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

Key characteristics


VGTQQQ
YTD Return18.79%16.39%
1Y Return28.63%27.01%
3Y Return (Ann)13.28%10.57%
5Y Return (Ann)22.47%20.83%
10Y Return (Ann)20.53%18.27%
Sharpe Ratio1.411.52
Daily Std Dev18.34%15.87%
Max Drawdown-54.63%-82.98%
Current Drawdown-5.61%-5.51%

Correlation

-0.50.00.51.00.9

The correlation between VGT and QQQ is 0.95, 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.

Performance

VGT vs. QQQ - Performance Comparison

In the year-to-date period, VGT achieves a 18.79% return, which is significantly higher than QQQ's 16.39% return. Over the past 10 years, VGT has outperformed QQQ with an annualized return of 20.53%, while QQQ has yielded a comparatively lower 18.27% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


1,100.00%1,200.00%1,300.00%1,400.00%1,500.00%FebruaryMarchAprilMayJuneJuly
1,300.46%
1,402.64%
VGT
QQQ

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Vanguard Information Technology ETF

Invesco QQQ

VGT vs. QQQ - Expense Ratio Comparison

VGT has a 0.10% expense ratio, which is lower than QQQ's 0.20% 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%.


QQQ
Invesco QQQ
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

VGT vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Information Technology ETF (VGT) 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.


VGT
Sharpe ratio
The chart of Sharpe ratio for VGT, currently valued at 1.41, compared to the broader market0.002.004.006.001.41
Sortino ratio
The chart of Sortino ratio for VGT, currently valued at 1.94, compared to the broader market0.005.0010.001.94
Omega ratio
The chart of Omega ratio for VGT, currently valued at 1.24, compared to the broader market1.002.003.001.24
Calmar ratio
The chart of Calmar ratio for VGT, currently valued at 1.99, compared to the broader market0.005.0010.0015.0020.001.99
Martin ratio
The chart of Martin ratio for VGT, currently valued at 6.16, compared to the broader market0.0050.00100.00150.006.16
QQQ
Sharpe ratio
The chart of Sharpe ratio for QQQ, currently valued at 1.52, compared to the broader market0.002.004.006.001.52
Sortino ratio
The chart of Sortino ratio for QQQ, currently valued at 2.10, compared to the broader market0.005.0010.002.10
Omega ratio
The chart of Omega ratio for QQQ, currently valued at 1.26, compared to the broader market1.002.003.001.26
Calmar ratio
The chart of Calmar ratio for QQQ, currently valued at 1.74, compared to the broader market0.005.0010.0015.0020.001.74
Martin ratio
The chart of Martin ratio for QQQ, currently valued at 7.71, compared to the broader market0.0050.00100.00150.007.71

VGT vs. QQQ - Sharpe Ratio Comparison

The current VGT Sharpe Ratio is 1.41, which roughly equals the QQQ Sharpe Ratio of 1.52. The chart below compares the 12-month rolling Sharpe Ratio of VGT and QQQ.


Rolling 12-month Sharpe Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.41
1.52
VGT
QQQ

Dividends

VGT vs. QQQ - Dividend Comparison

VGT's dividend yield for the trailing twelve months is around 0.65%, more than QQQ's 0.61% yield.


TTM20232022202120202019201820172016201520142013
VGT
Vanguard Information Technology ETF
0.65%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%
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%1.01%

Drawdowns

VGT vs. QQQ - Drawdown Comparison

The maximum VGT drawdown since its inception was -54.63%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for VGT and QQQ. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-5.61%
-5.51%
VGT
QQQ

Volatility

VGT vs. QQQ - Volatility Comparison

Vanguard Information Technology ETF (VGT) has a higher volatility of 5.87% compared to Invesco QQQ (QQQ) at 4.92%. This indicates that VGT's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%FebruaryMarchAprilMayJuneJuly
5.87%
4.92%
VGT
QQQ