VIGRX vs. QQQ
Compare and contrast key facts about Vanguard Growth Index Fund (VIGRX) and Invesco QQQ (QQQ).
VIGRX is managed by Vanguard. It was launched on Nov 2, 1992. 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: VIGRX or QQQ.
Performance
VIGRX vs. QQQ - Performance Comparison
Returns By Period
In the year-to-date period, VIGRX achieves a 30.27% return, which is significantly higher than QQQ's 23.84% return. Over the past 10 years, VIGRX has underperformed QQQ with an annualized return of 15.34%, while QQQ has yielded a comparatively higher 18.03% annualized return.
VIGRX
30.27%
2.56%
14.95%
35.68%
18.95%
15.34%
QQQ
23.84%
1.82%
11.65%
30.35%
20.97%
18.03%
Key characteristics
| VIGRX | QQQ | |
|---|---|---|
| Sharpe Ratio | 2.15 | 1.78 |
| Sortino Ratio | 2.81 | 2.37 |
| Omega Ratio | 1.39 | 1.32 |
| Calmar Ratio | 2.81 | 2.28 |
| Martin Ratio | 11.00 | 8.27 |
| Ulcer Index | 3.30% | 3.73% |
| Daily Std Dev | 16.88% | 17.37% |
| Max Drawdown | -57.48% | -82.98% |
| Current Drawdown | -1.20% | -1.78% |
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VIGRX vs. QQQ - Expense Ratio Comparison
VIGRX 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%.
Correlation
The correlation between VIGRX and QQQ is 0.92, 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.
Risk-Adjusted Performance
VIGRX vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth Index Fund (VIGRX) 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
VIGRX vs. QQQ - Dividend Comparison
VIGRX's dividend yield for the trailing twelve months is around 0.38%, less than QQQ's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VIGRX Vanguard Growth Index Fund | 0.38% | 0.47% | 0.54% | 0.36% | 0.56% | 0.83% | 1.18% | 1.03% | 1.27% | 1.16% | 1.07% | 1.06% |
QQQ Invesco QQQ | 0.60% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
VIGRX vs. QQQ - Drawdown Comparison
The maximum VIGRX drawdown since its inception was -57.48%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for VIGRX and QQQ. For additional features, visit the drawdowns tool.
Volatility
VIGRX vs. QQQ - Volatility Comparison
Vanguard Growth Index Fund (VIGRX) and Invesco QQQ (QQQ) have volatilities of 5.24% and 5.41%, 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.