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

Correlation

The correlation between VGHCX and QQQ is 0.76, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

VGHCX vs. QQQ - Performance Comparison

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

900.00%1,000.00%1,100.00%1,200.00%1,300.00%1,400.00%NovemberDecember2025FebruaryMarchApril
1,163.54%
978.32%
VGHCX
QQQ

Key characteristics

Sharpe Ratio

VGHCX:

-0.40

QQQ:

0.49

Sortino Ratio

VGHCX:

-0.45

QQQ:

0.85

Omega Ratio

VGHCX:

0.94

QQQ:

1.12

Calmar Ratio

VGHCX:

-0.24

QQQ:

0.54

Martin Ratio

VGHCX:

-0.58

QQQ:

1.86

Ulcer Index

VGHCX:

10.25%

QQQ:

6.59%

Daily Std Dev

VGHCX:

14.77%

QQQ:

25.26%

Max Drawdown

VGHCX:

-36.93%

QQQ:

-82.98%

Current Drawdown

VGHCX:

-19.75%

QQQ:

-13.25%

Returns By Period

In the year-to-date period, VGHCX achieves a -4.42% return, which is significantly higher than QQQ's -8.45% return. Over the past 10 years, VGHCX has underperformed QQQ with an annualized return of 5.64%, while QQQ has yielded a comparatively higher 16.49% annualized return.


VGHCX

YTD

-4.42%

1M

-6.66%

6M

-13.33%

1Y

-7.02%

5Y*

4.80%

10Y*

5.64%

QQQ

YTD

-8.45%

1M

-5.29%

6M

-4.78%

1Y

10.24%

5Y*

17.72%

10Y*

16.49%

*Annualized

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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.


Expense ratio chart for VGHCX: current value is 0.30%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VGHCX: 0.30%
Expense ratio chart for QQQ: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QQQ: 0.20%

Risk-Adjusted Performance

VGHCX vs. QQQ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VGHCX
The Risk-Adjusted Performance Rank of VGHCX is 88
Overall Rank
The Sharpe Ratio Rank of VGHCX is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of VGHCX is 66
Sortino Ratio Rank
The Omega Ratio Rank of VGHCX is 77
Omega Ratio Rank
The Calmar Ratio Rank of VGHCX is 88
Calmar Ratio Rank
The Martin Ratio Rank of VGHCX is 1313
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 6161
Overall Rank
The Sharpe Ratio Rank of QQQ is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 6161
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 6161
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6767
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for VGHCX, currently valued at -0.40, compared to the broader market-1.000.001.002.003.00
VGHCX: -0.40
QQQ: 0.49
The chart of Sortino ratio for VGHCX, currently valued at -0.45, compared to the broader market-2.000.002.004.006.008.00
VGHCX: -0.45
QQQ: 0.85
The chart of Omega ratio for VGHCX, currently valued at 0.94, compared to the broader market0.501.001.502.002.503.00
VGHCX: 0.94
QQQ: 1.12
The chart of Calmar ratio for VGHCX, currently valued at -0.24, compared to the broader market0.002.004.006.008.0010.00
VGHCX: -0.24
QQQ: 0.54
The chart of Martin ratio for VGHCX, currently valued at -0.58, compared to the broader market0.0010.0020.0030.0040.0050.00
VGHCX: -0.58
QQQ: 1.86

The current VGHCX Sharpe Ratio is -0.40, which is lower than the QQQ Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of VGHCX 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.40
0.49
VGHCX
QQQ

Dividends

VGHCX vs. QQQ - Dividend Comparison

VGHCX's dividend yield for the trailing twelve months is around 10.13%, more than QQQ's 0.64% yield.


TTM20242023202220212020201920182017201620152014
VGHCX
Vanguard Health Care Fund Investor Shares
10.13%13.05%7.17%5.44%8.31%7.96%11.82%9.18%7.30%8.54%8.16%13.02%
QQQ
Invesco QQQ
0.64%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

VGHCX vs. QQQ - Drawdown Comparison

The maximum VGHCX drawdown since its inception was -36.93%, 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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-19.75%
-13.25%
VGHCX
QQQ

Volatility

VGHCX vs. QQQ - Volatility Comparison

The current volatility for Vanguard Health Care Fund Investor Shares (VGHCX) is 8.97%, while Invesco QQQ (QQQ) has a volatility of 16.89%. 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.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
8.97%
16.89%
VGHCX
QQQ