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VTSMX vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VTSMX and QQQ is 0.87, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

VTSMX vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) 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%NovemberDecember2025FebruaryMarchApril
635.93%
990.35%
VTSMX
QQQ

Key characteristics

Sharpe Ratio

VTSMX:

0.48

QQQ:

0.47

Sortino Ratio

VTSMX:

0.80

QQQ:

0.82

Omega Ratio

VTSMX:

1.12

QQQ:

1.11

Calmar Ratio

VTSMX:

0.48

QQQ:

0.52

Martin Ratio

VTSMX:

1.97

QQQ:

1.79

Ulcer Index

VTSMX:

4.77%

QQQ:

6.64%

Daily Std Dev

VTSMX:

19.72%

QQQ:

25.28%

Max Drawdown

VTSMX:

-55.38%

QQQ:

-82.98%

Current Drawdown

VTSMX:

-10.36%

QQQ:

-12.28%

Returns By Period

In the year-to-date period, VTSMX achieves a -6.24% return, which is significantly higher than QQQ's -7.43% return. Over the past 10 years, VTSMX has underperformed QQQ with an annualized return of 11.26%, while QQQ has yielded a comparatively higher 16.64% annualized return.


VTSMX

YTD

-6.24%

1M

-3.37%

6M

-4.57%

1Y

9.91%

5Y*

15.46%

10Y*

11.26%

QQQ

YTD

-7.43%

1M

-2.44%

6M

-4.30%

1Y

12.01%

5Y*

17.97%

10Y*

16.64%

*Annualized

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VTSMX vs. QQQ - Expense Ratio Comparison

VTSMX has a 0.14% 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%.


Expense ratio chart for QQQ: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QQQ: 0.20%
Expense ratio chart for VTSMX: current value is 0.14%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTSMX: 0.14%

Risk-Adjusted Performance

VTSMX vs. QQQ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VTSMX
The Risk-Adjusted Performance Rank of VTSMX is 5757
Overall Rank
The Sharpe Ratio Rank of VTSMX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of VTSMX is 5454
Sortino Ratio Rank
The Omega Ratio Rank of VTSMX is 5757
Omega Ratio Rank
The Calmar Ratio Rank of VTSMX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of VTSMX is 5757
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5757
Overall Rank
The Sharpe Ratio Rank of QQQ is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5656
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5656
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6262
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VTSMX vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) 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.


The chart of Sharpe ratio for VTSMX, currently valued at 0.48, compared to the broader market-1.000.001.002.003.00
VTSMX: 0.48
QQQ: 0.47
The chart of Sortino ratio for VTSMX, currently valued at 0.80, compared to the broader market-2.000.002.004.006.008.00
VTSMX: 0.80
QQQ: 0.82
The chart of Omega ratio for VTSMX, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.00
VTSMX: 1.12
QQQ: 1.11
The chart of Calmar ratio for VTSMX, currently valued at 0.48, compared to the broader market0.002.004.006.008.0010.00
VTSMX: 0.48
QQQ: 0.52
The chart of Martin ratio for VTSMX, currently valued at 1.97, compared to the broader market0.0010.0020.0030.0040.0050.00
VTSMX: 1.97
QQQ: 1.79

The current VTSMX Sharpe Ratio is 0.48, which is comparable to the QQQ Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of VTSMX 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.48
0.47
VTSMX
QQQ

Dividends

VTSMX vs. QQQ - Dividend Comparison

VTSMX's dividend yield for the trailing twelve months is around 1.27%, more than QQQ's 0.63% yield.


TTM20242023202220212020201920182017201620152014
VTSMX
Vanguard Total Stock Market Index Fund Investor Shares
1.27%1.17%1.34%1.54%1.11%1.33%1.67%1.92%1.61%1.83%1.86%1.65%
QQQ
Invesco QQQ
0.63%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

VTSMX vs. QQQ - Drawdown Comparison

The maximum VTSMX drawdown since its inception was -55.38%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for VTSMX and QQQ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.36%
-12.28%
VTSMX
QQQ

Volatility

VTSMX vs. QQQ - Volatility Comparison

The current volatility for Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) is 14.32%, while Invesco QQQ (QQQ) has a volatility of 16.86%. This indicates that VTSMX 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.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
14.32%
16.86%
VTSMX
QQQ