VGTSX vs. QQQ
Compare and contrast key facts about Vanguard Total International Stock Index Fund Investor Shares (VGTSX) and Invesco QQQ ETF (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.
Performance
VGTSX vs. QQQ - Performance Comparison
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VGTSX vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGTSX Vanguard Total International Stock Index Fund Investor Shares | -1.04% | 32.05% | 5.30% | 15.18% | -16.07% | 8.58% | 11.15% | 21.44% | -14.47% | 27.39% |
QQQ Invesco QQQ ETF | -5.93% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Returns By Period
In the year-to-date period, VGTSX achieves a -1.04% return, which is significantly higher than QQQ's -5.93% return. Over the past 10 years, VGTSX has underperformed QQQ with an annualized return of 8.44%, while QQQ has yielded a comparatively higher 18.85% annualized return.
VGTSX
- 1D
- -0.21%
- 1M
- -11.13%
- YTD
- -1.04%
- 6M
- 3.40%
- 1Y
- 23.91%
- 3Y*
- 14.12%
- 5Y*
- 6.80%
- 10Y*
- 8.44%
QQQ
- 1D
- 3.39%
- 1M
- -4.84%
- YTD
- -5.93%
- 6M
- -3.62%
- 1Y
- 23.68%
- 3Y*
- 22.32%
- 5Y*
- 12.88%
- 10Y*
- 18.85%
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VGTSX vs. QQQ - Expense Ratio Comparison
VGTSX has a 0.17% 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
VGTSX vs. QQQ — Risk / Return Rank
VGTSX
QQQ
VGTSX vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock Index Fund Investor Shares (VGTSX) 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.
| VGTSX | QQQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.49 | 1.05 | +0.44 |
Sortino ratioReturn per unit of downside risk | 1.99 | 1.63 | +0.36 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.23 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.91 | 1.88 | +0.04 |
Martin ratioReturn relative to average drawdown | 7.61 | 6.95 | +0.66 |
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
| VGTSX | QQQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | 1.05 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.58 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.85 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.37 | -0.08 |
Correlation
The correlation between VGTSX and QQQ is 0.62, 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
VGTSX vs. QQQ - Dividend Comparison
VGTSX's dividend yield for the trailing twelve months is around 2.95%, more than QQQ's 0.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGTSX Vanguard Total International Stock Index Fund Investor Shares | 2.95% | 3.08% | 3.26% | 3.16% | 2.98% | 2.99% | 2.05% | 2.98% | 3.09% | 2.68% | 2.86% | 2.77% |
QQQ Invesco QQQ ETF | 0.49% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Drawdowns
VGTSX vs. QQQ - Drawdown Comparison
The maximum VGTSX drawdown since its inception was -61.48%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for VGTSX and QQQ.
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Drawdown Indicators
| VGTSX | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.48% | -82.97% | +21.49% |
Max Drawdown (1Y)Largest decline over 1 year | -11.29% | -12.62% | +1.33% |
Max Drawdown (5Y)Largest decline over 5 years | -29.61% | -35.12% | +5.51% |
Max Drawdown (10Y)Largest decline over 10 years | -35.93% | -35.12% | -0.81% |
Current DrawdownCurrent decline from peak | -11.29% | -8.98% | -2.31% |
Average DrawdownAverage peak-to-trough decline | -14.04% | -32.99% | +18.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 3.41% | -0.57% |
Volatility
VGTSX vs. QQQ - Volatility Comparison
Vanguard Total International Stock Index Fund Investor Shares (VGTSX) and Invesco QQQ ETF (QQQ) have volatilities of 6.78% and 6.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGTSX | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.78% | 6.51% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 10.48% | 12.77% | -2.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.49% | 22.67% | -7.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.78% | 22.39% | -7.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.83% | 22.25% | -6.42% |