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

Key characteristics


FINXVGT
YTD Return8.10%8.75%
1Y Return40.79%43.79%
3Y Return (Ann)-12.78%14.58%
5Y Return (Ann)1.13%22.39%
Sharpe Ratio1.692.42
Daily Std Dev23.64%17.82%
Max Drawdown-63.53%-54.63%
Current Drawdown-44.57%-0.72%

Correlation

0.79
-1.001.00

The correlation between FINX and VGT is 0.79, 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

In the year-to-date period, FINX achieves a 8.10% return, which is significantly lower than VGT's 8.75% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%100.00%200.00%300.00%400.00%OctoberNovemberDecember2024FebruaryMarch
96.56%
386.06%
FINX
VGT

Compare stocks, funds, or ETFs


Global X FinTech ETF

Vanguard Information Technology ETF

FINX vs. VGT - Expense Ratio Comparison

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

FINX
Global X FinTech ETF
0.50%1.00%1.50%2.00%0.68%
0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
FINX
Global X FinTech ETF
1.69
VGT
Vanguard Information Technology ETF
2.42

FINX vs. VGT - Sharpe Ratio Comparison

The current FINX Sharpe Ratio is 1.69, which is lower than the VGT Sharpe Ratio of 2.42. The chart below compares the 12-month rolling Sharpe Ratio of FINX and VGT.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
1.69
2.42
FINX
VGT

Dividends

FINX vs. VGT - Dividend Comparison

FINX's dividend yield for the trailing twelve months is around 0.19%, less than VGT's 0.69% yield.


TTM20232022202120202019201820172016201520142013
FINX
Global X FinTech ETF
0.19%0.21%0.27%5.40%0.00%0.00%0.17%0.11%0.00%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.69%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%

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%. The drawdown chart below compares losses from any high point along the way for FINX and VGT


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-44.57%
-0.72%
FINX
VGT

Volatility

FINX vs. VGT - Volatility Comparison

Global X FinTech ETF (FINX) has a higher volatility of 6.48% compared to Vanguard Information Technology ETF (VGT) at 5.36%. This indicates that FINX'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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%OctoberNovemberDecember2024FebruaryMarch
6.48%
5.36%
FINX
VGT