PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Vanguard Information Technology ETF (VGT)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS92204A7028
CUSIP92204A702
IssuerVanguard
Inception DateJan 26, 2004
RegionNorth America (U.S.)
CategoryTechnology Equities
Index TrackedMSCI US Investable Market Information Technology 25/50 Index
Home Pageadvisors.vanguard.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

VGT has an expense ratio of 0.10%, which is considered low compared to other funds.


Expense ratio chart for VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Vanguard Information Technology ETF

Popular comparisons: VGT vs. QQQ, VGT vs. VOO, VGT vs. XLK, VGT vs. VUG, VGT vs. FTEC, VGT vs. QQQM, VGT vs. VTI, VGT vs. MGK, VGT vs. IYW, VGT vs. SPY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard Information Technology ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%FebruaryMarchAprilMayJuneJuly
1,324.69%
394.04%
VGT (Vanguard Information Technology ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Vanguard Information Technology ETF had a return of 20.85% year-to-date (YTD) and 27.75% in the last 12 months. Over the past 10 years, Vanguard Information Technology ETF had an annualized return of 20.84%, outperforming the S&P 500 benchmark which had an annualized return of 10.97%.


PeriodReturnBenchmark
Year-To-Date20.85%17.16%
1 month-0.51%2.10%
6 months21.92%17.92%
1 year27.75%22.68%
5 years (annualized)22.93%13.47%
10 years (annualized)20.84%10.97%

Monthly Returns

The table below presents the monthly returns of VGT, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.05%4.83%1.51%-5.65%8.06%8.00%20.85%
20239.70%0.50%9.70%-0.29%8.46%6.23%2.86%-2.18%-6.54%-1.71%13.30%4.93%52.66%
2022-7.84%-4.35%3.28%-11.83%-1.66%-9.40%13.37%-5.65%-11.79%7.43%5.37%-7.97%-29.70%
2021-0.70%1.48%0.74%5.15%-1.24%7.28%3.37%3.51%-5.74%8.19%3.12%2.52%30.45%
20203.81%-7.29%-9.73%14.20%7.86%7.04%5.94%11.14%-4.87%-4.32%12.53%5.71%46.04%
20197.99%7.33%4.07%6.37%-8.88%8.77%3.54%-2.19%1.32%3.75%5.59%3.97%48.62%
20187.55%0.10%-3.38%-0.02%7.05%-0.61%2.62%8.94%0.20%-8.48%-1.47%-8.34%2.46%
20174.31%4.94%2.25%2.34%4.41%-2.54%4.13%3.11%0.79%7.40%1.09%0.10%37.08%
2016-5.87%-0.97%8.92%-4.67%5.34%-2.32%7.57%2.34%2.45%-0.54%0.53%1.31%13.77%
2015-3.51%8.33%-2.46%1.29%2.49%-3.93%2.27%-5.80%-1.33%10.46%1.19%-2.75%5.05%
2014-2.35%4.86%-0.17%-0.87%3.44%3.13%0.52%4.26%-1.33%1.91%4.99%-1.31%18.03%
20132.21%0.52%2.66%0.53%4.24%-3.17%5.45%-0.44%3.90%3.66%3.56%4.48%30.97%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VGT is 70, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of VGT is 7070
VGT (Vanguard Information Technology ETF)
The Sharpe Ratio Rank of VGT is 6868Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 6565Sortino Ratio Rank
The Omega Ratio Rank of VGT is 6666Omega Ratio Rank
The Calmar Ratio Rank of VGT is 8484Calmar Ratio Rank
The Martin Ratio Rank of VGT is 6969Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard Information Technology ETF (VGT) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


VGT
Sharpe ratio
The chart of Sharpe ratio for VGT, currently valued at 1.59, compared to the broader market0.002.004.006.001.59
Sortino ratio
The chart of Sortino ratio for VGT, currently valued at 2.16, compared to the broader market0.005.0010.002.16
Omega ratio
The chart of Omega ratio for VGT, currently valued at 1.27, compared to the broader market1.002.003.001.27
Calmar ratio
The chart of Calmar ratio for VGT, currently valued at 2.24, compared to the broader market0.005.0010.0015.0020.002.24
Martin ratio
The chart of Martin ratio for VGT, currently valued at 6.33, compared to the broader market0.0050.00100.00150.006.33
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.10, compared to the broader market0.002.004.006.002.10
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.94, compared to the broader market0.005.0010.002.94
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.37, compared to the broader market1.002.003.001.37
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.66, compared to the broader market0.005.0010.0015.0020.001.66
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.83, compared to the broader market0.0050.00100.00150.007.83

Sharpe Ratio

The current Vanguard Information Technology ETF Sharpe ratio is 1.59. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard Information Technology ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.59
2.10
VGT (Vanguard Information Technology ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Information Technology ETF granted a 0.63% dividend yield in the last twelve months. The annual payout for that period amounted to $3.70 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$3.70$3.12$2.91$2.92$2.91$2.72$2.15$1.63$1.59$1.39$1.17$0.94

Dividend yield

0.63%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Information Technology ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$1.26$0.00$0.00$0.76$0.00$2.02
2023$0.00$0.00$0.77$0.00$0.00$0.68$0.00$0.00$0.88$0.00$0.00$0.79$3.12
2022$0.00$0.00$0.68$0.00$0.00$0.60$0.00$0.00$0.76$0.00$0.00$0.87$2.91
2021$0.00$0.00$0.63$0.00$0.00$0.59$0.00$0.00$0.89$0.00$0.00$0.82$2.92
2020$0.00$0.00$0.84$0.00$0.00$0.67$0.00$0.00$0.71$0.00$0.00$0.69$2.91
2019$0.00$0.00$0.60$0.00$0.00$0.64$0.00$0.00$0.83$0.00$0.00$0.65$2.72
2018$0.00$0.00$0.38$0.00$0.00$0.49$0.00$0.00$0.65$0.00$0.00$0.64$2.15
2017$0.00$0.00$0.36$0.00$0.00$0.41$0.00$0.00$0.42$0.00$0.00$0.44$1.63
2016$0.00$0.00$0.41$0.00$0.00$0.35$0.00$0.00$0.40$0.00$0.00$0.43$1.59
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.99$0.00$0.00$0.40$1.39
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.17$1.17
2013$0.94$0.94

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-3.97%
-1.39%
VGT (Vanguard Information Technology ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Information Technology ETF. 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 Vanguard Information Technology ETF was 54.63%, occurring on Nov 20, 2008. Recovery took 535 trading sessions.

The current Vanguard Information Technology ETF drawdown is 3.97%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-54.63%Nov 1, 2007267Nov 20, 2008535Jan 6, 2011802
-35.07%Dec 28, 2021202Oct 14, 2022276Nov 20, 2023478
-31.84%Feb 20, 202023Mar 23, 202054Jun 9, 202077
-23.67%Oct 4, 201856Dec 24, 201859Mar 21, 2019115
-21.01%Feb 3, 2004127Aug 12, 2004315Nov 17, 2005442

Volatility

Volatility Chart

The current Vanguard Information Technology ETF volatility is 5.89%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%FebruaryMarchAprilMayJuneJuly
5.89%
2.59%
VGT (Vanguard Information Technology ETF)
Benchmark (^GSPC)