EXPO vs. VGT
EXPO (Exponent, Inc.) is a stock, while VGT (Vanguard Information Technology ETF) is Technology Equities fund tracking the MSCI USA IMI Information Technology 25/50 Index. Over the past 10 years, EXPO returned 11.53%/yr vs 24.06%/yr for VGT. Their 0.44 correlation means their historical movements had little consistent relationship.
Performance
EXPO vs. VGT - Performance Comparison
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Returns By Period
In the year-to-date period, EXPO achieves a -2.85% return, which is significantly lower than VGT's 20.36% return. Over the past 10 years, EXPO has underperformed VGT with an annualized return of 11.53%, while VGT has yielded a comparatively higher 24.06% annualized return.
EXPO
- 1D
- 3.53%
- 1M
- 9.63%
- 6M
- -6.11%
- YTD
- -2.85%
- 1Y
- -0.43%
- 3Y*
- -7.53%
- 5Y*
- -7.86%
- 10Y*
- 11.53%
- ALL TIME*
- 11.16%
VGT
- 1D
- -0.38%
- 1M
- -1.30%
- 6M
- 21.30%
- YTD
- 20.36%
- 1Y
- 34.81%
- 3Y*
- 26.48%
- 5Y*
- 17.81%
- 10Y*
- 24.06%
- ALL TIME*
- 14.84%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
EXPO Exponent, Inc. | $43.57M | $36.37M | $35.92M |
| $440.89M | $515.41M | $573.34M |
EXPO vs. VGT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXPO Exponent, Inc. | -2.85% | -20.81% | 2.42% | -10.14% | -14.25% | 30.67% | 31.74% | 37.51% | 44.22% | 19.46% |
VGT Vanguard Information Technology ETF | 20.36% | 21.77% | 29.30% | 52.66% | -29.70% | 30.45% | 46.04% | 48.62% | 2.46% | 37.08% |
Correlation
The correlation between EXPO and VGT is 0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.02 |
Correlation (3Y) Balances recent behavior with more history. | 0.21 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.35 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.40 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.44 |
Over the past year, the correlation between EXPO and VGT has dropped to 0.02 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.
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Return for Risk
EXPO vs. VGT — Risk / Return Rank
EXPO
VGT
EXPO vs. VGT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Exponent, Inc. (EXPO) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EXPO | VGT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.35 | ||
| Sortino ratioReturn per unit of downside risk | -1.64 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.23 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | 1.94 | -1.98 |
| Martin ratioReturn relative to average drawdown | -0.09 | 5.23 | -5.32 |
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Drawdowns
EXPO vs. VGT - Drawdown Comparison
The maximum EXPO drawdown since its inception was -86.44%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for EXPO and VGT.
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Drawdown Indicators
| EXPO | VGT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.44% | -54.63% | -31.81% |
Max Drawdown (1Y)Largest decline over 1 year | -32.45% | -16.40% | -16.05% |
Max Drawdown (3Y)Largest decline over 3 years | -52.37% | -27.23% | -25.14% |
Max Drawdown (5Y)Largest decline over 5 years | -54.79% | -35.07% | -19.72% |
Max Drawdown (10Y)Largest decline over 10 years | -54.79% | -35.07% | -19.72% |
Current DrawdownCurrent decline from peak | -43.40% | -9.93% | -33.47% |
Average DrawdownAverage peak-to-trough decline | -32.78% | -7.95% | -24.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.47% | 6.07% | +8.40% |
Volatility
EXPO vs. VGT - Volatility Comparison
Exponent, Inc. (EXPO) has a higher volatility of 9.73% compared to Vanguard Information Technology ETF (VGT) at 8.42%. This indicates that EXPO'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
| EXPO | VGT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.73% | 8.42% | +1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 26.79% | 20.14% | +6.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.13% | 24.28% | +7.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.14% | 25.83% | +4.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.87% | 24.89% | +3.98% |
Dividends
EXPO vs. VGT - Dividend Comparison
EXPO's dividend yield for the trailing twelve months is around 1.82%, more than VGT's 0.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXPO Exponent, Inc. | 1.82% | 1.73% | 1.26% | 1.18% | 0.97% | 0.69% | 0.84% | 0.93% | 1.03% | 1.18% | 1.19% | 1.20% |
VGT Vanguard Information Technology ETF | 0.38% | 0.40% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% |
Frequently Asked Questions
EXPO and VGT have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EXPO has higher volatility (9.73%) compared to VGT (8.42%). In terms of maximum drawdown, EXPO dropped -86.44% vs VGT's -54.63%.
VGT currently has the higher Sharpe Ratio (1.31 vs -0.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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