XQQQX vs. VHCAX
XQQQX (Nuveen NASDAQ 100 Dynamic Overwrite Fund) and VHCAX (Vanguard Capital Opportunity Fund Admiral Shares) are both Large Cap Growth Equities funds. XQQQX is passively managed, while VHCAX is actively managed. Over the past 10 years, XQQQX returned 9.59%/yr vs 16.06%/yr for VHCAX. Their correlation of 0.85 means they have usually moved in the same direction. XQQQX charges 0.92%/yr vs 0.32%/yr for VHCAX.
Performance
XQQQX vs. VHCAX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XQQQX achieves a -0.81% return, which is significantly lower than VHCAX's 20.22% return. Over the past 10 years, XQQQX has underperformed VHCAX with an annualized return of 9.59%, while VHCAX has yielded a comparatively higher 16.06% annualized return.
XQQQX
- 1D
- 2.92%
- 1M
- -1.45%
- 6M
- -1.29%
- YTD
- -0.81%
- 1Y
- 7.77%
- 3Y*
- 12.35%
- 5Y*
- 7.41%
- 10Y*
- 9.59%
- ALL TIME*
- 4.97%
VHCAX
- 1D
- 3.32%
- 1M
- -3.88%
- 6M
- 14.40%
- YTD
- 20.22%
- 1Y
- 43.40%
- 3Y*
- 22.31%
- 5Y*
- 12.77%
- 10Y*
- 16.06%
- ALL TIME*
- 12.49%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
XQQQX vs. VHCAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XQQQX Nuveen NASDAQ 100 Dynamic Overwrite Fund | -0.81% | 9.55% | 27.22% | 35.21% | -27.72% | 19.87% | 16.62% | 25.33% | -9.38% | 16.84% |
VHCAX Vanguard Capital Opportunity Fund Admiral Shares | 20.22% | 25.83% | 14.07% | 25.63% | -17.56% | 20.92% | 22.83% | 27.30% | -3.71% | 28.37% |
Correlation
The correlation between XQQQX and VHCAX is 0.69, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.69 |
Correlation (3Y) Balances recent behavior with more history. | 0.78 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.84 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jan 31, 2007 | 0.85 |
The correlation between XQQQX and VHCAX shifts across timeframes, from 0.69 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XQQQX vs. VHCAX — Risk / Return Rank
XQQQX
VHCAX
XQQQX vs. VHCAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen NASDAQ 100 Dynamic Overwrite Fund (XQQQX) and Vanguard Capital Opportunity Fund Admiral Shares (VHCAX). 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.
| XQQQX | VHCAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.55 | ||
| Sortino ratioReturn per unit of downside risk | -2.04 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.35 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.57 | 3.22 | -2.65 |
| Martin ratioReturn relative to average drawdown | 1.92 | 11.81 | -9.89 |
Loading charts...
Drawdowns
XQQQX vs. VHCAX - Drawdown Comparison
The maximum XQQQX drawdown since its inception was -55.29%, roughly equal to the maximum VHCAX drawdown of -54.27%. Use the drawdown chart below to compare losses from any high point for XQQQX and VHCAX.
Loading charts...
Drawdown Indicators
| XQQQX | VHCAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.29% | -54.27% | -1.02% |
Max Drawdown (1Y)Largest decline over 1 year | -12.18% | -12.42% | +0.24% |
Max Drawdown (3Y)Largest decline over 3 years | -21.59% | -23.92% | +2.33% |
Max Drawdown (5Y)Largest decline over 5 years | -30.26% | -27.55% | -2.71% |
Max Drawdown (10Y)Largest decline over 10 years | -30.26% | -33.78% | +3.52% |
Current DrawdownCurrent decline from peak | -7.98% | -7.92% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -14.83% | -8.37% | -6.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 3.39% | +0.03% |
Volatility
XQQQX vs. VHCAX - Volatility Comparison
The current volatility for Nuveen NASDAQ 100 Dynamic Overwrite Fund (XQQQX) is 6.25%, while Vanguard Capital Opportunity Fund Admiral Shares (VHCAX) has a volatility of 6.80%. This indicates that XQQQX experiences smaller price fluctuations and is considered to be less risky than VHCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XQQQX | VHCAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.25% | 6.80% | -0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 12.90% | 17.10% | -4.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.83% | 20.13% | -4.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.23% | 20.35% | -1.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.33% | 20.49% | -1.16% |
XQQQX vs. VHCAX - Expense Ratio Comparison
XQQQX has a 0.92% expense ratio, which is higher than VHCAX's 0.32% expense ratio.
Dividends
XQQQX vs. VHCAX - Dividend Comparison
XQQQX has not paid dividends to shareholders, while VHCAX's dividend yield for the trailing twelve months is around 8.08%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VHCAX Vanguard Capital Opportunity Fund Admiral Shares | 8.08% | 9.71% | 8.24% | 2.40% | 9.35% | 10.55% | 9.19% | 6.48% | 12.23% | 3.87% | 5.74% | 5.39% |
XQQQX Nuveen NASDAQ 100 Dynamic Overwrite Fund | 0.00% | 3.62% | 6.19% | 6.81% | 10.06% | 6.05% | 5.93% | 4.93% | 2.29% | 0.14% | 0.00% | 0.00% |
Frequently Asked Questions
XQQQX and VHCAX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VHCAX has higher volatility (6.80%) compared to XQQQX (6.25%). In terms of maximum drawdown, XQQQX dropped -55.29% vs VHCAX's -54.27%.
VHCAX currently has the higher Sharpe Ratio (1.99 vs 0.44), 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.
Find the right allocation for XQQQX and VHCAX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer