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

Key characteristics


BUYZVGT
YTD Return8.78%6.59%
1Y Return28.40%34.16%
3Y Return (Ann)-13.22%12.30%
Sharpe Ratio1.681.87
Daily Std Dev18.00%18.32%
Max Drawdown-68.06%-54.63%
Current Drawdown-49.66%-2.69%

Correlation

-0.50.00.51.00.8

The correlation between BUYZ and VGT is 0.81, 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

BUYZ vs. VGT - Performance Comparison

In the year-to-date period, BUYZ achieves a 8.78% return, which is significantly higher than VGT's 6.59% 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%20.00%40.00%60.00%80.00%100.00%120.00%140.00%December2024FebruaryMarchAprilMay
28.64%
128.44%
BUYZ
VGT

Compare stocks, funds, or ETFs

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


Franklin Disruptive Commerce ETF

Vanguard Information Technology ETF

BUYZ vs. VGT - Expense Ratio Comparison

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


BUYZ
Franklin Disruptive Commerce ETF
Expense ratio chart for BUYZ: 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

BUYZ vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Disruptive Commerce ETF (BUYZ) 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.


BUYZ
Sharpe ratio
The chart of Sharpe ratio for BUYZ, currently valued at 1.68, compared to the broader market0.002.004.001.68
Sortino ratio
The chart of Sortino ratio for BUYZ, currently valued at 2.33, compared to the broader market-2.000.002.004.006.008.0010.002.33
Omega ratio
The chart of Omega ratio for BUYZ, currently valued at 1.28, compared to the broader market0.501.001.502.002.501.28
Calmar ratio
The chart of Calmar ratio for BUYZ, currently valued at 0.48, compared to the broader market0.002.004.006.008.0010.0012.000.48
Martin ratio
The chart of Martin ratio for BUYZ, currently valued at 5.27, compared to the broader market0.0020.0040.0060.0080.005.27
VGT
Sharpe ratio
The chart of Sharpe ratio for VGT, currently valued at 1.87, compared to the broader market0.002.004.001.87
Sortino ratio
The chart of Sortino ratio for VGT, currently valued at 2.59, compared to the broader market-2.000.002.004.006.008.0010.002.59
Omega ratio
The chart of Omega ratio for VGT, currently valued at 1.31, compared to the broader market0.501.001.502.002.501.31
Calmar ratio
The chart of Calmar ratio for VGT, currently valued at 2.04, compared to the broader market0.002.004.006.008.0010.0012.002.04
Martin ratio
The chart of Martin ratio for VGT, currently valued at 7.46, compared to the broader market0.0020.0040.0060.0080.007.46

BUYZ vs. VGT - Sharpe Ratio Comparison

The current BUYZ Sharpe Ratio is 1.68, which roughly equals the VGT Sharpe Ratio of 1.87. The chart below compares the 12-month rolling Sharpe Ratio of BUYZ and VGT.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
1.68
1.87
BUYZ
VGT

Dividends

BUYZ vs. VGT - Dividend Comparison

BUYZ has not paid dividends to shareholders, while VGT's dividend yield for the trailing twelve months is around 0.70%.


TTM20232022202120202019201820172016201520142013
BUYZ
Franklin Disruptive Commerce ETF
0.00%0.00%0.00%0.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.70%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%

Drawdowns

BUYZ vs. VGT - Drawdown Comparison

The maximum BUYZ drawdown since its inception was -68.06%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for BUYZ and VGT. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-49.66%
-2.69%
BUYZ
VGT

Volatility

BUYZ vs. VGT - Volatility Comparison

The current volatility for Franklin Disruptive Commerce ETF (BUYZ) is 5.18%, while Vanguard Information Technology ETF (VGT) has a volatility of 7.01%. This indicates that BUYZ 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%8.00%December2024FebruaryMarchAprilMay
5.18%
7.01%
BUYZ
VGT