QQQ vs. VTSAX

Last updated Jun 13, 2026

QQQ (Invesco QQQ ETF) and VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares) are both funds - QQQ is a Nasdaq-100 fund tracking the NASDAQ-100 Index, while VTSAX is a Large Cap Blend Equities fund managed by Vanguard. Over the past 10 years, QQQ returned 21.79%/yr vs 14.93%/yr for VTSAX. Their correlation of 0.88 suggests significant overlap in exposure. QQQ charges 0.18%/yr vs 0.04%/yr for VTSAX.

Performance

QQQ vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco QQQ ETF (QQQ) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QQQ achieves a 17.57% return, which is significantly higher than VTSAX's 9.11% return. Over the past 10 years, QQQ has outperformed VTSAX with an annualized return of 21.79%, while VTSAX has yielded a comparatively lower 14.93% annualized return.

QQQ

• 1D: 0.59%
• 1M: 0.93%
• YTD: 17.57%
• 6M: 17.85%
• 1Y: 35.82%
• 3Y*: 26.43%
• 5Y*: 16.85%
• 10Y*: 21.79%

VTSAX

• 1D: 1.88%
• 1M: -0.00%
• YTD: 9.11%
• 6M: 9.18%
• 1Y: 24.20%
• 3Y*: 20.72%
• 5Y*: 12.09%
• 10Y*: 14.93%

*Multi-year figures are annualized to reflect compound growth (CAGR)

QQQ vs. VTSAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
QQQ Invesco QQQ ETF	17.57%	20.77%	25.58%	54.86%	-32.58%	27.42%	48.62%	38.96%	-0.13%	32.66%
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	9.11%	17.12%	23.23%	26.51%	-19.52%	25.72%	20.98%	30.79%	-5.18%	21.16%

Correlation

The correlation between QQQ and VTSAX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.92
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (10Y) Calculated over the trailing 10-year period	0.90
Correlation (All Time) Calculated using the full available price history since Nov 13, 2000	0.88

The correlation between QQQ and VTSAX has been stable across timeframes, ranging from 0.88 to 0.93 - a consistent structural relationship.

QQQ vs. VTSAX - Sectors Allocation Comparison

Sectors	QQQ	VTSAX
Technology	53.8%	33.3%
Communication Services	15.8%	10.1%
Consumer Cyclical	12.3%	9.8%
Consumer Defensive	7.7%	4.7%
Healthcare	4.2%	9.1%
Industrials	2.8%	9.5%
Utilities	1.4%	2.7%
Basic Materials	1.1%	2.0%
Energy	0.6%	3.8%
Financial Services	0.2%	11.9%
Real Estate	0.1%	2.4%

Return for Risk

QQQ vs. VTSAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QQQ

QQQ Risk / Return Rank: 71
QQQ Sharpe Ratio Rank: 75
QQQ Sortino Ratio Rank: 70
QQQ Omega Ratio Rank: 73
QQQ Calmar Ratio Rank: 69
QQQ Martin Ratio Rank: 70

VTSAX

VTSAX Risk / Return Rank: 72
VTSAX Sharpe Ratio Rank: 71
VTSAX Sortino Ratio Rank: 67
VTSAX Omega Ratio Rank: 66
VTSAX Calmar Ratio Rank: 74
VTSAX Martin Ratio Rank: 84

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QQQ vs. VTSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco QQQ ETF (QQQ) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	QQQ	VTSAX	Difference
Sharpe ratio: Return per unit of total volatility	2.09	1.94	+0.15
Sortino ratio: Return per unit of downside risk	2.73	2.65	+0.09
Omega ratio: Gain probability vs. loss probability	1.37	1.35	+0.02
Calmar ratio: Return relative to maximum drawdown	3.01	2.77	+0.24
Martin ratio: Return relative to average drawdown	11.22	12.46	-1.23

QQQ vs. VTSAX - Sharpe Ratio Comparison

The current QQQ Sharpe Ratio is 2.09, which is comparable to the VTSAX Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of QQQ and VTSAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

QQQ vs. VTSAX - Drawdown Comparison

The maximum QQQ drawdown since its inception was -82.97%, which is greater than VTSAX's maximum drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for QQQ and VTSAX.

Drawdown Indicators

	QQQ	VTSAX	Difference
Max Drawdown Largest peak-to-trough decline	-82.97%	-55.33%	-27.64%
Max Drawdown (1Y) Largest decline over 1 year	-11.96%	-8.92%	-3.04%
Max Drawdown (3Y) Largest decline over 3 years	-22.77%	-19.36%	-3.41%
Max Drawdown (5Y) Largest decline over 5 years	-35.12%	-25.36%	-9.76%
Max Drawdown (10Y) Largest decline over 10 years	-35.12%	-34.97%	-0.15%
Current Drawdown Current decline from peak	-3.33%	-2.56%	-0.77%
Average Drawdown Average peak-to-trough decline	-32.75%	-9.00%	-23.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.20%	1.98%	+1.22%

Volatility

QQQ vs. VTSAX - Volatility Comparison

Invesco QQQ ETF (QQQ) has a higher volatility of 7.56% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.60%. This indicates that QQQ's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QQQ	VTSAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.56%	4.60%	+2.96%
Volatility (6M) Calculated over the trailing 6-month period	13.81%	9.93%	+3.88%
Volatility (1Y) Calculated over the trailing 1-year period	17.19%	12.71%	+4.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.55%	17.43%	+5.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.38%	18.44%	+3.94%

QQQ vs. VTSAX - Expense Ratio Comparison

QQQ has a 0.18% expense ratio, which is higher than VTSAX's 0.04% 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%.

Dividends

QQQ vs. VTSAX - Dividend Comparison

QQQ's dividend yield for the trailing twelve months is around 0.39%, less than VTSAX's 1.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QQQ Invesco QQQ ETF	0.39%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	1.02%	1.11%	1.26%	1.42%	1.65%	1.20%	1.41%	1.76%	2.03%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both QQQ and VTSAX in my portfolio?

With a correlation of 0.92, QQQ and VTSAX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, QQQ or VTSAX?

QQQ has higher volatility (7.56%) compared to VTSAX (4.60%). In terms of maximum drawdown, QQQ dropped -82.97% vs VTSAX's -55.33%.

Which has better risk-adjusted returns?

QQQ currently has the higher Sharpe Ratio (2.09 vs 1.94), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.