^XNDX vs. VGT
^XNDX (NASDAQ-100 Total Return Index) is an index, while VGT (Vanguard Information Technology ETF) is Technology Equities fund tracking the MSCI USA IMI Information Technology 25/50 Index.
Performance
^XNDX vs. VGT - Performance Comparison
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Returns By Period
^XNDX
- 1D
- 2.14%
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
VGT
- 1D
- 4.35%
- 1M
- 4.81%
- 6M
- 30.81%
- YTD
- 27.80%
- 1Y
- 39.97%
- 3Y*
- 30.95%
- 5Y*
- 18.95%
- 10Y*
- 24.54%
- ALL TIME*
- 15.14%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $485.01M | $516.15M | $578.25M |
^XNDX vs. VGT - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
^XNDX NASDAQ-100 Total Return Index | 2.14% |
VGT Vanguard Information Technology ETF | 4.35% |
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Return for Risk
^XNDX vs. VGT — Risk / Return Rank
^XNDX
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
VGT
^XNDX vs. VGT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NASDAQ-100 Total Return Index (^XNDX) 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.
| ^XNDX | VGT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.28 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.45 | — |
| Martin ratioReturn relative to average drawdown | — | 6.57 | — |
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Drawdowns
^XNDX vs. VGT - Drawdown Comparison
The maximum ^XNDX drawdown since its inception was 0.00%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for ^XNDX and VGT.
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Drawdown Indicators
| ^XNDX | VGT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -54.63% | +54.63% |
Max Drawdown (1Y)Largest decline over 1 year | — | -16.40% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -27.23% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.07% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.07% | — |
Current DrawdownCurrent decline from peak | 0.00% | -4.35% | +4.35% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -7.95% | +7.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 6.10% | — |
Volatility
^XNDX vs. VGT - Volatility Comparison
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Volatility by Period
| ^XNDX | VGT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 9.26% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 20.52% | — |
Volatility (1Y)Calculated over the trailing 1-year period | — | 24.56% | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | — | 25.92% | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | — | 24.93% | — |
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