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EDV vs. VGT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EDV vs. VGT - Performance Comparison

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

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EDV vs. VGT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EDV
Vanguard Extended Duration Treasury ETF
-0.21%0.65%-12.78%1.65%-39.15%-6.19%23.59%18.67%-3.40%13.94%
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, EDV achieves a -0.21% return, which is significantly higher than VGT's -6.16% return. Over the past 10 years, EDV has underperformed VGT with an annualized return of -2.99%, while VGT has yielded a comparatively higher 21.51% annualized return.


EDV

1D
-0.12%
1M
-4.91%
YTD
-0.21%
6M
-3.16%
1Y
-5.58%
3Y*
-6.60%
5Y*
-9.54%
10Y*
-2.99%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EDV vs. VGT - Expense Ratio Comparison

EDV has a 0.06% expense ratio, which is lower than VGT's 0.09% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

EDV vs. VGT — Risk / Return Rank

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

EDV
EDV Risk / Return Rank: 66
Overall Rank
EDV Sharpe Ratio Rank: 66
Sharpe Ratio Rank
EDV Sortino Ratio Rank: 66
Sortino Ratio Rank
EDV Omega Ratio Rank: 66
Omega Ratio Rank
EDV Calmar Ratio Rank: 77
Calmar Ratio Rank
EDV Martin Ratio Rank: 77
Martin Ratio Rank

VGT
VGT Risk / Return Rank: 6262
Overall Rank
VGT Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
VGT Sortino Ratio Rank: 6363
Sortino Ratio Rank
VGT Omega Ratio Rank: 6161
Omega Ratio Rank
VGT Calmar Ratio Rank: 7171
Calmar Ratio Rank
VGT Martin Ratio Rank: 5757
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EDV vs. VGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Duration Treasury ETF (EDV) 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.


EDVVGTDifference

Sharpe ratio

Return per unit of total volatility

-0.33

1.10

-1.42

Sortino ratio

Return per unit of downside risk

-0.33

1.67

-2.00

Omega ratio

Gain probability vs. loss probability

0.96

1.23

-0.27

Calmar ratio

Return relative to maximum drawdown

-0.31

1.88

-2.20

Martin ratio

Return relative to average drawdown

-0.60

5.77

-6.37

EDV vs. VGT - Sharpe Ratio Comparison

The current EDV Sharpe Ratio is -0.33, which is lower than the VGT Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of EDV 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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Sharpe Ratios by Period


EDVVGTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.33

1.10

-1.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.44

0.59

-1.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.15

0.88

-1.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.61

-0.48

Correlation

The correlation between EDV and VGT is -0.22. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

EDV vs. VGT - Dividend Comparison

EDV's dividend yield for the trailing twelve months is around 4.96%, more than VGT's 0.43% yield.


TTM20252024202320222021202020192018201720162015
EDV
Vanguard Extended Duration Treasury ETF
4.96%4.94%4.65%3.81%3.28%1.95%5.54%3.51%2.90%2.92%5.32%4.24%
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

EDV vs. VGT - Drawdown Comparison

The maximum EDV drawdown since its inception was -59.96%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for EDV and VGT.


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Drawdown Indicators


EDVVGTDifference

Max Drawdown

Largest peak-to-trough decline

-59.96%

-54.63%

-5.33%

Max Drawdown (1Y)

Largest decline over 1 year

-13.84%

-16.40%

+2.56%

Max Drawdown (5Y)

Largest decline over 5 years

-55.03%

-35.07%

-19.96%

Max Drawdown (10Y)

Largest decline over 10 years

-59.96%

-35.07%

-24.89%

Current Drawdown

Current decline from peak

-54.22%

-11.66%

-42.56%

Average Drawdown

Average peak-to-trough decline

-23.14%

-8.00%

-15.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.26%

5.35%

+1.91%

Volatility

EDV vs. VGT - Volatility Comparison

The current volatility for Vanguard Extended Duration Treasury ETF (EDV) is 5.45%, while Vanguard Information Technology ETF (VGT) has a volatility of 8.03%. This indicates that EDV 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.


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Volatility by Period


EDVVGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.45%

8.03%

-2.58%

Volatility (6M)

Calculated over the trailing 6-month period

9.91%

16.35%

-6.44%

Volatility (1Y)

Calculated over the trailing 1-year period

17.22%

27.27%

-10.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.62%

25.06%

-3.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.84%

24.48%

-4.64%