QQQ vs. VRTIX
Compare and contrast key facts about Invesco QQQ ETF (QQQ) and Vanguard Russell 2000 Index Fund Institutional Shares (VRTIX).
QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999. VRTIX is managed by Vanguard. It was launched on Dec 22, 2010.
Performance
QQQ vs. VRTIX - Performance Comparison
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QQQ vs. VRTIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QQQ Invesco QQQ ETF | -4.65% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
VRTIX Vanguard Russell 2000 Index Fund Institutional Shares | 1.55% | 12.55% | 11.59% | 17.01% | -20.40% | 14.71% | 20.46% | 25.60% | -10.92% | 14.77% |
Returns By Period
In the year-to-date period, QQQ achieves a -4.65% return, which is significantly lower than VRTIX's 1.55% return. Over the past 10 years, QQQ has outperformed VRTIX with an annualized return of 19.05%, while VRTIX has yielded a comparatively lower 9.98% annualized return.
QQQ
- 1D
- 0.11%
- 1M
- -2.64%
- YTD
- -4.65%
- 6M
- -3.18%
- 1Y
- 23.45%
- 3Y*
- 22.97%
- 5Y*
- 13.18%
- 10Y*
- 19.05%
VRTIX
- 1D
- 0.64%
- 1M
- -3.52%
- YTD
- 1.55%
- 6M
- 2.85%
- 1Y
- 24.54%
- 3Y*
- 13.24%
- 5Y*
- 3.56%
- 10Y*
- 9.98%
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QQQ vs. VRTIX - Expense Ratio Comparison
QQQ has a 0.18% expense ratio, which is higher than VRTIX's 0.08% 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%.
Return for Risk
QQQ vs. VRTIX — Risk / Return Rank
QQQ
VRTIX
QQQ vs. VRTIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco QQQ ETF (QQQ) and Vanguard Russell 2000 Index Fund Institutional Shares (VRTIX). 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.
| QQQ | VRTIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 1.15 | -0.11 |
Sortino ratioReturn per unit of downside risk | 1.62 | 1.70 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.22 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.93 | 1.91 | +0.02 |
Martin ratioReturn relative to average drawdown | 7.00 | 7.12 | -0.12 |
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
| QQQ | VRTIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 1.15 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.16 | +0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.86 | 0.43 | +0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.47 | -0.10 |
Correlation
The correlation between QQQ and VRTIX is 0.73, 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.
Dividends
QQQ vs. VRTIX - Dividend Comparison
QQQ's dividend yield for the trailing twelve months is around 0.48%, less than VRTIX's 1.25% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VRTIX Vanguard Russell 2000 Index Fund Institutional Shares | 1.25% | 1.00% | 1.23% | 1.46% | 1.50% | 1.05% | 1.14% | 1.36% | 1.49% | 1.24% | 1.33% | 1.31% |
Drawdowns
QQQ vs. VRTIX - Drawdown Comparison
The maximum QQQ drawdown since its inception was -82.97%, which is greater than VRTIX's maximum drawdown of -41.69%. Use the drawdown chart below to compare losses from any high point for QQQ and VRTIX.
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Drawdown Indicators
| QQQ | VRTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.97% | -41.69% | -41.28% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -10.99% | -0.97% |
Max Drawdown (5Y)Largest decline over 5 years | -35.12% | -31.98% | -3.14% |
Max Drawdown (10Y)Largest decline over 10 years | -35.12% | -41.69% | +6.57% |
Current DrawdownCurrent decline from peak | -7.75% | -7.33% | -0.42% |
Average DrawdownAverage peak-to-trough decline | -32.98% | -8.48% | -24.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.48% | 3.74% | -0.26% |
Volatility
QQQ vs. VRTIX - Volatility Comparison
The current volatility for Invesco QQQ ETF (QQQ) is 6.38%, while Vanguard Russell 2000 Index Fund Institutional Shares (VRTIX) has a volatility of 7.41%. This indicates that QQQ experiences smaller price fluctuations and is considered to be less risky than VRTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QQQ | VRTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.38% | 7.41% | -1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 12.82% | 14.54% | -1.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.69% | 23.32% | -0.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.37% | 22.62% | -0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.24% | 23.41% | -1.17% |