QQQM vs. VTI
Compare and contrast key facts about Invesco NASDAQ 100 ETF (QQQM) and Vanguard Total Stock Market ETF (VTI).
QQQM and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QQQM is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Oct 13, 2020. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both QQQM and VTI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QQQM or VTI.
Performance
QQQM vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, QQQM achieves a 24.15% return, which is significantly lower than VTI's 26.27% return.
QQQM
24.15%
3.56%
10.80%
30.67%
N/A
N/A
VTI
26.27%
4.02%
13.98%
33.61%
15.21%
12.73%
Key characteristics
| QQQM | VTI | |
|---|---|---|
| Sharpe Ratio | 1.77 | 2.69 |
| Sortino Ratio | 2.36 | 3.58 |
| Omega Ratio | 1.32 | 1.49 |
| Calmar Ratio | 2.26 | 3.92 |
| Martin Ratio | 8.23 | 17.17 |
| Ulcer Index | 3.73% | 1.96% |
| Daily Std Dev | 17.33% | 12.51% |
| Max Drawdown | -35.05% | -55.45% |
| Current Drawdown | -1.63% | -0.35% |
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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%.
Correlation
The correlation between QQQM and VTI is 0.91, 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.
Risk-Adjusted Performance
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.
Dividends
QQQM vs. VTI - Dividend Comparison
QQQM's dividend yield for the trailing twelve months is around 0.65%, less than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QQQM Invesco NASDAQ 100 ETF | 0.65% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
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.
Volatility
QQQM vs. VTI - Volatility Comparison
Invesco NASDAQ 100 ETF (QQQM) has a higher volatility of 5.36% compared to Vanguard Total Stock Market ETF (VTI) at 4.20%. 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.