Fee drag calculator
Translate a small annual fee difference into dollars across contributions and time.
Calculate fee dragETF decision lab
Compare the differences that can change an ETF decision.
Fees are only the first row. Compare benchmark rules, structure, breadth, income design and portfolio role, then test the decision with transparent calculators.
Fund-specific sourcesdetailed verdictsFailed hypotheses stay visible
ETF comparisonETF research
23curated funds
15reviewed pairs
3decision tools
Start with the decision
Popular comparisons
Each flagship page states what is genuinely different, who may value that difference and which current facts still need verification.
VOOvsVTI
S&P 500 or the full U.S. stock market
VTI adds mid-, small- and micro-cap stocks, while VOO stays inside the S&P 500.
SPYvsVOO
Trading liquidity or long-term carrying cost
SPY has the deeper trading and options ecosystem; VOO has the lower stated expense ratio.
IVVvsVOO
Choosing between two low-cost S&P 500 cores
The stated fee and benchmark are the same; issuer, share price and account logistics do most of the separating.
QQQvsQQQM
Nasdaq-100 trading vehicle or long-term holding
QQQM has the lower stated fee; QQQ has the longer record and stronger trading and options ecosystem.
QQQvsVGT
Nasdaq growth exposure or a pure technology sector
QQQ is an exchange-listing-based non-financial index; VGT is an information-technology sector fund.
QQQvsVOO
Concentrated growth tilt or broad large-cap core
QQQ is more concentrated in growth and technology-related companies; VOO represents the broad S&P 500.
Test the assumption
Calculators before conclusions
Change the assumptions yourself. Results are labeled hypothetical and formulas are published.
DCA cadence simulator
Hold the annual budget constant and compare annual, monthly and weekly contribution timing.
Compare cadenceDrawdown reserve planner
Turn a vague "buy the dip" idea into explicit triggers, allocations and remaining cash.
Build a ladderAtlas Labs / negative result
52,777 replay rows did not establish reliable excess return over QQQ.Wider filters improved average raw return, but 1- to 20-session excess returns remained negative in the controlled replay. That is useful evidence against selling a stock-ranking story as proven alpha.
Read the methods and result table