VEVFX vs. QQQ
Compare and contrast key facts about Vanguard Explorer Value Fund (VEVFX) and Invesco QQQ (QQQ).
VEVFX is managed by Vanguard. It was launched on Mar 30, 2010. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VEVFX or QQQ.
Key characteristics
| VEVFX | QQQ | |
|---|---|---|
| YTD Return | 13.01% | 19.19% |
| 1Y Return | 25.29% | 33.08% |
| 3Y Return (Ann) | 2.69% | 7.58% |
| 5Y Return (Ann) | 9.00% | 20.31% |
| 10Y Return (Ann) | 8.15% | 17.95% |
| Sharpe Ratio | 1.56 | 2.01 |
| Sortino Ratio | 2.26 | 2.66 |
| Omega Ratio | 1.27 | 1.36 |
| Calmar Ratio | 1.69 | 2.56 |
| Martin Ratio | 8.99 | 9.32 |
| Ulcer Index | 3.11% | 3.72% |
| Daily Std Dev | 17.92% | 17.23% |
| Max Drawdown | -47.53% | -82.98% |
| Current Drawdown | -2.54% | -3.23% |
Correlation
The correlation between VEVFX and QQQ is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VEVFX vs. QQQ - Performance Comparison
In the year-to-date period, VEVFX achieves a 13.01% return, which is significantly lower than QQQ's 19.19% return. Over the past 10 years, VEVFX has underperformed QQQ with an annualized return of 8.15%, while QQQ has yielded a comparatively higher 17.95% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VEVFX vs. QQQ - Expense Ratio Comparison
VEVFX has a 0.52% expense ratio, which is higher than QQQ's 0.20% expense ratio.
Risk-Adjusted Performance
VEVFX vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Explorer Value Fund (VEVFX) 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.
Dividends
VEVFX vs. QQQ - Dividend Comparison
VEVFX's dividend yield for the trailing twelve months is around 0.68%, more than QQQ's 0.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEVFX Vanguard Explorer Value Fund | 0.68% | 0.76% | 3.85% | 4.07% | 0.86% | 1.47% | 8.92% | 3.78% | 2.26% | 6.31% | 5.96% | 7.02% |
QQQ Invesco QQQ | 0.62% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
Drawdowns
VEVFX vs. QQQ - Drawdown Comparison
The maximum VEVFX drawdown since its inception was -47.53%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for VEVFX and QQQ. For additional features, visit the drawdowns tool.
Volatility
VEVFX vs. QQQ - Volatility Comparison
The current volatility for Vanguard Explorer Value Fund (VEVFX) is 3.82%, while Invesco QQQ (QQQ) has a volatility of 4.47%. This indicates that VEVFX 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.