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VASGX vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VASGX and QQQ is 0.84, 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.


-0.50.00.51.00.8

Performance

VASGX vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard LifeStrategy Growth Fund (VASGX) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

400.00%600.00%800.00%1,000.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
342.75%
1,092.67%
VASGX
QQQ

Key characteristics

Sharpe Ratio

VASGX:

1.54

QQQ:

1.64

Sortino Ratio

VASGX:

2.13

QQQ:

2.19

Omega Ratio

VASGX:

1.28

QQQ:

1.30

Calmar Ratio

VASGX:

2.19

QQQ:

2.16

Martin Ratio

VASGX:

9.62

QQQ:

7.79

Ulcer Index

VASGX:

1.54%

QQQ:

3.76%

Daily Std Dev

VASGX:

9.64%

QQQ:

17.85%

Max Drawdown

VASGX:

-51.16%

QQQ:

-82.98%

Current Drawdown

VASGX:

-3.14%

QQQ:

-3.63%

Returns By Period

In the year-to-date period, VASGX achieves a 13.58% return, which is significantly lower than QQQ's 27.20% return. Over the past 10 years, VASGX has underperformed QQQ with an annualized return of 6.96%, while QQQ has yielded a comparatively higher 18.36% annualized return.


VASGX

YTD

13.58%

1M

-0.77%

6M

5.23%

1Y

13.57%

5Y*

7.21%

10Y*

6.96%

QQQ

YTD

27.20%

1M

3.08%

6M

8.34%

1Y

27.81%

5Y*

20.44%

10Y*

18.36%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VASGX vs. QQQ - Expense Ratio Comparison

VASGX has a 0.14% expense ratio, which is lower than QQQ's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


QQQ
Invesco QQQ
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for VASGX: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%

Risk-Adjusted Performance

VASGX vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard LifeStrategy Growth Fund (VASGX) and Invesco QQQ (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.


Sharpe ratio
The chart of Sharpe ratio for VASGX, currently valued at 1.54, compared to the broader market-1.000.001.002.003.004.001.541.64
The chart of Sortino ratio for VASGX, currently valued at 2.13, compared to the broader market-2.000.002.004.006.008.0010.002.132.19
The chart of Omega ratio for VASGX, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.003.501.281.30
The chart of Calmar ratio for VASGX, currently valued at 2.19, compared to the broader market0.002.004.006.008.0010.0012.0014.002.192.16
The chart of Martin ratio for VASGX, currently valued at 9.62, compared to the broader market0.0020.0040.0060.009.627.79
VASGX
QQQ

The current VASGX Sharpe Ratio is 1.54, which is comparable to the QQQ Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of VASGX and QQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.54
1.64
VASGX
QQQ

Dividends

VASGX vs. QQQ - Dividend Comparison

VASGX's dividend yield for the trailing twelve months is around 2.19%, more than QQQ's 0.43% yield.


TTM20232022202120202019201820172016201520142013
VASGX
Vanguard LifeStrategy Growth Fund
2.19%2.34%2.10%1.87%1.68%2.32%2.56%2.09%2.22%2.20%2.10%1.92%
QQQ
Invesco QQQ
0.43%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.02%

Drawdowns

VASGX vs. QQQ - Drawdown Comparison

The maximum VASGX drawdown since its inception was -51.16%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for VASGX and QQQ. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.14%
-3.63%
VASGX
QQQ

Volatility

VASGX vs. QQQ - Volatility Comparison

The current volatility for Vanguard LifeStrategy Growth Fund (VASGX) is 2.90%, while Invesco QQQ (QQQ) has a volatility of 5.29%. This indicates that VASGX experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
2.90%
5.29%
VASGX
QQQ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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