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QQQM vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QQQM and VTI is 0.92, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

QQQM vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco NASDAQ 100 ETF (QQQM) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

50.00%60.00%70.00%80.00%90.00%NovemberDecember2025FebruaryMarchApril
63.64%
60.52%
QQQM
VTI

Key characteristics

Sharpe Ratio

QQQM:

0.49

VTI:

0.50

Sortino Ratio

QQQM:

0.85

VTI:

0.84

Omega Ratio

QQQM:

1.12

VTI:

1.12

Calmar Ratio

QQQM:

0.54

VTI:

0.52

Martin Ratio

QQQM:

1.87

VTI:

2.14

Ulcer Index

QQQM:

6.58%

VTI:

4.72%

Daily Std Dev

QQQM:

24.96%

VTI:

20.04%

Max Drawdown

QQQM:

-35.05%

VTI:

-55.45%

Current Drawdown

QQQM:

-13.24%

VTI:

-10.95%

Returns By Period

In the year-to-date period, QQQM achieves a -8.44% return, which is significantly lower than VTI's -6.86% return.


QQQM

YTD

-8.44%

1M

-5.29%

6M

-4.76%

1Y

10.31%

5Y*

N/A

10Y*

N/A

VTI

YTD

-6.86%

1M

-5.12%

6M

-5.25%

1Y

8.76%

5Y*

15.45%

10Y*

11.34%

*Annualized

Compare stocks, funds, or ETFs

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QQQM vs. VTI - Expense Ratio Comparison

QQQM has a 0.15% expense ratio, which is higher than VTI's 0.03% 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%.


Expense ratio chart for QQQM: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QQQM: 0.15%
Expense ratio chart for VTI: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTI: 0.03%

Risk-Adjusted Performance

QQQM vs. VTI — Risk-Adjusted Performance Rank

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

QQQM
The Risk-Adjusted Performance Rank of QQQM is 6161
Overall Rank
The Sharpe Ratio Rank of QQQM is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQM is 6161
Sortino Ratio Rank
The Omega Ratio Rank of QQQM is 6161
Omega Ratio Rank
The Calmar Ratio Rank of QQQM is 6767
Calmar Ratio Rank
The Martin Ratio Rank of QQQM is 5959
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 6262
Overall Rank
The Sharpe Ratio Rank of VTI is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

QQQM vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco NASDAQ 100 ETF (QQQM) and Vanguard Total Stock Market ETF (VTI). 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.


The chart of Sharpe ratio for QQQM, currently valued at 0.49, compared to the broader market-1.000.001.002.003.004.00
QQQM: 0.49
VTI: 0.50
The chart of Sortino ratio for QQQM, currently valued at 0.85, compared to the broader market-2.000.002.004.006.008.00
QQQM: 0.85
VTI: 0.84
The chart of Omega ratio for QQQM, currently valued at 1.12, compared to the broader market0.501.001.502.00
QQQM: 1.12
VTI: 1.12
The chart of Calmar ratio for QQQM, currently valued at 0.54, compared to the broader market0.002.004.006.008.0010.0012.00
QQQM: 0.54
VTI: 0.52
The chart of Martin ratio for QQQM, currently valued at 1.87, compared to the broader market0.0020.0040.0060.00
QQQM: 1.87
VTI: 2.14

The current QQQM Sharpe Ratio is 0.49, which is comparable to the VTI Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of QQQM and VTI, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.49
0.50
QQQM
VTI

Dividends

QQQM vs. VTI - Dividend Comparison

QQQM's dividend yield for the trailing twelve months is around 0.65%, less than VTI's 1.39% yield.


TTM20242023202220212020201920182017201620152014
QQQM
Invesco NASDAQ 100 ETF
0.65%0.61%0.65%0.83%0.40%0.16%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.39%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

QQQM vs. VTI - Drawdown Comparison

The maximum QQQM drawdown since its inception was -35.05%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for QQQM and VTI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.24%
-10.95%
QQQM
VTI

Volatility

QQQM vs. VTI - Volatility Comparison

Invesco NASDAQ 100 ETF (QQQM) has a higher volatility of 16.58% compared to Vanguard Total Stock Market ETF (VTI) at 14.84%. This indicates that QQQM's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
16.58%
14.84%
QQQM
VTI