EARN vs. VGT
Compare and contrast key facts about Ellington Residential Mortgage REIT (EARN) 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 Mar 25, 2004.
Performance
EARN vs. VGT - Performance Comparison
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EARN vs. VGT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EARN Ellington Residential Mortgage REIT | -9.19% | -5.88% | 24.65% | 2.97% | -25.04% | -11.96% | 35.60% | 17.85% | -3.09% | 3.42% |
VGT Vanguard Information Technology ETF | -6.16% | 21.77% | 29.30% | 52.66% | -29.70% | 30.45% | 46.04% | 48.62% | 2.46% | 37.08% |
Returns By Period
In the year-to-date period, EARN achieves a -9.19% return, which is significantly lower than VGT's -6.16% return. Over the past 10 years, EARN has underperformed VGT with an annualized return of 3.33%, while VGT has yielded a comparatively higher 21.51% annualized return.
EARN
- 1D
- 2.93%
- 1M
- -6.18%
- YTD
- -9.19%
- 6M
- -6.05%
- 1Y
- -0.99%
- 3Y*
- -0.02%
- 5Y*
- -5.62%
- 10Y*
- 3.33%
VGT
- 1D
- 1.28%
- 1M
- -3.61%
- YTD
- -6.16%
- 6M
- -5.90%
- 1Y
- 29.76%
- 3Y*
- 23.10%
- 5Y*
- 14.83%
- 10Y*
- 21.51%
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Return for Risk
EARN vs. VGT — Risk / Return Rank
EARN
VGT
EARN vs. VGT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ellington Residential Mortgage REIT (EARN) 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.
| EARN | VGT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.04 | 1.10 | -1.14 |
Sortino ratioReturn per unit of downside risk | 0.12 | 1.67 | -1.55 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.23 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 0.03 | 1.88 | -1.85 |
Martin ratioReturn relative to average drawdown | 0.08 | 5.77 | -5.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EARN | VGT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.04 | 1.10 | -1.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.21 | 0.59 | -0.81 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.09 | 0.88 | -0.79 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.61 | -0.56 |
Correlation
The correlation between EARN and VGT is 0.30, 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.
Dividends
EARN vs. VGT - Dividend Comparison
EARN's dividend yield for the trailing twelve months is around 21.05%, more than VGT's 0.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EARN Ellington Residential Mortgage REIT | 21.05% | 18.22% | 14.50% | 15.66% | 15.16% | 11.36% | 8.59% | 10.88% | 14.17% | 13.04% | 12.68% | 16.19% |
VGT Vanguard Information Technology ETF | 0.43% | 0.40% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% |
Drawdowns
EARN vs. VGT - Drawdown Comparison
The maximum EARN drawdown since its inception was -66.44%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for EARN and VGT.
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Drawdown Indicators
| EARN | VGT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.44% | -54.63% | -11.81% |
Max Drawdown (1Y)Largest decline over 1 year | -21.53% | -16.40% | -5.13% |
Max Drawdown (5Y)Largest decline over 5 years | -49.98% | -35.07% | -14.91% |
Max Drawdown (10Y)Largest decline over 10 years | -66.44% | -35.07% | -31.37% |
Current DrawdownCurrent decline from peak | -32.95% | -11.66% | -21.29% |
Average DrawdownAverage peak-to-trough decline | -16.87% | -8.00% | -8.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.01% | 5.35% | +2.66% |
Volatility
EARN vs. VGT - Volatility Comparison
Ellington Residential Mortgage REIT (EARN) has a higher volatility of 10.96% compared to Vanguard Information Technology ETF (VGT) at 8.03%. This indicates that EARN'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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Volatility by Period
| EARN | VGT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.96% | 8.03% | +2.93% |
Volatility (6M)Calculated over the trailing 6-month period | 17.76% | 16.35% | +1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.67% | 27.27% | -1.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.78% | 25.06% | +1.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.55% | 24.48% | +13.07% |