PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AGNG vs. VGT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AGNGVGT
YTD Return0.49%2.61%
1Y Return3.33%33.75%
3Y Return (Ann)-0.22%9.36%
5Y Return (Ann)7.41%19.53%
Sharpe Ratio0.221.96
Daily Std Dev12.03%18.17%
Max Drawdown-30.58%-54.63%
Current Drawdown-6.55%-6.33%

Correlation

-0.50.00.51.00.6

The correlation between AGNG and VGT is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

AGNG vs. VGT - Performance Comparison

In the year-to-date period, AGNG achieves a 0.49% return, which is significantly lower than VGT's 2.61% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
16.63%
24.50%
AGNG
VGT

Compare stocks, funds, or ETFs

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


Global X Aging Population ETF

Vanguard Information Technology ETF

AGNG vs. VGT - Expense Ratio Comparison

AGNG has a 0.50% expense ratio, which is higher than VGT's 0.10% expense ratio.


AGNG
Global X Aging Population ETF
Expense ratio chart for AGNG: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
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%

Risk-Adjusted Performance

AGNG vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Aging Population ETF (AGNG) 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.


AGNG
Sharpe ratio
The chart of Sharpe ratio for AGNG, currently valued at 0.22, compared to the broader market-1.000.001.002.003.004.000.22
Sortino ratio
The chart of Sortino ratio for AGNG, currently valued at 0.39, compared to the broader market-2.000.002.004.006.008.000.39
Omega ratio
The chart of Omega ratio for AGNG, currently valued at 1.04, compared to the broader market1.001.502.002.501.05
Calmar ratio
The chart of Calmar ratio for AGNG, currently valued at 0.13, compared to the broader market0.002.004.006.008.0010.000.13
Martin ratio
The chart of Martin ratio for AGNG, currently valued at 0.56, compared to the broader market0.0010.0020.0030.0040.0050.0060.000.56
VGT
Sharpe ratio
The chart of Sharpe ratio for VGT, currently valued at 1.96, compared to the broader market-1.000.001.002.003.004.001.96
Sortino ratio
The chart of Sortino ratio for VGT, currently valued at 2.70, compared to the broader market-2.000.002.004.006.008.002.70
Omega ratio
The chart of Omega ratio for VGT, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for VGT, currently valued at 1.86, compared to the broader market0.002.004.006.008.0010.001.86
Martin ratio
The chart of Martin ratio for VGT, currently valued at 7.87, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.87

AGNG vs. VGT - Sharpe Ratio Comparison

The current AGNG Sharpe Ratio is 0.22, which is lower than the VGT Sharpe Ratio of 1.96. The chart below compares the 12-month rolling Sharpe Ratio of AGNG and VGT.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2024FebruaryMarchApril
0.22
1.96
AGNG
VGT

Dividends

AGNG vs. VGT - Dividend Comparison

AGNG's dividend yield for the trailing twelve months is around 0.96%, more than VGT's 0.73% yield.


TTM20232022202120202019201820172016201520142013
AGNG
Global X Aging Population ETF
0.96%0.96%0.49%0.72%0.36%0.84%1.00%1.03%1.05%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.73%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%

Drawdowns

AGNG vs. VGT - Drawdown Comparison

The maximum AGNG drawdown since its inception was -30.58%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for AGNG and VGT. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-6.55%
-6.33%
AGNG
VGT

Volatility

AGNG vs. VGT - Volatility Comparison

The current volatility for Global X Aging Population ETF (AGNG) is 4.07%, while Vanguard Information Technology ETF (VGT) has a volatility of 5.65%. This indicates that AGNG 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.


3.00%4.00%5.00%6.00%7.00%NovemberDecember2024FebruaryMarchApril
4.07%
5.65%
AGNG
VGT