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FINX vs. VGT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FINX and VGT is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

FINX vs. VGT - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FINX:

0.68

VGT:

0.36

Sortino Ratio

FINX:

1.00

VGT:

0.70

Omega Ratio

FINX:

1.13

VGT:

1.10

Calmar Ratio

FINX:

0.32

VGT:

0.40

Martin Ratio

FINX:

1.78

VGT:

1.29

Ulcer Index

FINX:

9.19%

VGT:

8.42%

Daily Std Dev

FINX:

28.63%

VGT:

30.17%

Max Drawdown

FINX:

-63.53%

VGT:

-54.63%

Current Drawdown

FINX:

-39.04%

VGT:

-7.93%

Returns By Period

In the year-to-date period, FINX achieves a -3.36% return, which is significantly higher than VGT's -4.17% return.


FINX

YTD

-3.36%

1M

7.52%

6M

-9.60%

1Y

18.65%

3Y*

9.30%

5Y*

0.98%

10Y*

N/A

VGT

YTD

-4.17%

1M

10.53%

6M

-4.02%

1Y

9.73%

3Y*

21.61%

5Y*

19.21%

10Y*

19.68%

*Annualized

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Global X FinTech ETF

FINX vs. VGT - Expense Ratio Comparison

FINX has a 0.68% expense ratio, which is higher than VGT's 0.10% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FINX vs. VGT — Risk-Adjusted Performance Rank

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

FINX
The Risk-Adjusted Performance Rank of FINX is 6060
Overall Rank
The Sharpe Ratio Rank of FINX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of FINX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of FINX is 6262
Omega Ratio Rank
The Calmar Ratio Rank of FINX is 4545
Calmar Ratio Rank
The Martin Ratio Rank of FINX is 5757
Martin Ratio Rank

VGT
The Risk-Adjusted Performance Rank of VGT is 4747
Overall Rank
The Sharpe Ratio Rank of VGT is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 4848
Sortino Ratio Rank
The Omega Ratio Rank of VGT is 4848
Omega Ratio Rank
The Calmar Ratio Rank of VGT is 5252
Calmar Ratio Rank
The Martin Ratio Rank of VGT is 4646
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.

FINX vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X FinTech ETF (FINX) 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.


The current FINX Sharpe Ratio is 0.68, which is higher than the VGT Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of FINX 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FINX vs. VGT - Dividend Comparison

FINX's dividend yield for the trailing twelve months is around 0.75%, more than VGT's 0.54% yield.


TTM20242023202220212020201920182017201620152014
FINX
Global X FinTech ETF
0.75%0.72%0.21%0.27%5.40%0.00%0.00%0.18%0.11%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.54%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%

Drawdowns

FINX vs. VGT - Drawdown Comparison

The maximum FINX drawdown since its inception was -63.53%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for FINX and VGT.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FINX vs. VGT - Volatility Comparison

Global X FinTech ETF (FINX) and Vanguard Information Technology ETF (VGT) have volatilities of 6.62% and 6.37%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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