GFL vs. VGT
GFL (GFL Environmental 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 5 years, GFL returned 4.71%/yr vs 18.62%/yr for VGT. At a 0.31 correlation, their price movements are largely independent.
Performance
GFL vs. VGT - Performance Comparison
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Returns By Period
In the year-to-date period, GFL achieves a -7.62% return, which is significantly lower than VGT's 21.52% return.
GFL
- 1D
- 1.82%
- 1M
- 9.73%
- 6M
- -7.16%
- YTD
- -7.62%
- 1Y
- -16.23%
- 3Y*
- 1.94%
- 5Y*
- 4.71%
- 10Y*
- —
VGT
- 1D
- -1.94%
- 1M
- -2.91%
- 6M
- 20.62%
- YTD
- 21.52%
- 1Y
- 35.18%
- 3Y*
- 26.94%
- 5Y*
- 18.62%
- 10Y*
- 24.44%
GFL vs. VGT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
GFL GFL Environmental Inc. | -7.62% | -3.44% | 29.26% | 18.24% | -22.65% | 29.88% | 67.01% |
VGT Vanguard Information Technology ETF | 21.52% | 21.77% | 29.30% | 52.66% | -29.70% | 30.45% | 44.18% |
Correlation
The correlation between GFL and VGT is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Mar 3, 2020 | 0.31 |
The correlation between GFL and VGT shifts across timeframes, from -0.08 (1 year) to 0.33 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
GFL vs. VGT — Risk / Return Rank
GFL
VGT
GFL vs. VGT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GFL Environmental Inc. (GFL) 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.
| GFL | VGT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.10 | ||
| Sortino ratioReturn per unit of downside risk | -2.73 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.26 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.48 | 2.16 | -2.63 |
| Martin ratioReturn relative to average drawdown | -0.93 | 6.19 | -7.12 |
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Drawdowns
GFL vs. VGT - Drawdown Comparison
The maximum GFL drawdown since its inception was -42.76%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for GFL and VGT.
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Drawdown Indicators
| GFL | VGT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.76% | -54.63% | +11.87% |
Max Drawdown (1Y)Largest decline over 1 year | -34.20% | -16.40% | -17.80% |
Max Drawdown (3Y)Largest decline over 3 years | -34.88% | -27.23% | -7.65% |
Max Drawdown (5Y)Largest decline over 5 years | -42.76% | -35.07% | -7.69% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.07% | — |
Current DrawdownCurrent decline from peak | -23.03% | -9.06% | -13.97% |
Average DrawdownAverage peak-to-trough decline | -14.57% | -7.94% | -6.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.46% | 5.70% | +11.76% |
Volatility
GFL vs. VGT - Volatility Comparison
GFL Environmental Inc. (GFL) has a higher volatility of 10.92% compared to Vanguard Information Technology ETF (VGT) at 8.66%. This indicates that GFL'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
| GFL | VGT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.92% | 8.66% | +2.26% |
Volatility (6M)Calculated over the trailing 6-month period | 23.99% | 19.53% | +4.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.40% | 23.44% | +3.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.02% | 25.70% | +4.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.05% | 24.81% | +8.24% |
Dividends
GFL vs. VGT - Dividend Comparison
GFL's dividend yield for the trailing twelve months is around 0.16%, less than VGT's 0.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GFL GFL Environmental Inc. | 0.16% | 0.14% | 0.12% | 0.15% | 0.16% | 0.11% | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
GFL and VGT have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GFL has higher volatility (10.92%) compared to VGT (8.66%). In terms of maximum drawdown, GFL dropped -42.76% vs VGT's -54.63%.
VGT currently has the higher Sharpe Ratio (1.51 vs -0.59), 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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