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

Correlation

The correlation between FTEC and VGT is 0.90, 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

FTEC vs. VGT - Performance Comparison

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

550.00%600.00%650.00%700.00%750.00%December2025FebruaryMarchAprilMay
650.74%
666.39%
FTEC
VGT

Key characteristics

Sharpe Ratio

FTEC:

0.53

VGT:

0.53

Sortino Ratio

FTEC:

0.92

VGT:

0.92

Omega Ratio

FTEC:

1.13

VGT:

1.13

Calmar Ratio

FTEC:

0.58

VGT:

0.58

Martin Ratio

FTEC:

1.95

VGT:

1.93

Ulcer Index

FTEC:

8.19%

VGT:

8.18%

Daily Std Dev

FTEC:

30.10%

VGT:

29.80%

Max Drawdown

FTEC:

-34.95%

VGT:

-54.63%

Current Drawdown

FTEC:

-12.81%

VGT:

-12.79%

Returns By Period

The year-to-date returns for both stocks are quite close, with FTEC having a -9.19% return and VGT slightly lower at -9.23%. Both investments have delivered pretty close results over the past 10 years, with FTEC having a 18.88% annualized return and VGT not far ahead at 19.12%.


FTEC

YTD

-9.19%

1M

17.70%

6M

-3.47%

1Y

11.31%

5Y*

19.44%

10Y*

18.88%

VGT

YTD

-9.23%

1M

17.78%

6M

-3.55%

1Y

11.24%

5Y*

19.27%

10Y*

19.12%

*Annualized

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FTEC vs. VGT - Expense Ratio Comparison

FTEC has a 0.08% expense ratio, which is lower than VGT's 0.10% 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%.


Risk-Adjusted Performance

FTEC vs. VGT — Risk-Adjusted Performance Rank

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

FTEC
The Risk-Adjusted Performance Rank of FTEC is 5353
Overall Rank
The Sharpe Ratio Rank of FTEC is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of FTEC is 5454
Sortino Ratio Rank
The Omega Ratio Rank of FTEC is 5353
Omega Ratio Rank
The Calmar Ratio Rank of FTEC is 5959
Calmar Ratio Rank
The Martin Ratio Rank of FTEC is 5252
Martin Ratio Rank

VGT
The Risk-Adjusted Performance Rank of VGT is 5353
Overall Rank
The Sharpe Ratio Rank of VGT is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 5353
Sortino Ratio Rank
The Omega Ratio Rank of VGT is 5353
Omega Ratio Rank
The Calmar Ratio Rank of VGT is 5858
Calmar Ratio Rank
The Martin Ratio Rank of VGT is 5151
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.

FTEC vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Information Technology Index ETF (FTEC) 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 FTEC Sharpe Ratio is 0.53, which is comparable to the VGT Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of FTEC 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00December2025FebruaryMarchAprilMay
0.53
0.53
FTEC
VGT

Dividends

FTEC vs. VGT - Dividend Comparison

FTEC's dividend yield for the trailing twelve months is around 0.54%, less than VGT's 0.57% yield.


TTM20242023202220212020201920182017201620152014
FTEC
Fidelity MSCI Information Technology Index ETF
0.54%0.49%0.77%0.93%0.63%0.83%1.03%1.20%0.96%1.25%1.27%1.09%
VGT
Vanguard Information Technology ETF
0.57%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%

Drawdowns

FTEC vs. VGT - Drawdown Comparison

The maximum FTEC drawdown since its inception was -34.95%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for FTEC and VGT. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-12.81%
-12.79%
FTEC
VGT

Volatility

FTEC vs. VGT - Volatility Comparison

Fidelity MSCI Information Technology Index ETF (FTEC) and Vanguard Information Technology ETF (VGT) have volatilities of 17.65% and 17.33%, 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.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
17.65%
17.33%
FTEC
VGT