VGHCX vs. QQQ
Compare and contrast key facts about Vanguard Health Care Fund Investor Shares (VGHCX) and Invesco QQQ (QQQ).
VGHCX is managed by Vanguard. It was launched on May 23, 1984. 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: VGHCX or QQQ.
Performance
VGHCX vs. QQQ - Performance Comparison
Returns By Period
In the year-to-date period, VGHCX achieves a -2.15% return, which is significantly lower than QQQ's 21.78% return. Over the past 10 years, VGHCX has underperformed QQQ with an annualized return of -0.18%, while QQQ has yielded a comparatively higher 17.95% annualized return.
VGHCX
-2.15%
-9.86%
-5.45%
2.50%
0.32%
-0.18%
QQQ
21.78%
1.15%
10.25%
29.54%
20.42%
17.95%
Key characteristics
| VGHCX | QQQ | |
|---|---|---|
| Sharpe Ratio | 0.20 | 1.70 |
| Sortino Ratio | 0.35 | 2.29 |
| Omega Ratio | 1.04 | 1.31 |
| Calmar Ratio | 0.14 | 2.19 |
| Martin Ratio | 0.63 | 7.96 |
| Ulcer Index | 3.88% | 3.72% |
| Daily Std Dev | 11.96% | 17.39% |
| Max Drawdown | -45.86% | -82.98% |
| Current Drawdown | -15.13% | -3.42% |
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VGHCX vs. QQQ - Expense Ratio Comparison
VGHCX has a 0.30% expense ratio, which is higher than QQQ's 0.20% expense ratio.
Correlation
The correlation between VGHCX and QQQ is 0.63, 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.
Risk-Adjusted Performance
VGHCX vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Health Care Fund Investor Shares (VGHCX) 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
VGHCX vs. QQQ - Dividend Comparison
VGHCX's dividend yield for the trailing twelve months is around 0.88%, more than QQQ's 0.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGHCX Vanguard Health Care Fund Investor Shares | 0.88% | 0.84% | 0.78% | 0.86% | 0.87% | 1.17% | 1.22% | 1.00% | 1.00% | 1.18% | 1.00% | 1.26% |
QQQ Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
VGHCX vs. QQQ - Drawdown Comparison
The maximum VGHCX drawdown since its inception was -45.86%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for VGHCX and QQQ. For additional features, visit the drawdowns tool.
Volatility
VGHCX vs. QQQ - Volatility Comparison
The current volatility for Vanguard Health Care Fund Investor Shares (VGHCX) is 3.98%, while Invesco QQQ (QQQ) has a volatility of 5.62%. This indicates that VGHCX 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.