QQQM vs. VYMI

Last updated Jun 6, 2026

QQQM (Invesco NASDAQ 100 ETF) and VYMI (Vanguard International High Dividend Yield ETF) are both exchange-traded funds - QQQM is a Nasdaq-100 fund tracking the NASDAQ-100 Index, while VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. Both are passively managed. Over the past 5 years, QQQM returned 16.79%/yr vs 11.64%/yr for VYMI. A 0.56 correlation means they provide meaningful diversification when combined. QQQM charges 0.15%/yr vs 0.07%/yr for VYMI.

Performance

QQQM vs. VYMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco NASDAQ 100 ETF (QQQM) and Vanguard International High Dividend Yield ETF (VYMI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QQQM achieves a 14.96% return, which is significantly higher than VYMI's 9.77% return.

QQQM

• 1D: -4.78%
• 1M: 1.38%
• YTD: 14.96%
• 6M: 13.04%
• 1Y: 35.13%
• 3Y*: 26.56%
• 5Y*: 16.79%
• 10Y*: —

VYMI

• 1D: -1.98%
• 1M: -2.36%
• YTD: 9.77%
• 6M: 12.87%
• 1Y: 27.95%
• 3Y*: 21.16%
• 5Y*: 11.64%
• 10Y*: 10.16%

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

QQQM vs. VYMI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
QQQM Invesco NASDAQ 100 ETF	14.96%	20.85%	25.68%	55.01%	-32.52%	27.45%	6.67%
VYMI Vanguard International High Dividend Yield ETF	9.77%	38.05%	7.06%	17.07%	-7.02%	15.39%	14.81%

Correlation

The correlation between QQQM and VYMI is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.56
Correlation (3Y) Calculated over the trailing 3-year period	0.52
Correlation (5Y) Calculated over the trailing 5-year period	0.57
Correlation (All Time) Calculated using the full available price history since Oct 14, 2020	0.56

The correlation between QQQM and VYMI has been stable across timeframes, ranging from 0.52 to 0.57 - a consistent structural relationship.

QQQM vs. VYMI - Sectors Allocation Comparison

Sectors	QQQM	VYMI
Technology	53.8%	4.3%
Communication Services	15.8%	4.0%
Consumer Cyclical	12.3%	6.5%
Consumer Defensive	7.7%	7.0%
Healthcare	4.2%	6.6%
Industrials	2.8%	6.6%
Utilities	1.4%	5.6%
Basic Materials	1.1%	6.8%
Energy	0.6%	9.5%
Financial Services	0.2%	41.9%
Real Estate	0.1%	1.3%

Return for Risk

QQQM vs. VYMI — Risk / Return Rank

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

QQQM

QQQM Risk / Return Rank: 62
QQQM Sharpe Ratio Rank: 65
QQQM Sortino Ratio Rank: 58
QQQM Omega Ratio Rank: 63
QQQM Calmar Ratio Rank: 61
QQQM Martin Ratio Rank: 63

VYMI

VYMI Risk / Return Rank: 63
VYMI Sharpe Ratio Rank: 66
VYMI Sortino Ratio Rank: 64
VYMI Omega Ratio Rank: 65
VYMI Calmar Ratio Rank: 57
VYMI Martin Ratio Rank: 62

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. VYMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco NASDAQ 100 ETF (QQQM) and Vanguard International High Dividend Yield ETF (VYMI). 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.

	QQQM	VYMI	Difference
Sharpe ratio: Return per unit of total volatility	2.12	2.14	-0.02
Sortino ratio: Return per unit of downside risk	2.73	2.92	-0.18
Omega ratio: Gain probability vs. loss probability	1.37	1.39	-0.01
Calmar ratio: Return relative to maximum drawdown	2.95	2.77	+0.18
Martin ratio: Return relative to average drawdown	11.24	10.88	+0.36
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QQQM vs. VYMI - Sharpe Ratio Comparison

The current QQQM Sharpe Ratio is 2.12, which is comparable to the VYMI Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of QQQM and VYMI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	QQQM	VYMI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.12	2.14	-0.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.75	0.79	-0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.60	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.79	0.64	+0.15

Drawdowns

QQQM vs. VYMI - Drawdown Comparison

The maximum QQQM drawdown since its inception was -35.04%, smaller than the maximum VYMI drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for QQQM and VYMI.

Drawdown Indicators

	QQQM	VYMI	Difference
Max Drawdown Largest peak-to-trough decline	-35.04%	-40.00%	+4.96%
Max Drawdown (1Y) Largest decline over 1 year	-11.96%	-10.14%	-1.82%
Max Drawdown (3Y) Largest decline over 3 years	-22.70%	-12.84%	-9.86%
Max Drawdown (5Y) Largest decline over 5 years	-35.04%	-24.05%	-10.99%
Max Drawdown (10Y) Largest decline over 10 years	—	-40.00%	—
Current Drawdown Current decline from peak	-5.49%	-2.76%	-2.73%
Average Drawdown Average peak-to-trough decline	-8.24%	-6.31%	-1.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.13%	2.58%	+0.55%

Volatility

QQQM vs. VYMI - Volatility Comparison

Invesco NASDAQ 100 ETF (QQQM) has a higher volatility of 6.68% compared to Vanguard International High Dividend Yield ETF (VYMI) at 3.93%. This indicates that QQQM's price experiences larger fluctuations and is considered to be riskier than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QQQM	VYMI	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.68%	3.93%	+2.75%
Volatility (6M) Calculated over the trailing 6-month period	13.07%	10.94%	+2.13%
Volatility (1Y) Calculated over the trailing 1-year period	16.66%	13.10%	+3.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.33%	14.86%	+7.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.20%	16.88%	+5.32%

QQQM vs. VYMI - Expense Ratio Comparison

QQQM has a 0.15% expense ratio, which is higher than VYMI's 0.07% 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. VYMI - Dividend Comparison

QQQM's dividend yield for the trailing twelve months is around 0.44%, less than VYMI's 3.49% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
QQQM Invesco NASDAQ 100 ETF	0.44%	0.50%	0.61%	0.65%	0.83%	0.40%	0.16%	0.00%	0.00%	0.00%	0.00%
VYMI Vanguard International High Dividend Yield ETF	3.49%	3.68%	4.84%	4.58%	4.70%	4.30%	3.22%	4.20%	4.29%	3.21%	2.39%

Frequently Asked Questions

Can I hold both QQQM and VYMI in my portfolio?

QQQM and VYMI have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QQQM or VYMI?

QQQM has higher volatility (6.68%) compared to VYMI (3.93%). In terms of maximum drawdown, QQQM dropped -35.04% vs VYMI's -40.00%.

Which ETF is better, QQQM or VYMI?

On 5-year performance, QQQM leads with 16.79% vs 11.64% for VYMI. On fees, VYMI is cheaper at 0.07% per year. On volatility, VYMI has been the lower-risk option at 3.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QQQM or VYMI?

Over the 5-year period, QQQM has performed better with a 16.79% return vs 11.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QQQM or VYMI?

VYMI is cheaper with a 0.07% expense ratio, compared with 0.15% for QQQM.

Which ETF pays a higher dividend yield, QQQM or VYMI?

VYMI has the higher dividend yield at 3.49%, compared with 0.44% for QQQM.

What is the main difference between QQQM and VYMI?

QQQM is categorized as Nasdaq-100, while VYMI is Dividend. QQQM tracks NASDAQ-100 Index, while VYMI tracks FTSE All-World ex US High Dividend Yield Index. They also come from different issuers: Invesco and Vanguard. Their fees differ too: 0.15% for QQQM and 0.07% for VYMI.

Which has better risk-adjusted returns?

VYMI currently has the higher Sharpe Ratio (2.14 vs 2.12), 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.