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

Key characteristics


QQQMVTI
YTD Return8.83%9.87%
1Y Return45.98%33.77%
3Y Return (Ann)12.88%9.60%
Sharpe Ratio2.802.81
Daily Std Dev16.12%11.94%
Max Drawdown-35.05%-55.45%
Current Drawdown-0.28%0.00%

Correlation

0.91
-1.001.00

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.

Performance

QQQM vs. VTI - Performance Comparison

In the year-to-date period, QQQM achieves a 8.83% return, which is significantly lower than VTI's 9.87% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


20.00%30.00%40.00%50.00%60.00%OctoberNovemberDecember2024FebruaryMarch
54.76%
52.93%
QQQM
VTI

Compare stocks, funds, or ETFs


Invesco NASDAQ 100 ETF

Vanguard Total Stock Market ETF

QQQM vs. VTI - Expense Ratio Comparison

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

QQQM
Invesco NASDAQ 100 ETF
0.50%1.00%1.50%2.00%0.15%
0.50%1.00%1.50%2.00%0.03%

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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
QQQM
Invesco NASDAQ 100 ETF
2.80
VTI
Vanguard Total Stock Market ETF
2.81

QQQM vs. VTI - Sharpe Ratio Comparison

The current QQQM Sharpe Ratio is 2.80, which roughly equals the VTI Sharpe Ratio of 2.81. The chart below compares the 12-month rolling Sharpe Ratio of QQQM and VTI.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.80
2.81
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 1.36% yield.


TTM20232022202120202019201820172016201520142013
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
1.36%1.44%1.66%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%. The drawdown chart below compares losses from any high point along the way for QQQM and VTI


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.28%
0
QQQM
VTI

Volatility

QQQM vs. VTI - Volatility Comparison

Invesco NASDAQ 100 ETF (QQQM) has a higher volatility of 4.40% compared to Vanguard Total Stock Market ETF (VTI) at 2.80%. 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.


2.00%3.00%4.00%5.00%6.00%OctoberNovemberDecember2024FebruaryMarch
4.40%
2.80%
QQQM
VTI