SCATX vs. QQQ
SCATX (Virtus Zevenbergen Innovative Growth Stock Fund) and QQQ (Invesco QQQ ETF) are both funds - SCATX is a Large Cap Growth Equities fund managed by Virtus, while QQQ is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, SCATX returned 15.65%/yr vs 20.44%/yr for QQQ. Their correlation of 0.87 means they have usually moved in the same direction. SCATX charges 1.00%/yr vs 0.18%/yr for QQQ.
Performance
SCATX vs. QQQ - Performance Comparison
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Returns By Period
In the year-to-date period, SCATX achieves a -3.54% return, which is significantly lower than QQQ's 12.26% return. Over the past 10 years, SCATX has underperformed QQQ with an annualized return of 15.65%, while QQQ has yielded a comparatively higher 20.44% annualized return.
SCATX
- 1D
- 3.40%
- 1M
- -7.06%
- 6M
- -1.35%
- YTD
- -3.54%
- 1Y
- -2.19%
- 3Y*
- 14.27%
- 5Y*
- -0.34%
- 10Y*
- 15.65%
- ALL TIME*
- 11.65%
QQQ
- 1D
- 0.65%
- 1M
- -3.45%
- 6M
- 10.89%
- YTD
- 12.26%
- 1Y
- 24.81%
- 3Y*
- 22.29%
- 5Y*
- 14.23%
- 10Y*
- 20.44%
- ALL TIME*
- 10.64%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $30.32B | $28.40B | $31.45B | |
| $0.00 | $0.00 | $0.00 |
SCATX vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCATX Virtus Zevenbergen Innovative Growth Stock Fund | -3.54% | 10.22% | 35.81% | 65.58% | -55.30% | -9.93% | 119.67% | 37.02% | 10.84% | 34.23% |
QQQ Invesco QQQ ETF | 12.26% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Correlation
The correlation between SCATX and QQQ is 0.84, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.84 |
Correlation (3Y) Balances recent behavior with more history. | 0.87 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.87 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2005 | 0.87 |
The correlation between SCATX and QQQ has been stable across timeframes, ranging from 0.84 to 0.87 - a consistent structural relationship.
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Return for Risk
SCATX vs. QQQ — Risk / Return Rank
SCATX
QQQ
SCATX vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Zevenbergen Innovative Growth Stock Fund (SCATX) and Invesco QQQ ETF (QQQ). 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.
| SCATX | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.36 | ||
| Sortino ratioReturn per unit of downside risk | -1.75 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.21 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.19 | 1.88 | -2.07 |
| Martin ratioReturn relative to average drawdown | -0.48 | 6.00 | -6.48 |
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Drawdowns
SCATX vs. QQQ - Drawdown Comparison
The maximum SCATX drawdown since its inception was -66.92%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for SCATX and QQQ.
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Drawdown Indicators
| SCATX | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.92% | -82.97% | +16.05% |
Max Drawdown (1Y)Largest decline over 1 year | -26.17% | -11.96% | -14.21% |
Max Drawdown (3Y)Largest decline over 3 years | -30.26% | -22.77% | -7.49% |
Max Drawdown (5Y)Largest decline over 5 years | -63.68% | -35.12% | -28.56% |
Max Drawdown (10Y)Largest decline over 10 years | -66.92% | -35.12% | -31.80% |
Current DrawdownCurrent decline from peak | -18.06% | -7.69% | -10.37% |
Average DrawdownAverage peak-to-trough decline | -15.85% | -32.62% | +16.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.63% | 3.74% | +6.89% |
Volatility
SCATX vs. QQQ - Volatility Comparison
Virtus Zevenbergen Innovative Growth Stock Fund (SCATX) has a higher volatility of 7.81% compared to Invesco QQQ ETF (QQQ) at 6.87%. This indicates that SCATX's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCATX | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.81% | 6.87% | +0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 20.96% | 16.08% | +4.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.65% | 19.38% | +6.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.21% | 22.90% | +13.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.78% | 22.50% | +10.28% |
SCATX vs. QQQ - Expense Ratio Comparison
SCATX has a 1.00% expense ratio, which is higher than QQQ's 0.18% expense ratio.
Dividends
SCATX vs. QQQ - Dividend Comparison
SCATX's dividend yield for the trailing twelve months is around 4.26%, more than QQQ's 0.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QQQ Invesco QQQ ETF | 0.44% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
SCATX Virtus Zevenbergen Innovative Growth Stock Fund | 4.26% | 0.00% | 0.00% | 0.00% | 4.30% | 0.00% | 0.00% | 0.00% | 6.18% | 10.09% | 18.59% | 7.30% |
Frequently Asked Questions
SCATX and QQQ have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCATX has higher volatility (7.81%) compared to QQQ (6.87%). In terms of maximum drawdown, SCATX dropped -66.92% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (1.16 vs -0.20), 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.
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