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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%JulyAugustSeptemberOctoberNovemberDecember
763.66%
1,165.60%
VOOG
QQQ

Key characteristics

Sharpe Ratio

VOOG:

2.08

QQQ:

1.54

Sortino Ratio

VOOG:

2.70

QQQ:

2.06

Omega Ratio

VOOG:

1.38

QQQ:

1.28

Calmar Ratio

VOOG:

2.83

QQQ:

2.03

Martin Ratio

VOOG:

11.26

QQQ:

7.34

Ulcer Index

VOOG:

3.23%

QQQ:

3.75%

Daily Std Dev

VOOG:

17.53%

QQQ:

17.90%

Max Drawdown

VOOG:

-32.73%

QQQ:

-82.98%

Current Drawdown

VOOG:

-3.60%

QQQ:

-4.03%

Returns By Period

In the year-to-date period, VOOG achieves a 35.98% return, which is significantly higher than QQQ's 26.66% return. Over the past 10 years, VOOG has underperformed QQQ with an annualized return of 15.09%, while QQQ has yielded a comparatively higher 18.30% annualized return.


VOOG

YTD

35.98%

1M

3.05%

6M

9.15%

1Y

35.81%

5Y*

17.15%

10Y*

15.09%

QQQ

YTD

26.66%

1M

3.29%

6M

6.76%

1Y

26.84%

5Y*

20.38%

10Y*

18.30%

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 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 2.08, compared to the broader market0.002.004.002.081.54
The chart of Sortino ratio for VOOG, currently valued at 2.70, compared to the broader market-2.000.002.004.006.008.0010.002.702.06
The chart of Omega ratio for VOOG, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.001.381.28
The chart of Calmar ratio for VOOG, currently valued at 2.83, compared to the broader market0.005.0010.0015.002.832.03
The chart of Martin ratio for VOOG, currently valued at 11.26, compared to the broader market0.0020.0040.0060.0080.00100.0011.267.34
VOOG
QQQ

The current VOOG Sharpe Ratio is 2.08, which is higher than the QQQ Sharpe Ratio of 1.54. 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.08
1.54
VOOG
QQQ

Dividends

VOOG vs. QQQ - Dividend Comparison

VOOG's dividend yield for the trailing twelve months is around 0.59%, more than QQQ's 0.43% yield.


TTM20232022202120202019201820172016201520142013
VOOG
Vanguard S&P 500 Growth ETF
0.34%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
0.43%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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.60%
-4.03%
VOOG
QQQ

Volatility

VOOG vs. QQQ - Volatility Comparison

The current volatility for Vanguard S&P 500 Growth ETF (VOOG) is 4.75%, while Invesco QQQ (QQQ) has a volatility of 5.23%. This indicates that VOOG 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
4.75%
5.23%
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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