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

Correlation

The correlation between BIGT and VGT is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

BIGT vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Magnificent Seven ETF (BIGT) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BIGT:

0.63

VGT:

0.39

Sortino Ratio

BIGT:

1.05

VGT:

0.73

Omega Ratio

BIGT:

1.14

VGT:

1.10

Calmar Ratio

BIGT:

0.67

VGT:

0.43

Martin Ratio

BIGT:

1.86

VGT:

1.39

Ulcer Index

BIGT:

10.77%

VGT:

8.33%

Daily Std Dev

BIGT:

33.27%

VGT:

29.76%

Max Drawdown

BIGT:

-29.91%

VGT:

-54.63%

Current Drawdown

BIGT:

-17.12%

VGT:

-11.63%

Returns By Period

In the year-to-date period, BIGT achieves a -12.00% return, which is significantly lower than VGT's -8.02% return.


BIGT

YTD

-12.00%

1M

8.79%

6M

-7.02%

1Y

21.27%

5Y*

N/A

10Y*

N/A

VGT

YTD

-8.02%

1M

12.05%

6M

-8.30%

1Y

11.24%

5Y*

18.63%

10Y*

19.33%

*Annualized

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BIGT vs. VGT - Expense Ratio Comparison

BIGT has a 0.29% expense ratio, which is higher than VGT's 0.10% expense ratio.


Risk-Adjusted Performance

BIGT vs. VGT — Risk-Adjusted Performance Rank

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

BIGT
The Risk-Adjusted Performance Rank of BIGT is 6767
Overall Rank
The Sharpe Ratio Rank of BIGT is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of BIGT is 6969
Sortino Ratio Rank
The Omega Ratio Rank of BIGT is 6666
Omega Ratio Rank
The Calmar Ratio Rank of BIGT is 7373
Calmar Ratio Rank
The Martin Ratio Rank of BIGT is 5959
Martin Ratio Rank

VGT
The Risk-Adjusted Performance Rank of VGT is 5252
Overall Rank
The Sharpe Ratio Rank of VGT is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 5353
Sortino Ratio Rank
The Omega Ratio Rank of VGT is 5252
Omega Ratio Rank
The Calmar Ratio Rank of VGT is 5656
Calmar Ratio Rank
The Martin Ratio Rank of VGT is 5050
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.

BIGT vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Magnificent Seven ETF (BIGT) 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 current BIGT Sharpe Ratio is 0.63, which is higher than the VGT Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of BIGT 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.


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Dividends

BIGT vs. VGT - Dividend Comparison

BIGT's dividend yield for the trailing twelve months is around 0.92%, more than VGT's 0.56% yield.


TTM20242023202220212020201920182017201620152014
BIGT
Roundhill Magnificent Seven ETF
0.92%0.81%0.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.56%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%

Drawdowns

BIGT vs. VGT - Drawdown Comparison

The maximum BIGT drawdown since its inception was -29.91%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for BIGT and VGT. For additional features, visit the drawdowns tool.


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Volatility

BIGT vs. VGT - Volatility Comparison

Roundhill Magnificent Seven ETF (BIGT) has a higher volatility of 11.07% compared to Vanguard Information Technology ETF (VGT) at 9.35%. This indicates that BIGT'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.


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