VOOG vs. QQQ
Compare and contrast key facts about Vanguard S&P 500 Growth ETF (VOOG) and Invesco QQQ (QQQ).
VOOG and QQQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 7, 2010. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999. Both VOOG and QQQ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VOOG or QQQ.
Performance
VOOG vs. QQQ - Performance Comparison
Returns By Period
In the year-to-date period, VOOG achieves a 31.46% return, which is significantly higher than QQQ's 21.78% return. Over the past 10 years, VOOG has underperformed QQQ with an annualized return of 14.84%, while QQQ has yielded a comparatively higher 17.95% annualized return.
VOOG
31.46%
1.49%
14.22%
37.48%
17.18%
14.84%
QQQ
21.78%
1.15%
10.25%
29.54%
20.42%
17.95%
Key characteristics
| VOOG | QQQ | |
|---|---|---|
| Sharpe Ratio | 2.21 | 1.70 |
| Sortino Ratio | 2.88 | 2.29 |
| Omega Ratio | 1.41 | 1.31 |
| Calmar Ratio | 2.78 | 2.19 |
| Martin Ratio | 11.74 | 7.96 |
| Ulcer Index | 3.21% | 3.72% |
| Daily Std Dev | 17.04% | 17.39% |
| Max Drawdown | -32.73% | -82.98% |
| Current Drawdown | -2.82% | -3.42% |
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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%.
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.
Risk-Adjusted Performance
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.
Dividends
VOOG vs. QQQ - Dividend Comparison
VOOG's dividend yield for the trailing twelve months is around 0.61%, which matches QQQ's 0.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VOOG Vanguard S&P 500 Growth ETF | 0.61% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
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% | 1.02% |
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.
Volatility
VOOG vs. QQQ - Volatility Comparison
Vanguard S&P 500 Growth ETF (VOOG) and Invesco QQQ (QQQ) have volatilities of 5.61% and 5.62%, 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.