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ARGT vs. VGT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ARGT and VGT is 0.53, 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.


-0.50.00.51.00.5

Performance

ARGT vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X MSCI Argentina ETF (ARGT) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
214.95%
1,009.11%
ARGT
VGT

Key characteristics

Sharpe Ratio

ARGT:

2.22

VGT:

1.55

Sortino Ratio

ARGT:

2.85

VGT:

2.05

Omega Ratio

ARGT:

1.35

VGT:

1.28

Calmar Ratio

ARGT:

3.81

VGT:

2.18

Martin Ratio

ARGT:

9.77

VGT:

7.80

Ulcer Index

ARGT:

6.10%

VGT:

4.26%

Daily Std Dev

ARGT:

26.86%

VGT:

21.45%

Max Drawdown

ARGT:

-61.68%

VGT:

-54.63%

Current Drawdown

ARGT:

-6.85%

VGT:

-2.41%

Returns By Period

In the year-to-date period, ARGT achieves a 60.77% return, which is significantly higher than VGT's 31.34% return. Over the past 10 years, ARGT has underperformed VGT with an annualized return of 17.13%, while VGT has yielded a comparatively higher 20.77% annualized return.


ARGT

YTD

60.77%

1M

0.90%

6M

45.54%

1Y

58.04%

5Y*

27.51%

10Y*

17.13%

VGT

YTD

31.34%

1M

2.11%

6M

9.77%

1Y

31.45%

5Y*

22.00%

10Y*

20.77%

Compare stocks, funds, or ETFs

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


ARGT vs. VGT - Expense Ratio Comparison

ARGT has a 0.60% expense ratio, which is higher than VGT's 0.10% expense ratio.


ARGT
Global X MSCI Argentina ETF
Expense ratio chart for ARGT: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
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

ARGT vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MSCI Argentina ETF (ARGT) 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.


Sharpe ratio
The chart of Sharpe ratio for ARGT, currently valued at 2.22, compared to the broader market0.002.004.002.221.55
The chart of Sortino ratio for ARGT, currently valued at 2.85, compared to the broader market-2.000.002.004.006.008.0010.002.852.05
The chart of Omega ratio for ARGT, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.001.351.28
The chart of Calmar ratio for ARGT, currently valued at 3.81, compared to the broader market0.005.0010.0015.003.812.18
The chart of Martin ratio for ARGT, currently valued at 9.77, compared to the broader market0.0020.0040.0060.0080.00100.009.777.80
ARGT
VGT

The current ARGT Sharpe Ratio is 2.22, which is higher than the VGT Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of ARGT 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.22
1.55
ARGT
VGT

Dividends

ARGT vs. VGT - Dividend Comparison

ARGT's dividend yield for the trailing twelve months is around 0.90%, more than VGT's 0.59% yield.


TTM20232022202120202019201820172016201520142013
ARGT
Global X MSCI Argentina ETF
0.90%1.59%2.45%0.93%0.28%1.21%1.34%0.49%0.36%0.89%0.47%0.62%
VGT
Vanguard Information Technology ETF
0.59%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%

Drawdowns

ARGT vs. VGT - Drawdown Comparison

The maximum ARGT drawdown since its inception was -61.68%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for ARGT and VGT. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.85%
-2.41%
ARGT
VGT

Volatility

ARGT vs. VGT - Volatility Comparison

Global X MSCI Argentina ETF (ARGT) has a higher volatility of 9.03% compared to Vanguard Information Technology ETF (VGT) at 5.62%. This indicates that ARGT's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%11.00%JulyAugustSeptemberOctoberNovemberDecember
9.03%
5.62%
ARGT
VGT
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Disclaimer

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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