VGTSX vs. QQQ
Compare and contrast key facts about Vanguard Total International Stock Index Fund Investor Shares (VGTSX) and Invesco QQQ (QQQ).
VGTSX is managed by Vanguard. It was launched on Apr 29, 1996. 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: VGTSX or QQQ.
Key characteristics
| VGTSX | QQQ | |
|---|---|---|
| YTD Return | 8.96% | 26.09% |
| 1Y Return | 20.11% | 39.88% |
| 3Y Return (Ann) | 1.16% | 9.90% |
| 5Y Return (Ann) | 5.72% | 21.46% |
| 10Y Return (Ann) | 5.04% | 18.52% |
| Sharpe Ratio | 1.64 | 2.22 |
| Sortino Ratio | 2.31 | 2.92 |
| Omega Ratio | 1.29 | 1.40 |
| Calmar Ratio | 1.34 | 2.86 |
| Martin Ratio | 9.39 | 10.44 |
| Ulcer Index | 2.12% | 3.72% |
| Daily Std Dev | 12.13% | 17.47% |
| Max Drawdown | -61.48% | -82.98% |
| Current Drawdown | -4.77% | 0.00% |
Correlation
The correlation between VGTSX and QQQ is 0.61, 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
VGTSX vs. QQQ - Performance Comparison
In the year-to-date period, VGTSX achieves a 8.96% return, which is significantly lower than QQQ's 26.09% return. Over the past 10 years, VGTSX has underperformed QQQ with an annualized return of 5.04%, while QQQ has yielded a comparatively higher 18.52% 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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VGTSX vs. QQQ - Expense Ratio Comparison
VGTSX has a 0.17% 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%.
Risk-Adjusted Performance
VGTSX vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock Index Fund Investor Shares (VGTSX) 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
VGTSX vs. QQQ - Dividend Comparison
VGTSX's dividend yield for the trailing twelve months is around 2.84%, more than QQQ's 0.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGTSX Vanguard Total International Stock Index Fund Investor Shares | 2.84% | 3.15% | 2.98% | 2.99% | 2.06% | 2.98% | 3.09% | 2.69% | 2.86% | 2.77% | 3.32% | 2.63% |
QQQ Invesco QQQ | 0.59% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
VGTSX vs. QQQ - Drawdown Comparison
The maximum VGTSX drawdown since its inception was -61.48%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for VGTSX and QQQ. For additional features, visit the drawdowns tool.
Volatility
VGTSX vs. QQQ - Volatility Comparison
The current volatility for Vanguard Total International Stock Index Fund Investor Shares (VGTSX) is 3.74%, while Invesco QQQ (QQQ) has a volatility of 5.17%. This indicates that VGTSX 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.