VRTIX vs. QQQ
Compare and contrast key facts about Vanguard Russell 2000 Index Fund Institutional Shares (VRTIX) and Invesco QQQ (QQQ).
VRTIX is managed by Vanguard. It was launched on Dec 22, 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VRTIX or QQQ.
Key characteristics
| VRTIX | QQQ | |
|---|---|---|
| YTD Return | 19.40% | 25.79% |
| 1Y Return | 42.32% | 36.91% |
| 3Y Return (Ann) | 1.23% | 9.89% |
| 5Y Return (Ann) | 10.09% | 21.42% |
| 10Y Return (Ann) | 8.96% | 18.39% |
| Sharpe Ratio | 1.96 | 2.11 |
| Sortino Ratio | 2.81 | 2.78 |
| Omega Ratio | 1.34 | 1.38 |
| Calmar Ratio | 1.51 | 2.69 |
| Martin Ratio | 11.32 | 9.81 |
| Ulcer Index | 3.74% | 3.72% |
| Daily Std Dev | 21.62% | 17.32% |
| Max Drawdown | -41.69% | -82.98% |
| Current Drawdown | -1.77% | -0.24% |
Correlation
The correlation between VRTIX and QQQ is 0.73, 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.
Performance
VRTIX vs. QQQ - Performance Comparison
In the year-to-date period, VRTIX achieves a 19.40% return, which is significantly lower than QQQ's 25.79% return. Over the past 10 years, VRTIX has underperformed QQQ with an annualized return of 8.96%, while QQQ has yielded a comparatively higher 18.39% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VRTIX vs. QQQ - Expense Ratio Comparison
VRTIX has a 0.08% 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%.
Risk-Adjusted Performance
VRTIX vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 2000 Index Fund Institutional Shares (VRTIX) 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
VRTIX vs. QQQ - Dividend Comparison
VRTIX's dividend yield for the trailing twelve months is around 1.21%, more than QQQ's 0.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VRTIX Vanguard Russell 2000 Index Fund Institutional Shares | 1.21% | 1.46% | 1.50% | 1.15% | 0.93% | 1.36% | 1.49% | 1.24% | 1.33% | 1.31% | 1.17% | 1.08% |
QQQ Invesco QQQ | 0.59% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
VRTIX vs. QQQ - Drawdown Comparison
The maximum VRTIX drawdown since its inception was -41.69%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for VRTIX and QQQ. For additional features, visit the drawdowns tool.
Volatility
VRTIX vs. QQQ - Volatility Comparison
Vanguard Russell 2000 Index Fund Institutional Shares (VRTIX) has a higher volatility of 7.41% compared to Invesco QQQ (QQQ) at 5.14%. This indicates that VRTIX's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.