QQQM vs. VTSAX

Last updated Jun 12, 2026

QQQM (Invesco NASDAQ 100 ETF) and VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares) are both funds - QQQM 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 5 years, QQQM returned 16.78%/yr vs 11.68%/yr for VTSAX. Their correlation of 0.91 suggests significant overlap in exposure. QQQM charges 0.15%/yr vs 0.04%/yr for VTSAX.

Performance

QQQM vs. VTSAX - 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 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, QQQM achieves a 16.81% return, which is significantly higher than VTSAX's 7.10% return.

QQQM

• 1D: 3.18%
• 1M: 1.33%
• YTD: 16.81%
• 6M: 14.85%
• 1Y: 35.30%
• 3Y*: 26.57%
• 5Y*: 16.78%
• 10Y*: —

VTSAX

• 1D: -1.61%
• 1M: -1.31%
• YTD: 7.10%
• 6M: 5.97%
• 1Y: 22.30%
• 3Y*: 20.33%
• 5Y*: 11.68%
• 10Y*: 14.63%

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

QQQM vs. VTSAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
QQQM Invesco NASDAQ 100 ETF	16.81%	20.85%	25.68%	55.01%	-32.52%	27.45%	6.64%
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	7.10%	17.12%	23.23%	26.51%	-19.52%	25.72%	8.60%

Correlation

The correlation between QQQM and VTSAX is 0.91, 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	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (All Time) Calculated using the full available price history since Oct 13, 2020	0.91

The correlation between QQQM and VTSAX has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

QQQM vs. VTSAX - Sectors Allocation Comparison

Sectors	QQQM	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

QQQM vs. VTSAX — Risk / Return Rank

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

QQQM

QQQM Risk / Return Rank: 74
QQQM Sharpe Ratio Rank: 78
QQQM Sortino Ratio Rank: 73
QQQM Omega Ratio Rank: 75
QQQM Calmar Ratio Rank: 72
QQQM Martin Ratio Rank: 72

VTSAX

VTSAX Risk / Return Rank: 52
VTSAX Sharpe Ratio Rank: 48
VTSAX Sortino Ratio Rank: 45
VTSAX Omega Ratio Rank: 47
VTSAX Calmar Ratio Rank: 54
VTSAX Martin Ratio Rank: 68

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.

QQQM vs. VTSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco NASDAQ 100 ETF (QQQM) 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.

	QQQM	VTSAX	Difference
Sharpe ratio: Return per unit of total volatility	2.07	1.75	+0.32
Sortino ratio: Return per unit of downside risk	2.70	2.40	+0.31
Omega ratio: Gain probability vs. loss probability	1.36	1.32	+0.05
Calmar ratio: Return relative to maximum drawdown	2.96	2.47	+0.49
Martin ratio: Return relative to average drawdown	11.06	11.16	-0.10

QQQM vs. VTSAX - Sharpe Ratio Comparison

The current QQQM Sharpe Ratio is 2.07, which is comparable to the VTSAX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of QQQM 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

QQQM vs. VTSAX - Drawdown Comparison

The maximum QQQM drawdown since its inception was -35.04%, smaller than the maximum VTSAX drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for QQQM and VTSAX.

Drawdown Indicators

	QQQM	VTSAX	Difference
Max Drawdown Largest peak-to-trough decline	-35.04%	-55.33%	+20.29%
Max Drawdown (1Y) Largest decline over 1 year	-11.96%	-8.92%	-3.04%
Max Drawdown (3Y) Largest decline over 3 years	-22.70%	-19.36%	-3.34%
Max Drawdown (5Y) Largest decline over 5 years	-35.04%	-25.36%	-9.68%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.97%	—
Current Drawdown Current decline from peak	-3.97%	-4.35%	+0.38%
Average Drawdown Average peak-to-trough decline	-8.23%	-9.00%	+0.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.20%	1.97%	+1.23%

Volatility

QQQM vs. VTSAX - Volatility Comparison

Invesco NASDAQ 100 ETF (QQQM) has a higher volatility of 7.49% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.18%. This indicates that QQQM'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

	QQQM	VTSAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.49%	4.18%	+3.31%
Volatility (6M) Calculated over the trailing 6-month period	13.70%	9.77%	+3.93%
Volatility (1Y) Calculated over the trailing 1-year period	17.11%	12.59%	+4.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.41%	17.42%	+4.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.23%	18.43%	+3.80%

QQQM vs. VTSAX - Expense Ratio Comparison

QQQM has a 0.15% 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

QQQM vs. VTSAX - Dividend Comparison

QQQM's dividend yield for the trailing twelve months is around 0.43%, less than VTSAX's 1.04% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QQQM Invesco NASDAQ 100 ETF	0.43%	0.50%	0.61%	0.65%	0.83%	0.40%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	1.04%	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 QQQM and VTSAX in my portfolio?

With a correlation of 0.91, QQQM 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, QQQM or VTSAX?

QQQM has higher volatility (7.49%) compared to VTSAX (4.18%). In terms of maximum drawdown, QQQM dropped -35.04% vs VTSAX's -55.33%.

Which has better risk-adjusted returns?

QQQM currently has the higher Sharpe Ratio (2.07 vs 1.75), 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.