^DJUSS vs. VGT

Last updated Apr 2, 2026

Compare and contrast key facts about Dow Jones U.S. Small-Cap Index (^DJUSS) and Vanguard Information Technology ETF (VGT).

VGT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Information Technology 25/50 Index. It was launched on Mar 25, 2004.

Performance

^DJUSS vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones U.S. Small-Cap Index (^DJUSS) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

^DJUSS vs. VGT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^DJUSS Dow Jones U.S. Small-Cap Index	2.83%	9.30%	12.68%	14.61%	-18.72%	19.06%	12.46%	25.42%	-12.11%	14.45%
VGT Vanguard Information Technology ETF	-6.16%	21.77%	29.30%	52.66%	-29.70%	30.45%	46.04%	48.62%	2.46%	37.08%

Returns By Period

In the year-to-date period, ^DJUSS achieves a 2.83% return, which is significantly higher than VGT's -6.16% return. Over the past 10 years, ^DJUSS has underperformed VGT with an annualized return of 8.55%, while VGT has yielded a comparatively higher 21.51% annualized return.

^DJUSS

• 1D: 0.82%
• 1M: -5.19%
• YTD: 2.83%
• 6M: 4.22%
• 1Y: 19.21%
• 3Y*: 12.01%
• 5Y*: 4.69%
• 10Y*: 8.55%

VGT

• 1D: 1.28%
• 1M: -3.61%
• YTD: -6.16%
• 6M: -5.90%
• 1Y: 29.76%
• 3Y*: 23.10%
• 5Y*: 14.83%
• 10Y*: 21.51%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

^DJUSS vs. VGT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^DJUSS

^DJUSS Risk / Return Rank: 61
^DJUSS Sharpe Ratio Rank: 58
^DJUSS Sortino Ratio Rank: 60
^DJUSS Omega Ratio Rank: 58
^DJUSS Calmar Ratio Rank: 56
^DJUSS Martin Ratio Rank: 71

VGT

VGT Risk / Return Rank: 62
VGT Sharpe Ratio Rank: 60
VGT Sortino Ratio Rank: 63
VGT Omega Ratio Rank: 61
VGT Calmar Ratio Rank: 71
VGT Martin Ratio Rank: 57

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^DJUSS vs. VGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Small-Cap Index (^DJUSS) and Vanguard Information Technology ETF (VGT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	^DJUSS	VGT	Difference
Sharpe ratio Return per unit of total volatility	0.91	1.10	-0.19
Sortino ratio Return per unit of downside risk	1.40	1.67	-0.27
Omega ratio Gain probability vs. loss probability	1.20	1.23	-0.04
Calmar ratio Return relative to maximum drawdown	1.40	1.88	-0.48
Martin ratio Return relative to average drawdown	6.27	5.77	+0.50
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^DJUSS vs. VGT - Sharpe Ratio Comparison

The current ^DJUSS Sharpe Ratio is 0.91, which is comparable to the VGT Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of ^DJUSS and VGT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	^DJUSS	VGT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.91	1.10	-0.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.24	0.59	-0.36
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.38	0.88	-0.50
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	0.61	-0.30

Correlation

The correlation between ^DJUSS and VGT is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Drawdowns

^DJUSS vs. VGT - Drawdown Comparison

The maximum ^DJUSS drawdown since its inception was -60.34%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for ^DJUSS and VGT.

Drawdown Indicators

	^DJUSS	VGT	Difference
Max Drawdown Largest peak-to-trough decline	-60.34%	-54.63%	-5.71%
Max Drawdown (1Y) Largest decline over 1 year	-14.28%	-16.40%	+2.12%
Max Drawdown (5Y) Largest decline over 5 years	-27.67%	-35.07%	+7.40%
Max Drawdown (10Y) Largest decline over 10 years	-52.33%	-35.07%	-17.26%
Current Drawdown Current decline from peak	-5.59%	-11.66%	+6.07%
Average Drawdown Average peak-to-trough decline	-10.73%	-8.00%	-2.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.18%	5.35%	-2.17%

Volatility

^DJUSS vs. VGT - Volatility Comparison

The current volatility for Dow Jones U.S. Small-Cap Index (^DJUSS) is 6.55%, while Vanguard Information Technology ETF (VGT) has a volatility of 8.03%. This indicates that ^DJUSS experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^DJUSS	VGT	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.55%	8.03%	-1.48%
Volatility (6M) Calculated over the trailing 6-month period	12.09%	16.35%	-4.26%
Volatility (1Y) Calculated over the trailing 1-year period	21.27%	27.27%	-6.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.96%	25.06%	-5.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.76%	24.48%	-1.72%