BGFV vs. VGT
Compare and contrast key facts about Big 5 Sporting Goods Corporation (BGFV) and Vanguard Information Technology ETF (VGT).
VGT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Information Technology 25/50 Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BGFV or VGT.
Key characteristics
BGFV | VGT | |
---|---|---|
YTD Return | -43.47% | 2.46% |
1Y Return | -49.77% | 29.58% |
3Y Return (Ann) | -36.41% | 10.39% |
5Y Return (Ann) | 17.41% | 19.65% |
10Y Return (Ann) | -5.60% | 19.87% |
Sharpe Ratio | -0.93 | 1.63 |
Daily Std Dev | 54.24% | 18.24% |
Max Drawdown | -95.96% | -54.63% |
Current Drawdown | -89.86% | -6.46% |
Correlation
The correlation between BGFV and VGT is 0.38, 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.
Performance
BGFV vs. VGT - Performance Comparison
In the year-to-date period, BGFV achieves a -43.47% return, which is significantly lower than VGT's 2.46% return. Over the past 10 years, BGFV has underperformed VGT with an annualized return of -5.60%, while VGT has yielded a comparatively higher 19.87% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
BGFV vs. VGT - Dividend Comparison
BGFV's dividend yield for the trailing twelve months is around 19.07%, more than VGT's 0.73% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Big 5 Sporting Goods Corporation | 19.07% | 13.80% | 11.33% | 14.77% | 2.29% | 6.24% | 18.08% | 7.39% | 2.83% | 3.75% | 2.56% | 1.89% |
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
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.
Volatility
BGFV vs. VGT - Volatility Comparison
Big 5 Sporting Goods Corporation (BGFV) has a higher volatility of 13.70% compared to Vanguard Information Technology ETF (VGT) at 6.33%. 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.