vgt

The chart shows the growth of an initial investment of $10,000 in vgt, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

As of Jul 21, 2026, the vgt returned 18.51% Year-To-Date and 24.56% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Dec 2, 2015, vgt's average daily return is +0.09%, while the average monthly return is +1.92%. At this rate, an investment would double in approximately 3.0 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2026 with a return of +19.5%, while the worst month was Sep 2022 at -11.0%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, vgt closed higher 58% of trading days. The best single day was Mar 24, 2020 with a return of +10.5%, while the worst single day was Mar 12, 2020 at -9.5%.

vgt has an annualized alpha of 10.23%, beta of 0.97, and R2 of 0.69 versus S&P 500 Index. Calculated based on daily prices since December 02, 2015.

• This portfolio captured 139.27% of S&P 500 Index gains but only 97.46% of its losses - a favorable profile for investors.
• This portfolio generated an annualized alpha of 10.23% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• With beta of 0.97 and R2 of 0.69, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

vgt has an expense ratio of 0.12%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

vgt ranks 33 for risk / return — below 33% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current vgt Sharpe ratio is 1.47 as of Jul 21, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.20 to 1.99, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of vgt compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

vgt provided a 0.21% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the vgt. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the vgt was 33.79%, occurring on Oct 12, 2022. Recovery took 194 trading sessions.

The current vgt drawdown is 9.81%.

The chart below shows the rolling one-month volatility.