VTSAX vs. QQQ
Compare and contrast key facts about Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) and Invesco QQQ (QQQ).
VTSAX is managed by Vanguard. It was launched on Nov 13, 2000. 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: VTSAX or QQQ.
Performance
VTSAX vs. QQQ - Performance Comparison
Returns By Period
In the year-to-date period, VTSAX achieves a 24.74% return, which is significantly higher than QQQ's 23.40% return. Over the past 10 years, VTSAX has underperformed QQQ with an annualized return of 12.63%, while QQQ has yielded a comparatively higher 18.08% annualized return.
VTSAX
24.74%
1.75%
12.49%
32.61%
14.94%
12.63%
QQQ
23.40%
1.56%
10.75%
30.41%
20.90%
18.08%
Key characteristics
| VTSAX | QQQ | |
|---|---|---|
| Sharpe Ratio | 2.57 | 1.71 |
| Sortino Ratio | 3.44 | 2.29 |
| Omega Ratio | 1.47 | 1.31 |
| Calmar Ratio | 3.76 | 2.19 |
| Martin Ratio | 16.38 | 7.95 |
| Ulcer Index | 1.97% | 3.73% |
| Daily Std Dev | 12.55% | 17.38% |
| Max Drawdown | -55.34% | -82.98% |
| Current Drawdown | -1.50% | -2.13% |
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VTSAX vs. QQQ - Expense Ratio Comparison
VTSAX has a 0.04% 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 VTSAX and QQQ is 0.88, 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
VTSAX vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) 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
VTSAX vs. QQQ - Dividend Comparison
VTSAX's dividend yield for the trailing twelve months is around 1.27%, more than QQQ's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.27% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
QQQ Invesco QQQ | 0.60% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
VTSAX vs. QQQ - Drawdown Comparison
The maximum VTSAX drawdown since its inception was -55.34%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for VTSAX and QQQ. For additional features, visit the drawdowns tool.
Volatility
VTSAX vs. QQQ - Volatility Comparison
The current volatility for Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) is 4.25%, while Invesco QQQ (QQQ) has a volatility of 5.66%. 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.