QQQ vs. VTSAX
Compare and contrast key facts about Invesco QQQ ETF (QQQ) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Performance
QQQ vs. VTSAX - Performance Comparison
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Returns By Period
In the year-to-date period, QQQ achieves a -4.65% return, which is significantly lower than VTSAX's -3.13% return. Over the past 10 years, QQQ has outperformed VTSAX with an annualized return of 19.05%, while VTSAX has yielded a comparatively lower 13.74% annualized return.
QQQ
- 1D
- 0.11%
- 1M
- -3.81%
- YTD
- -4.65%
- 6M
- -2.77%
- 1Y
- 39.07%
- 3Y*
- 22.97%
- 5Y*
- 13.18%
- 10Y*
- 19.05%
VTSAX
- 1D
- 0.17%
- 1M
- -3.36%
- YTD
- -3.13%
- 6M
- -1.29%
- 1Y
- 31.85%
- 3Y*
- 18.07%
- 5Y*
- 10.67%
- 10Y*
- 13.74%
QQQ vs. VTSAX - 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% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | -3.13% | 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 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they'll tend to fall together during downturns. For meaningful risk reduction, look for holdings with correlations below 0.5.
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%.
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Return for Risk
QQQ vs. VTSAX — Risk / Return Rank
QQQ
VTSAX
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.
| QQQ | VTSAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 0.96 | +0.08 |
Sortino ratioReturn per unit of downside risk | 1.62 | 1.47 | +0.14 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.22 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.93 | 1.51 | +0.42 |
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 | VTSAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 0.96 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.62 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.86 | 0.75 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.44 | -0.07 |
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.
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Drawdown Indicators
| QQQ | VTSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 (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 DrawdownCurrent decline from peak | -7.75% | -5.39% | -2.36% |
Average DrawdownAverage peak-to-trough decline | -32.98% | -9.06% | -23.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.48% | 2.63% | +0.85% |
Volatility
QQQ vs. VTSAX - Volatility Comparison
Invesco QQQ ETF (QQQ) has a higher volatility of 6.38% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 5.43%. 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.
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Volatility by Period
| QQQ | VTSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.38% | 5.43% | +0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 12.82% | 9.80% | +3.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.69% | 18.61% | +4.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.37% | 17.36% | +5.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.24% | 18.39% | +3.85% |
Dividends
QQQ vs. VTSAX - Dividend Comparison
QQQ's dividend yield for the trailing twelve months is around 0.48%, less than VTSAX's 1.15% 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% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.15% | 1.11% | 1.26% | 1.42% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% |