VUSFX vs. QQQ
Compare and contrast key facts about Vanguard Ultra-Short-Term Bond Fund Admiral Shares (VUSFX) and Invesco QQQ (QQQ).
VUSFX is managed by Vanguard. It was launched on Feb 24, 2015. 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: VUSFX or QQQ.
Key characteristics
| VUSFX | QQQ | |
|---|---|---|
| YTD Return | 4.89% | 26.09% |
| 1Y Return | 6.43% | 39.88% |
| 3Y Return (Ann) | 3.27% | 9.90% |
| 5Y Return (Ann) | 2.51% | 21.46% |
| Sharpe Ratio | 8.51 | 2.22 |
| Sortino Ratio | 18.29 | 2.92 |
| Omega Ratio | 4.82 | 1.40 |
| Calmar Ratio | 42.39 | 2.86 |
| Martin Ratio | 187.12 | 10.44 |
| Ulcer Index | 0.03% | 3.72% |
| Daily Std Dev | 0.75% | 17.47% |
| Max Drawdown | -1.72% | -82.98% |
| Current Drawdown | -0.05% | 0.00% |
Correlation
The correlation between VUSFX and QQQ is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
VUSFX vs. QQQ - Performance Comparison
In the year-to-date period, VUSFX achieves a 4.89% return, which is significantly lower than QQQ's 26.09% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VUSFX vs. QQQ - Expense Ratio Comparison
VUSFX has a 0.10% 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
VUSFX vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Ultra-Short-Term Bond Fund Admiral Shares (VUSFX) 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
VUSFX vs. QQQ - Dividend Comparison
VUSFX's dividend yield for the trailing twelve months is around 5.11%, more than QQQ's 0.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VUSFX Vanguard Ultra-Short-Term Bond Fund Admiral Shares | 5.11% | 4.16% | 1.39% | 0.63% | 1.62% | 2.68% | 2.23% | 1.50% | 1.07% | 0.55% | 0.00% | 0.00% |
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
VUSFX vs. QQQ - Drawdown Comparison
The maximum VUSFX drawdown since its inception was -1.72%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for VUSFX and QQQ. For additional features, visit the drawdowns tool.
Volatility
VUSFX vs. QQQ - Volatility Comparison
The current volatility for Vanguard Ultra-Short-Term Bond Fund Admiral Shares (VUSFX) is 0.16%, while Invesco QQQ (QQQ) has a volatility of 5.17%. This indicates that VUSFX 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.