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Vanguard Information Technology ETF (VGT)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US92204A7028

CUSIP

92204A702

Issuer

Vanguard

Inception Date

Jan 26, 2004

Region

North America (U.S.)

Leveraged

1x

Index Tracked

MSCI US Investable Market Information Technology 25/50 Index

Asset Class

Equity

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


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Compare to other instruments

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


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. SMH
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. SMH

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.


-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
16.28%
12.91%
VGT (Vanguard Information Technology ETF)
Benchmark (^GSPC)

Returns By Period

Vanguard Information Technology ETF had a return of 32.87% year-to-date (YTD) and 37.79% in the last 12 months. Over the past 10 years, Vanguard Information Technology ETF had an annualized return of 21.45%, outperforming the S&P 500 benchmark which had an annualized return of 11.73%.


VGT

YTD

32.87%

1M

2.44%

6M

16.28%

1Y

37.79%

5Y (annualized)

23.27%

10Y (annualized)

21.45%

^GSPC (Benchmark)

YTD

26.90%

1M

0.96%

6M

12.91%

1Y

31.46%

5Y (annualized)

14.06%

10Y (annualized)

11.73%

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%-1.49%1.05%2.35%-0.72%6.86%32.87%
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%18.02%
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 61, 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 6161
Overall Rank
The Sharpe Ratio Rank of VGT is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 5656
Sortino Ratio Rank
The Omega Ratio Rank of VGT is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VGT is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VGT is 6060
Martin 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.


Sharpe ratio
The chart of Sharpe ratio for VGT, currently valued at 1.85, compared to the broader market0.002.004.001.852.62
The chart of Sortino ratio for VGT, currently valued at 2.39, compared to the broader market-2.000.002.004.006.008.0010.0012.002.393.48
The chart of Omega ratio for VGT, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.001.331.48
The chart of Calmar ratio for VGT, currently valued at 2.56, compared to the broader market0.005.0010.0015.002.563.77
The chart of Martin ratio for VGT, currently valued at 9.20, compared to the broader market0.0020.0040.0060.0080.00100.00120.009.2016.74
VGT
^GSPC

The current Vanguard Information Technology ETF Sharpe ratio is 1.85. 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.85
2.62
VGT (Vanguard Information Technology ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Information Technology ETF provided a 0.58% dividend yield over the last twelve months, with an annual payout of $3.73 per share.


0.60%0.80%1.00%1.20%1.40%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$3.73$3.12$2.91$2.92$2.91$2.72$2.15$1.63$1.59$1.39$1.17$0.94

Dividend yield

0.58%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$0.00$0.92$0.00$0.00$0.00$2.94
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. Drawdowns are calculated considering price movements and all distributions paid, if any.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.75%
-0.61%
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 0.75%.


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 4.29%, 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%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.29%
2.24%
VGT (Vanguard Information Technology ETF)
Benchmark (^GSPC)
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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