VYM vs. QQQ
Vanguard High Dividend Yield ETF
Invesco QQQ Trust, Series 1
Correlation
Compare with
Top 10 shared holdings
Performance Measures**
for the time period Nov 16, 2006 to Dec 16, 2025
1M Trailing Return:
3M Trailing Return:
3.5%
3.1%
1.3%
3.6%
+2.2%
-0.5%
1M Trailing Return:
3M Trailing Return:
3.5%
3.1%
1.3%
3.6%
+2.2%
-0.5%
Max Drawdown:
Standard Deviation:
-57.0%
18.3%
-53.4%
22.2%
-3.6%
-3.9%
Max Drawdown:
Standard Deviation:
-57.0%
18.3%
-53.4%
22.2%
-3.6%
-3.9%
Sharpe Ratio:
Calmar Ratio:
0.56
0.16
0.77
0.29
-0.21
-0.13
Sharpe Ratio:
Calmar Ratio:
0.56
0.16
0.77
0.29
-0.21
-0.13
What is VYM?
Seeks to track the performance of the FTSE High Dividend Yield Index which measures the investment return of common stocks of companies characterized by high dividend yields. Provides a convenient way to track the performance of stocks with histories of above-average dividend yields. Follows a passively managed full-replication approach.
What is QQQ?
Invesco QQQ is an exchange-traded fund based on the Nasdaq-100 Index. The Fund will, under most circumstances, consist of all of stocks in the Index. The Index includes 100 of the largest domestic and international nonfinancial companies listed on the Nasdaq Stock Market based on market capitalization. The Fund and the Index are rebalanced quarterly and reconstituted annually.
Snapshot**
Trading Strategies
Related toVYM
Super Simple Symphony - Less Derivatives -
Category
Tactical asset allocation, momentum, risk-on/risk-off, ETFs, leveraged ETFs, multi-asset, defensive vs aggressive
OOS Cumulative Return
157.01%
Trading Strategies
Related toQQQ
E$[NO K-1 50/50] ☢️ Mod of V1.11 The Manhattan Project | 50% TQQQ Minimal | 50% Beta Baller + TCCC
Category
Tactical allocation, trend-following, mean reversion, leveraged ETFs, volatility hedging, macro regime rotation, risk management
OOS Cumulative Return
917.8%
Create your own algorithmic
trading strategy
Disclaimers
We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.
We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.