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VTSAX vs. QQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VTSAX vs. QQQ

Last updated Aug 2, 2026
Documentation

VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares) and QQQ (Invesco QQQ ETF) are both funds - VTSAX is a Large Cap Blend Equities fund managed by Vanguard, while QQQ is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, VTSAX returned 14.47%/yr vs 20.44%/yr for QQQ. Their correlation of 0.88 means they have usually moved in the same direction. VTSAX charges 0.04%/yr vs 0.18%/yr for QQQ.

Performance

VTSAX vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) and Invesco QQQ ETF (QQQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VTSAX achieves a 9.87% return, which is significantly lower than QQQ's 12.26% return. Over the past 10 years, VTSAX has underperformed QQQ with an annualized return of 14.47%, while QQQ has yielded a comparatively higher 20.44% annualized return.

VTSAX

1D
1.63%
1M
-0.77%
6M
8.16%
YTD
9.87%
1Y
21.10%
3Y*
18.58%
5Y*
11.61%
10Y*
14.47%
ALL TIME*
9.00%

QQQ

1D
0.65%
1M
-3.45%
6M
10.89%
YTD
12.26%
1Y
24.81%
3Y*
22.29%
5Y*
14.23%
10Y*
20.44%
ALL TIME*
10.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

QQQ

Invesco QQQ ETF
$30.32B$28.40B$31.45B

VTSAX

Vanguard Total Stock Market Index Fund Admiral Shares
$0.00$0.00$0.00

VTSAX vs. QQQ - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares		9.87%17.12%23.23%26.51%-19.52%25.72%20.98%30.79%-5.18%21.16%
QQQ
Invesco QQQ ETF		12.26%20.77%25.58%54.86%-32.58%27.42%48.62%38.96%-0.13%32.66%

Correlation

The correlation between VTSAX and QQQ is 0.92, meaning they have usually moved in the same direction, including during past declines.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.92

Correlation (3Y)
Balances recent behavior with more history.

0.92

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.93

Correlation (10Y)
Provides a long-term view across more market conditions.

0.90

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2000

0.88

The correlation between VTSAX and QQQ has been stable across timeframes, ranging from 0.88 to 0.93 - a consistent structural relationship.

VTSAX vs. QQQ - Sectors Allocation Comparison

Sectors
VTSAX
QQQ

Technology

36.1%
60.9%

Financial Services

11.8%
0.2%

Industrials

10.2%
2.7%

Healthcare

9.7%
3.6%

Consumer Cyclical

9.4%
10.7%

Communication Services

9.1%
13.1%

Consumer Defensive

4.3%
6.3%

Energy

3.2%
0.5%

Real Estate

2.3%
0.1%

Utilities

2.2%
1.1%

Basic Materials

1.9%
1.0%

Technology

VTSAX
36.1%
QQQ
60.9%

Financial Services

VTSAX
11.8%
QQQ
0.2%

Industrials

VTSAX
10.2%
QQQ
2.7%

Healthcare

VTSAX
9.7%
QQQ
3.6%

Consumer Cyclical

VTSAX
9.4%
QQQ
10.7%

Communication Services

VTSAX
9.1%
QQQ
13.1%

Consumer Defensive

VTSAX
4.3%
QQQ
6.3%

Energy

VTSAX
3.2%
QQQ
0.5%

Real Estate

VTSAX
2.3%
QQQ
0.1%

Utilities

VTSAX
2.2%
QQQ
1.1%

Basic Materials

VTSAX
1.9%
QQQ
1.0%

Compare stocks, funds, or ETFs

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

Vanguard Total Stock Market Index Fund Admiral Shares

Invesco QQQ ETF

Often compared with VTSAX:
VTSAX vs. VOOVTSAX vs. VTIAXVTSAX vs. SWTSXVTSAX vs. VTIVTSAX vs. FSKAXVTSAX vs. SPYVTSAX vs. VTWAX
Often compared with QQQ:
QQQ vs. SPYQQQ vs. VOOQQQ vs. VGTQQQ vs. TQQQQQQ vs. SMHQQQ vs. QQQMQQQ vs. SPMO

Return for Risk

VTSAX vs. QQQ — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
VTSAX
VTSAX Risk / Return Rank: 6464
Overall Rank
VTSAX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
VTSAX Sortino Ratio Rank: 5858
Sortino Ratio Rank
VTSAX Omega Ratio Rank: 5858
Omega Ratio Rank
VTSAX Calmar Ratio Rank: 6767
Calmar Ratio Rank
VTSAX Martin Ratio Rank: 7878
Martin Ratio Rank
QQQ
QQQ Risk / Return Rank: 4949
Overall Rank
QQQ Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 4646
Sortino Ratio Rank
QQQ Omega Ratio Rank: 4545
Omega Ratio Rank
QQQ Calmar Ratio Rank: 5353
Calmar Ratio Rank
QQQ Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VTSAX vs. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) and Invesco QQQ ETF (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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

VTSAXQQQDifference
Sharpe ratioReturn per unit of total volatility
1.43
1.16

+0.27

Sortino ratioReturn per unit of downside risk
2.00
1.65

+0.36

Omega ratioGain probability vs. loss probability

1.25

1.21

+0.05

Calmar ratioReturn relative to maximum drawdown

2.10

1.88

+0.23

Martin ratioReturn relative to average drawdown

9.09

6.00

+3.09

VTSAX vs. QQQ - Sharpe Ratio Comparison

The current VTSAX Sharpe Ratio is 1.43, which is comparable to the QQQ Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of VTSAX and QQQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

VTSAX vs. QQQ - Drawdown Comparison

The maximum VTSAX drawdown since its inception was -55.33%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for VTSAX and QQQ.

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Drawdown Indicators

VTSAXQQQDifference

Max Drawdown

Largest peak-to-trough decline

-55.33%

-82.97%

+27.64%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

-11.96%

+3.04%

Max Drawdown (3Y)

Largest decline over 3 years

-19.36%

-22.77%

+3.41%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

-35.12%

+9.76%

Max Drawdown (10Y)

Largest decline over 10 years

-34.97%

-35.12%

+0.15%

Current Drawdown

Current decline from peak

-1.88%

-7.69%

+5.81%

Average Drawdown

Average peak-to-trough decline

-8.96%

-32.62%

+23.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

3.74%

-1.68%

Volatility

VTSAX vs. QQQ - Volatility Comparison

The current volatility for Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) is 3.41%, while Invesco QQQ ETF (QQQ) has a volatility of 6.87%. This indicates that VTSAX 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.

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Volatility by Period

VTSAXQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.41%

6.87%

-3.46%

Volatility (6M)

Calculated over the trailing 6-month period

10.27%

16.08%

-5.81%

Volatility (1Y)

Calculated over the trailing 1-year period

13.13%

19.38%

-6.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.47%

22.90%

-5.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.41%

22.50%

-4.09%

VTSAX vs. QQQ - Expense Ratio Comparison

VTSAX has a 0.04% expense ratio, which is lower than QQQ's 0.18% 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%.

Dividends

VTSAX vs. QQQ - Dividend Comparison

VTSAX's dividend yield for the trailing twelve months is around 1.06%, more than QQQ's 0.44% yield.

PositionTTM20252024202320222021202020192018201720162015
QQQ
Invesco QQQ ETF		0.44%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares		1.06%1.11%1.26%1.42%1.65%1.20%1.41%1.76%2.03%1.71%1.92%1.98%

Frequently Asked Questions

With a correlation of 0.92, VTSAX and QQQ move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

QQQ has higher volatility (6.87%) compared to VTSAX (3.41%). In terms of maximum drawdown, VTSAX dropped -55.33% vs QQQ's -82.97%.

VTSAX currently has the higher Sharpe Ratio (1.43 vs 1.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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