weight inside QQQM runs roughly 2-2.5x its weight...
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The Tesla Ecosystem Through an ETF Lens: How Long-Horizon Investors Should Think About Concentrated Innovation Bets
The Tesla ecosystem bundles electrification, energy storage, AI, and robotics into a single corporate balance sheet — which compresses both upside and...
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Single-Country ETFs vs Global Diversification: A Structural Long-Horizon Comparison
A single-country ETF and a broad ex-US fund look comparable at a glance, but they sit on opposite sides of a diversification trade — one is a concentrated...
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KOSPI 200 ETF Strategy: How It Fits in a Long-Term Global Portfolio
KOSPI 200 is not a regional bet — it is concentrated exposure to global memory-chip cycles, export manufacturing, and KRW currency dynamics. Samsung...
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SCHD and the Power of Dividend Discipline
SCHD is not a yield product — it is a quality screen (return on equity, cash flow / debt, five-year dividend growth) that happens to express itself through...
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How Today’s Inflation Slowdown Is Reshaping Long-Term ETF Strategy in 2026
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VOO vs QQQM: Which ETF Is Better for Long-Term Investing in 2026?
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How to Build Long-Term Wealth with ETFs (Beginner Guide 2026)
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