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

Correlation

The correlation between BGFV and VGT is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

BGFV vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Big 5 Sporting Goods Corporation (BGFV) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-28.09%
3.57%
BGFV
VGT

Key characteristics

Sharpe Ratio

BGFV:

-0.88

VGT:

1.54

Sortino Ratio

BGFV:

-1.41

VGT:

2.04

Omega Ratio

BGFV:

0.81

VGT:

1.27

Calmar Ratio

BGFV:

-0.72

VGT:

2.17

Martin Ratio

BGFV:

-1.30

VGT:

7.79

Ulcer Index

BGFV:

52.53%

VGT:

4.24%

Daily Std Dev

BGFV:

77.73%

VGT:

21.43%

Max Drawdown

BGFV:

-95.96%

VGT:

-54.63%

Current Drawdown

BGFV:

-94.80%

VGT:

-3.15%

Returns By Period

In the year-to-date period, BGFV achieves a -0.00% return, which is significantly lower than VGT's 0.80% return. Over the past 10 years, BGFV has underperformed VGT with an annualized return of -12.66%, while VGT has yielded a comparatively higher 20.95% annualized return.


BGFV

YTD

-0.00%

1M

2.87%

6M

-28.11%

1Y

-67.97%

5Y*

-3.88%

10Y*

-12.66%

VGT

YTD

0.80%

1M

-1.90%

6M

3.57%

1Y

32.84%

5Y*

21.00%

10Y*

20.95%

*Annualized

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Risk-Adjusted Performance

BGFV vs. VGT — Risk-Adjusted Performance Rank

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

BGFV
The Risk-Adjusted Performance Rank of BGFV is 88
Overall Rank
The Sharpe Ratio Rank of BGFV is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of BGFV is 66
Sortino Ratio Rank
The Omega Ratio Rank of BGFV is 66
Omega Ratio Rank
The Calmar Ratio Rank of BGFV is 77
Calmar Ratio Rank
The Martin Ratio Rank of BGFV is 1212
Martin Ratio Rank

VGT
The Risk-Adjusted Performance Rank of VGT is 6767
Overall Rank
The Sharpe Ratio Rank of VGT is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VGT is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VGT is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VGT is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BGFV vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Big 5 Sporting Goods Corporation (BGFV) 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.


The chart of Sharpe ratio for BGFV, currently valued at -0.88, compared to the broader market-4.00-2.000.002.00-0.881.54
The chart of Sortino ratio for BGFV, currently valued at -1.41, compared to the broader market-4.00-2.000.002.004.00-1.412.04
The chart of Omega ratio for BGFV, currently valued at 0.81, compared to the broader market0.501.001.502.000.811.27
The chart of Calmar ratio for BGFV, currently valued at -0.72, compared to the broader market0.002.004.006.00-0.722.17
The chart of Martin ratio for BGFV, currently valued at -1.30, compared to the broader market-10.000.0010.0020.00-1.307.79
BGFV
VGT

The current BGFV Sharpe Ratio is -0.88, which is lower than the VGT Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of BGFV 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 Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.88
1.54
BGFV
VGT

Dividends

BGFV vs. VGT - Dividend Comparison

BGFV's dividend yield for the trailing twelve months is around 5.59%, more than VGT's 0.59% yield.


TTM20242023202220212020201920182017201620152014
BGFV
Big 5 Sporting Goods Corporation
5.59%5.59%13.80%11.33%14.89%2.45%6.67%19.31%7.89%3.03%4.00%2.73%
VGT
Vanguard Information Technology ETF
0.59%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%

Drawdowns

BGFV vs. VGT - Drawdown Comparison

The maximum BGFV drawdown since its inception was -95.96%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for BGFV and VGT. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-94.80%
-3.15%
BGFV
VGT

Volatility

BGFV vs. VGT - Volatility Comparison

Big 5 Sporting Goods Corporation (BGFV) has a higher volatility of 43.16% compared to Vanguard Information Technology ETF (VGT) at 6.36%. This indicates that BGFV'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.


0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
43.16%
6.36%
BGFV
VGT