VTSMX vs. QQQ
Compare and contrast key facts about Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) and Invesco QQQ ETF (QQQ).
VTSMX is managed by Vanguard. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Performance
VTSMX vs. QQQ - Performance Comparison
Loading graphics...
VTSMX vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | -3.98% | 16.63% | 22.76% | 26.38% | -19.60% | 25.59% | 20.87% | 30.63% | -5.27% | 21.05% |
QQQ Invesco QQQ ETF | -4.76% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Returns By Period
In the year-to-date period, VTSMX achieves a -3.98% return, which is significantly higher than QQQ's -4.76% return. Over the past 10 years, VTSMX has underperformed QQQ with an annualized return of 13.42%, while QQQ has yielded a comparatively higher 18.99% annualized return.
VTSMX
- 1D
- 2.97%
- 1M
- -5.09%
- YTD
- -3.98%
- 6M
- -2.00%
- 1Y
- 17.61%
- 3Y*
- 17.49%
- 5Y*
- 10.24%
- 10Y*
- 13.42%
QQQ
- 1D
- 1.24%
- 1M
- -3.79%
- YTD
- -4.76%
- 6M
- -2.89%
- 1Y
- 24.21%
- 3Y*
- 22.83%
- 5Y*
- 13.16%
- 10Y*
- 18.99%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VTSMX vs. QQQ - Expense Ratio Comparison
VTSMX has a 0.14% 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%.
Return for Risk
VTSMX vs. QQQ — Risk / Return Rank
VTSMX
QQQ
VTSMX vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) 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.
| VTSMX | QQQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 1.07 | -0.10 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.66 | -0.17 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.24 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.50 | 2.00 | -0.50 |
Martin ratioReturn relative to average drawdown | 7.19 | 7.32 | -0.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| VTSMX | QQQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.07 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.59 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.86 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.38 | +0.19 |
Correlation
The correlation between VTSMX 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.
Dividends
VTSMX vs. QQQ - Dividend Comparison
VTSMX's dividend yield for the trailing twelve months is around 1.08%, more than QQQ's 0.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | 1.08% | 0.75% | 0.89% | 1.33% | 1.54% | 1.11% | 1.33% | 1.67% | 1.92% | 1.61% | 1.83% | 1.86% |
QQQ Invesco QQQ ETF | 0.48% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Drawdowns
VTSMX vs. QQQ - Drawdown Comparison
The maximum VTSMX drawdown since its inception was -55.38%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for VTSMX and QQQ.
Loading graphics...
Drawdown Indicators
| VTSMX | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.38% | -82.97% | +27.59% |
Max Drawdown (1Y)Largest decline over 1 year | -12.41% | -12.62% | +0.21% |
Max Drawdown (5Y)Largest decline over 5 years | -25.43% | -35.12% | +9.69% |
Max Drawdown (10Y)Largest decline over 10 years | -34.98% | -35.12% | +0.14% |
Current DrawdownCurrent decline from peak | -6.22% | -7.86% | +1.64% |
Average DrawdownAverage peak-to-trough decline | -8.94% | -32.99% | +24.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 3.44% | -0.85% |
Volatility
VTSMX vs. QQQ - Volatility Comparison
The current volatility for Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) is 5.49%, while Invesco QQQ ETF (QQQ) has a volatility of 6.61%. 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.
Loading graphics...
Volatility by Period
| VTSMX | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 6.61% | -1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 9.79% | 12.82% | -3.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.61% | 22.70% | -4.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.38% | 22.38% | -5.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.40% | 22.25% | -3.85% |