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

Correlation

The correlation between QQQ and VGT is 0.95, 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.


-0.50.00.51.00.9

Performance

QQQ vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco QQQ (QQQ) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
10.13%
10.65%
QQQ
VGT

Key characteristics

Sharpe Ratio

QQQ:

1.93

VGT:

1.70

Sortino Ratio

QQQ:

2.55

VGT:

2.22

Omega Ratio

QQQ:

1.34

VGT:

1.30

Calmar Ratio

QQQ:

2.48

VGT:

2.35

Martin Ratio

QQQ:

9.00

VGT:

8.44

Ulcer Index

QQQ:

3.74%

VGT:

4.24%

Daily Std Dev

QQQ:

17.42%

VGT:

21.12%

Max Drawdown

QQQ:

-82.98%

VGT:

-54.63%

Current Drawdown

QQQ:

-1.12%

VGT:

-2.17%

Returns By Period

In the year-to-date period, QQQ achieves a 27.67% return, which is significantly lower than VGT's 30.97% return. Over the past 10 years, QQQ has underperformed VGT with an annualized return of 18.63%, while VGT has yielded a comparatively higher 21.26% annualized return.


QQQ

YTD

27.67%

1M

1.26%

6M

11.57%

1Y

32.53%

5Y (annualized)

21.17%

10Y (annualized)

18.63%

VGT

YTD

30.97%

1M

0.97%

6M

13.03%

1Y

34.89%

5Y (annualized)

22.67%

10Y (annualized)

21.26%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


QQQ vs. VGT - Expense Ratio Comparison

QQQ has a 0.20% expense ratio, which is higher than VGT's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


QQQ
Invesco QQQ
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

QQQ vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco QQQ (QQQ) and Vanguard Information Technology ETF (VGT). 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.


Sharpe ratio
The chart of Sharpe ratio for QQQ, currently valued at 1.93, compared to the broader market0.002.004.006.001.931.70
The chart of Sortino ratio for QQQ, currently valued at 2.55, compared to the broader market-2.000.002.004.006.008.0010.0012.002.552.22
The chart of Omega ratio for QQQ, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.341.30
The chart of Calmar ratio for QQQ, currently valued at 2.48, compared to the broader market0.005.0010.0015.002.482.35
The chart of Martin ratio for QQQ, currently valued at 9.00, compared to the broader market0.0020.0040.0060.0080.00100.009.008.44
QQQ
VGT

The current QQQ Sharpe Ratio is 1.93, which is comparable to the VGT Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of QQQ and VGT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.93
1.70
QQQ
VGT

Dividends

QQQ vs. VGT - Dividend Comparison

QQQ's dividend yield for the trailing twelve months is around 0.58%, less than VGT's 0.59% yield.


TTM20232022202120202019201820172016201520142013
QQQ
Invesco QQQ
0.58%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.02%
VGT
Vanguard Information Technology ETF
0.59%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%

Drawdowns

QQQ vs. VGT - Drawdown Comparison

The maximum QQQ drawdown since its inception was -82.98%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for QQQ and VGT. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.12%
-2.17%
QQQ
VGT

Volatility

QQQ vs. VGT - Volatility Comparison

The current volatility for Invesco QQQ (QQQ) is 3.76%, while Vanguard Information Technology ETF (VGT) has a volatility of 4.55%. This indicates that QQQ experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
3.76%
4.55%
QQQ
VGT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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