CSPI vs. VGT
Compare and contrast key facts about CSP Inc. (CSPI) 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: CSPI or VGT.
Key characteristics
CSPI | VGT | |
---|---|---|
YTD Return | 36.12% | 7.04% |
1Y Return | 114.01% | 34.87% |
3Y Return (Ann) | 48.18% | 12.47% |
5Y Return (Ann) | 19.00% | 21.20% |
10Y Return (Ann) | 21.66% | 20.51% |
Sharpe Ratio | 1.35 | 2.08 |
Daily Std Dev | 95.86% | 18.35% |
Max Drawdown | -86.27% | -54.63% |
Current Drawdown | -52.59% | -2.28% |
Correlation
The correlation between CSPI and VGT is 0.11, 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
CSPI vs. VGT - Performance Comparison
In the year-to-date period, CSPI achieves a 36.12% return, which is significantly higher than VGT's 7.04% return. Over the past 10 years, CSPI has outperformed VGT with an annualized return of 21.66%, while VGT has yielded a comparatively lower 20.51% 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
CSPI vs. VGT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CSP Inc. (CSPI) 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
CSPI vs. VGT - Dividend Comparison
CSPI's dividend yield for the trailing twelve months is around 1.09%, more than VGT's 0.70% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
CSP Inc. | 1.09% | 1.54% | 1.27% | 0.00% | 3.88% | 11.49% | 7.54% | 6.96% | 6.24% | 12.68% | 12.05% | 7.42% |
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
CSPI vs. VGT - Drawdown Comparison
The maximum CSPI drawdown since its inception was -86.27%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for CSPI and VGT. For additional features, visit the drawdowns tool.
Volatility
CSPI vs. VGT - Volatility Comparison
CSP Inc. (CSPI) has a higher volatility of 24.90% compared to Vanguard Information Technology ETF (VGT) at 7.00%. This indicates that CSPI'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.