VFVA vs. QQQ
Compare and contrast key facts about Vanguard U.S. Value Factor ETF (VFVA) and Invesco QQQ ETF (QQQ).
VFVA and QQQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VFVA is an actively managed fund by Vanguard. It was launched on Feb 13, 2018. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Performance
VFVA vs. QQQ - Performance Comparison
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VFVA vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VFVA Vanguard U.S. Value Factor ETF | 2.10% | 14.77% | 7.67% | 17.37% | -3.96% | 36.94% | 2.28% | 25.42% | -15.61% |
QQQ Invesco QQQ ETF | -4.76% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -6.12% |
Returns By Period
In the year-to-date period, VFVA achieves a 2.10% return, which is significantly higher than QQQ's -4.76% return.
VFVA
- 1D
- 0.20%
- 1M
- -4.12%
- YTD
- 2.10%
- 6M
- 6.23%
- 1Y
- 20.92%
- 3Y*
- 14.37%
- 5Y*
- 9.69%
- 10Y*
- —
QQQ
- 1D
- 1.24%
- 1M
- -3.79%
- YTD
- -4.76%
- 6M
- -2.89%
- 1Y
- 24.21%
- 3Y*
- 22.83%
- 5Y*
- 13.16%
- 10Y*
- 18.99%
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VFVA vs. QQQ - Expense Ratio Comparison
VFVA has a 0.13% 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%.
Return for Risk
VFVA vs. QQQ — Risk / Return Rank
VFVA
QQQ
VFVA vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Value Factor ETF (VFVA) 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.
| VFVA | QQQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 1.07 | -0.13 |
Sortino ratioReturn per unit of downside risk | 1.45 | 1.66 | -0.21 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.24 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 2.00 | -0.65 |
Martin ratioReturn relative to average drawdown | 5.36 | 7.32 | -1.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VFVA | QQQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 1.07 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.59 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.86 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.38 | +0.02 |
Correlation
The correlation between VFVA and QQQ is 0.55, 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.
Dividends
VFVA vs. QQQ - Dividend Comparison
VFVA's dividend yield for the trailing twelve months is around 2.09%, more than QQQ's 0.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFVA Vanguard U.S. Value Factor ETF | 2.09% | 2.13% | 2.40% | 2.45% | 2.21% | 1.68% | 2.04% | 2.08% | 1.65% | 0.00% | 0.00% | 0.00% |
QQQ Invesco QQQ ETF | 0.48% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Drawdowns
VFVA vs. QQQ - Drawdown Comparison
The maximum VFVA drawdown since its inception was -48.58%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for VFVA and QQQ.
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Drawdown Indicators
| VFVA | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.58% | -82.97% | +34.39% |
Max Drawdown (1Y)Largest decline over 1 year | -15.54% | -12.62% | -2.92% |
Max Drawdown (5Y)Largest decline over 5 years | -24.07% | -35.12% | +11.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.12% | — |
Current DrawdownCurrent decline from peak | -6.24% | -7.86% | +1.62% |
Average DrawdownAverage peak-to-trough decline | -7.43% | -32.99% | +25.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.91% | 3.44% | +0.47% |
Volatility
VFVA vs. QQQ - Volatility Comparison
The current volatility for Vanguard U.S. Value Factor ETF (VFVA) is 4.33%, while Invesco QQQ ETF (QQQ) has a volatility of 6.61%. This indicates that VFVA 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
| VFVA | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 6.61% | -2.28% |
Volatility (6M)Calculated over the trailing 6-month period | 11.07% | 12.82% | -1.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.24% | 22.70% | -0.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.25% | 22.38% | -2.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.51% | 22.25% | +2.26% |