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

Correlation

The correlation between VOOG 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.


-0.50.00.51.00.9

Performance

VOOG vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P 500 Growth ETF (VOOG) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

600.00%700.00%800.00%900.00%1,000.00%1,100.00%1,200.00%AugustSeptemberOctoberNovemberDecember2025
782.95%
1,180.86%
VOOG
QQQ

Key characteristics

Sharpe Ratio

VOOG:

2.16

QQQ:

1.58

Sortino Ratio

VOOG:

2.79

QQQ:

2.13

Omega Ratio

VOOG:

1.39

QQQ:

1.28

Calmar Ratio

VOOG:

3.00

QQQ:

2.13

Martin Ratio

VOOG:

11.71

QQQ:

7.44

Ulcer Index

VOOG:

3.30%

QQQ:

3.88%

Daily Std Dev

VOOG:

17.88%

QQQ:

18.24%

Max Drawdown

VOOG:

-32.73%

QQQ:

-82.98%

Current Drawdown

VOOG:

-1.44%

QQQ:

-2.90%

Returns By Period

In the year-to-date period, VOOG achieves a 2.30% return, which is significantly higher than QQQ's 2.06% return. Over the past 10 years, VOOG has underperformed QQQ with an annualized return of 15.54%, while QQQ has yielded a comparatively higher 18.75% annualized return.


VOOG

YTD

2.30%

1M

2.23%

6M

13.09%

1Y

36.72%

5Y*

16.46%

10Y*

15.54%

QQQ

YTD

2.06%

1M

1.18%

6M

10.12%

1Y

27.08%

5Y*

19.30%

10Y*

18.75%

*Annualized

Compare stocks, funds, or ETFs

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


VOOG vs. QQQ - Expense Ratio Comparison

VOOG 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 VOOG: 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

VOOG vs. QQQ — Risk-Adjusted Performance Rank

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

VOOG
The Risk-Adjusted Performance Rank of VOOG is 7979
Overall Rank
The Sharpe Ratio Rank of VOOG is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of VOOG is 7777
Sortino Ratio Rank
The Omega Ratio Rank of VOOG is 7979
Omega Ratio Rank
The Calmar Ratio Rank of VOOG is 7777
Calmar Ratio Rank
The Martin Ratio Rank of VOOG is 7979
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 6262
Overall Rank
The Sharpe Ratio Rank of QQQ is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 6060
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 6262
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6565
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 6161
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.

VOOG vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 Growth ETF (VOOG) 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.


Sharpe ratio
The chart of Sharpe ratio for VOOG, currently valued at 2.16, compared to the broader market0.002.004.002.161.58
The chart of Sortino ratio for VOOG, currently valued at 2.79, compared to the broader market0.005.0010.002.792.13
The chart of Omega ratio for VOOG, currently valued at 1.39, compared to the broader market1.002.003.001.391.28
The chart of Calmar ratio for VOOG, currently valued at 3.00, compared to the broader market0.005.0010.0015.0020.003.002.13
The chart of Martin ratio for VOOG, currently valued at 11.71, compared to the broader market0.0020.0040.0060.0080.00100.0011.717.44
VOOG
QQQ

The current VOOG Sharpe Ratio is 2.16, which is higher than the QQQ Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of VOOG 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 Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
2.16
1.58
VOOG
QQQ

Dividends

VOOG vs. QQQ - Dividend Comparison

VOOG's dividend yield for the trailing twelve months is around 0.48%, less than QQQ's 0.55% yield.


TTM20242023202220212020201920182017201620152014
VOOG
Vanguard S&P 500 Growth ETF
0.48%0.49%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%
QQQ
Invesco QQQ
0.55%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

VOOG vs. QQQ - Drawdown Comparison

The maximum VOOG drawdown since its inception was -32.73%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for VOOG and QQQ. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-1.44%
-2.90%
VOOG
QQQ

Volatility

VOOG vs. QQQ - Volatility Comparison

Vanguard S&P 500 Growth ETF (VOOG) and Invesco QQQ (QQQ) have volatilities of 6.18% and 6.45%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
6.18%
6.45%
VOOG
QQQ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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