F vs. VGT
Compare and contrast key facts about Ford Motor Company (F) 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: F or VGT.
Performance
F vs. VGT - Performance Comparison
Returns By Period
In the year-to-date period, F achieves a -3.36% return, which is significantly lower than VGT's 25.23% return. Over the past 10 years, F has underperformed VGT with an annualized return of 1.80%, while VGT has yielded a comparatively higher 20.52% annualized return.
F
-3.36%
0.54%
-7.71%
14.71%
9.11%
1.80%
VGT
25.23%
0.64%
13.55%
33.20%
21.96%
20.52%
Key characteristics
| F | VGT | |
|---|---|---|
| Sharpe Ratio | 0.34 | 1.60 |
| Sortino Ratio | 0.67 | 2.11 |
| Omega Ratio | 1.10 | 1.29 |
| Calmar Ratio | 0.23 | 2.20 |
| Martin Ratio | 0.82 | 7.92 |
| Ulcer Index | 15.33% | 4.23% |
| Daily Std Dev | 36.68% | 20.99% |
| Max Drawdown | -95.49% | -54.63% |
| Current Drawdown | -46.63% | -3.62% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between F and VGT is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
F vs. VGT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ford Motor Company (F) 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
F vs. VGT - Dividend Comparison
F's dividend yield for the trailing twelve months is around 7.08%, more than VGT's 0.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
F Ford Motor Company | 7.08% | 10.25% | 4.30% | 0.48% | 1.71% | 6.45% | 9.54% | 5.20% | 7.01% | 4.26% | 3.23% | 2.59% |
VGT Vanguard Information Technology ETF | 0.62% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Drawdowns
F vs. VGT - Drawdown Comparison
The maximum F drawdown since its inception was -95.49%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for F and VGT. For additional features, visit the drawdowns tool.
Volatility
F vs. VGT - Volatility Comparison
Ford Motor Company (F) has a higher volatility of 12.40% compared to Vanguard Information Technology ETF (VGT) at 6.53%. This indicates that F'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.