^DJUSS vs. VGT
^DJUSS (Dow Jones U.S. Small-Cap Index) is an index, while VGT (Vanguard Information Technology ETF) is Technology Equities fund tracking the MSCI USA IMI Information Technology 25/50 Index. Over the past 10 years, ^DJUSS returned 8.94%/yr vs 24.06%/yr for VGT. Their 0.79 correlation means they have sometimes moved together and sometimes differently.
Performance
^DJUSS vs. VGT - Performance Comparison
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Returns By Period
In the year-to-date period, ^DJUSS achieves a 12.92% return, which is significantly lower than VGT's 20.36% return. Over the past 10 years, ^DJUSS has underperformed VGT with an annualized return of 8.94%, while VGT has yielded a comparatively higher 24.06% annualized return.
^DJUSS
- 1D
- -0.22%
- 1M
- -2.96%
- 6M
- 8.36%
- YTD
- 12.92%
- 1Y
- 20.94%
- 3Y*
- 12.43%
- 5Y*
- 5.83%
- 10Y*
- 8.94%
- ALL TIME*
- 7.58%
VGT
- 1D
- -0.38%
- 1M
- -1.30%
- 6M
- 21.30%
- YTD
- 20.36%
- 1Y
- 34.81%
- 3Y*
- 26.48%
- 5Y*
- 17.81%
- 10Y*
- 24.06%
- ALL TIME*
- 14.84%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $440.89M | $515.41M | $573.34M |
^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 | 12.92% | 9.30% | 12.68% | 14.61% | -18.72% | 19.06% | 12.46% | 25.42% | -12.11% | 14.45% |
VGT Vanguard Information Technology ETF | 20.36% | 21.77% | 29.30% | 52.66% | -29.70% | 30.45% | 46.04% | 48.62% | 2.46% | 37.08% |
Correlation
The correlation between ^DJUSS and VGT is 0.70, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.70 |
Correlation (3Y) Balances recent behavior with more history. | 0.69 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.76 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.74 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.79 |
The correlation between ^DJUSS and VGT has been stable across timeframes, ranging from 0.69 to 0.79 - a consistent structural relationship.
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Return for Risk
^DJUSS vs. VGT — Risk / Return Rank
^DJUSS
VGT
^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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ^DJUSS | VGT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.23 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.08 | 1.94 | +0.14 |
| Martin ratioReturn relative to average drawdown | 7.34 | 5.23 | +2.11 |
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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.
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Drawdown Indicators
| ^DJUSS | VGT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.34% | -54.63% | -5.71% |
Max Drawdown (1Y)Largest decline over 1 year | -9.19% | -16.40% | +7.21% |
Max Drawdown (3Y)Largest decline over 3 years | -24.38% | -27.23% | +2.85% |
Max Drawdown (5Y)Largest decline over 5 years | -27.67% | -35.07% | +7.40% |
Max Drawdown (10Y)Largest decline over 10 years | -42.47% | -35.07% | -7.40% |
Current DrawdownCurrent decline from peak | -5.20% | -9.93% | +4.73% |
Average DrawdownAverage peak-to-trough decline | -10.13% | -7.95% | -2.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 6.07% | -3.46% |
Volatility
^DJUSS vs. VGT - Volatility Comparison
The current volatility for Dow Jones U.S. Small-Cap Index (^DJUSS) is 4.21%, while Vanguard Information Technology ETF (VGT) has a volatility of 8.42%. 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.
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Volatility by Period
| ^DJUSS | VGT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 8.42% | -4.21% |
Volatility (6M)Calculated over the trailing 6-month period | 12.70% | 20.14% | -7.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.44% | 24.28% | -7.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.09% | 25.83% | -5.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.00% | 24.89% | -3.89% |
Frequently Asked Questions
^DJUSS and VGT have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VGT has higher volatility (8.42%) compared to ^DJUSS (4.21%). In terms of maximum drawdown, ^DJUSS dropped -60.34% vs VGT's -54.63%.
VGT currently has the higher Sharpe Ratio (1.31 vs 1.17), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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