PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
CSPI vs. VGT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

CSPI vs. VGT

Last updated May 12, 2025

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.

Correlation

The correlation between CSPI and VGT is 0.20, 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

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

Loading data...

Key characteristics

Daily Std Dev

CSPI:

57.51%

VGT:

14.95%

Max Drawdown

CSPI:

-5.44%

VGT:

-0.85%

Current Drawdown

CSPI:

-1.85%

VGT:

0.00%

Returns By Period

CSPI

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VGT

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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

Risk-Adjusted Performance

CSPI vs. VGT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CSPI
The Risk-Adjusted Performance Rank of CSPI is 7070
Overall Rank
The Sharpe Ratio Rank of CSPI is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of CSPI is 7171
Sortino Ratio Rank
The Omega Ratio Rank of CSPI is 6868
Omega Ratio Rank
The Calmar Ratio Rank of CSPI is 7575
Calmar Ratio Rank
The Martin Ratio Rank of CSPI is 7171
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.

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.

No data
No data
No data
No data
No data

Loading data...

Dividends

CSPI vs. VGT - Dividend Comparison

CSPI's dividend yield for the trailing twelve months is around 0.73%, more than VGT's 0.56% yield.

TTM20242023202220212020201920182017201620152014
CSPI
CSP Inc.		0.73%0.00%0.00%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%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CSPI vs. VGT - Drawdown Comparison

The maximum CSPI drawdown since its inception was -5.44%, which is greater than VGT's maximum drawdown of -0.85%. Use the drawdown chart below to compare losses from any high point for CSPI and VGT. For additional features, visit the drawdowns tool.

Loading data...

Volatility

CSPI vs. VGT - Volatility Comparison

Loading data...