VCR vs. QQQ
VCR (Vanguard Consumer Discretionary ETF) and QQQ (Invesco QQQ ETF) are both exchange-traded funds - VCR is a Consumer Discretionary Equities fund tracking the MSCI US Investable Market Consumer Discretionary 25/50 Index, while QQQ is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, VCR returned 13.76%/yr vs 21.79%/yr for QQQ. Their correlation of 0.82 suggests significant overlap in exposure. VCR charges 0.10%/yr vs 0.18%/yr for QQQ.
Performance
VCR vs. QQQ - Performance Comparison
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Returns By Period
In the year-to-date period, VCR achieves a -0.09% return, which is significantly lower than QQQ's 17.57% return. Over the past 10 years, VCR has underperformed QQQ with an annualized return of 13.76%, while QQQ has yielded a comparatively higher 21.79% annualized return.
VCR
- 1D
- 0.20%
- 1M
- 0.16%
- YTD
- -0.09%
- 6M
- -1.17%
- 1Y
- 12.37%
- 3Y*
- 13.30%
- 5Y*
- 6.00%
- 10Y*
- 13.76%
QQQ
- 1D
- 0.59%
- 1M
- 0.22%
- YTD
- 17.57%
- 6M
- 17.85%
- 1Y
- 37.55%
- 3Y*
- 26.43%
- 5Y*
- 16.85%
- 10Y*
- 21.79%
VCR vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VCR Vanguard Consumer Discretionary ETF | -0.09% | 5.77% | 24.27% | 40.38% | -35.15% | 24.86% | 48.36% | 27.45% | -2.31% | 22.82% |
QQQ Invesco QQQ ETF | 17.57% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Correlation
The correlation between VCR and QQQ is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.82 |
The correlation between VCR and QQQ shifts across timeframes, from 0.70 (1 year) to 0.83 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
VCR vs. QQQ — Risk / Return Rank
VCR
QQQ
VCR vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Consumer Discretionary ETF (VCR) 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.
| VCR | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.49 | ||
| Sortino ratioReturn per unit of downside risk | -1.77 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.37 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | 3.01 | -2.29 |
| Martin ratioReturn relative to average drawdown | 2.21 | 11.22 | -9.02 |
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Drawdowns
VCR vs. QQQ - Drawdown Comparison
The maximum VCR drawdown since its inception was -61.54%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for VCR and QQQ.
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Drawdown Indicators
| VCR | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.54% | -82.97% | +21.43% |
Max Drawdown (1Y)Largest decline over 1 year | -15.59% | -11.96% | -3.63% |
Max Drawdown (3Y)Largest decline over 3 years | -27.36% | -22.77% | -4.59% |
Max Drawdown (5Y)Largest decline over 5 years | -39.20% | -35.12% | -4.08% |
Max Drawdown (10Y)Largest decline over 10 years | -39.20% | -35.12% | -4.08% |
Current DrawdownCurrent decline from peak | -4.64% | -3.33% | -1.31% |
Average DrawdownAverage peak-to-trough decline | -9.39% | -32.75% | +23.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.05% | 3.20% | +1.85% |
Volatility
VCR vs. QQQ - Volatility Comparison
The current volatility for Vanguard Consumer Discretionary ETF (VCR) is 6.17%, while Invesco QQQ ETF (QQQ) has a volatility of 7.56%. This indicates that VCR 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.
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Volatility by Period
| VCR | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.17% | 7.56% | -1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 13.48% | 13.81% | -0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.62% | 17.19% | +1.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.03% | 22.55% | +1.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.43% | 22.38% | +0.05% |
VCR vs. QQQ - Expense Ratio Comparison
VCR has a 0.10% expense ratio, which is lower than QQQ's 0.18% 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%.
Dividends
VCR vs. QQQ - Dividend Comparison
VCR's dividend yield for the trailing twelve months is around 0.73%, more than QQQ's 0.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QQQ Invesco QQQ ETF | 0.39% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
VCR Vanguard Consumer Discretionary ETF | 0.73% | 0.74% | 0.74% | 0.84% | 0.98% | 0.79% | 1.71% | 1.17% | 1.37% | 1.21% | 1.60% | 1.32% |
Frequently Asked Questions
VCR and QQQ have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QQQ has higher volatility (7.56%) compared to VCR (6.17%). In terms of maximum drawdown, VCR dropped -61.54% vs QQQ's -82.97%.
On 10-year performance, QQQ leads with 21.79% vs 13.76% for VCR. On fees, VCR is cheaper at 0.10% per year. On volatility, VCR has been the lower-risk option at 6.17%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, QQQ has performed better with a 21.79% return vs 13.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VCR is cheaper with a 0.10% expense ratio, compared with 0.18% for QQQ.
VCR has the higher dividend yield at 0.73%, compared with 0.39% for QQQ.
VCR is categorized as Consumer Discretionary Equities, while QQQ is Nasdaq-100. VCR tracks MSCI US Investable Market Consumer Discretionary 25/50 Index, while QQQ tracks NASDAQ-100 Index. They also come from different issuers: Vanguard and Invesco. Their fees differ too: 0.10% for VCR and 0.18% for QQQ.
QQQ currently has the higher Sharpe Ratio (2.09 vs 0.60), 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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