GRT-UN.TO vs. VGT
Compare and contrast key facts about Granite Real Estate Investment Trust (GRT-UN.TO) 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: GRT-UN.TO or VGT.
Key characteristics
| GRT-UN.TO | VGT | |
|---|---|---|
| YTD Return | 0.12% | 21.69% |
| 1Y Return | 12.92% | 37.88% |
| 3Y Return (Ann) | -6.57% | 10.25% |
| 5Y Return (Ann) | 5.80% | 21.96% |
| 10Y Return (Ann) | 10.19% | 20.43% |
| Sharpe Ratio | 0.77 | 1.91 |
| Sortino Ratio | 1.27 | 2.46 |
| Omega Ratio | 1.15 | 1.34 |
| Calmar Ratio | 0.45 | 2.62 |
| Martin Ratio | 2.20 | 9.44 |
| Ulcer Index | 7.39% | 4.22% |
| Daily Std Dev | 20.99% | 20.84% |
| Max Drawdown | -87.72% | -54.63% |
| Current Drawdown | -23.30% | -4.00% |
Correlation
The correlation between GRT-UN.TO and VGT is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
GRT-UN.TO vs. VGT - Performance Comparison
In the year-to-date period, GRT-UN.TO achieves a 0.12% return, which is significantly lower than VGT's 21.69% return. Over the past 10 years, GRT-UN.TO has underperformed VGT with an annualized return of 10.19%, while VGT has yielded a comparatively higher 20.43% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
GRT-UN.TO vs. VGT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Granite Real Estate Investment Trust (GRT-UN.TO) 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
GRT-UN.TO vs. VGT - Dividend Comparison
GRT-UN.TO's dividend yield for the trailing twelve months is around 2.65%, more than VGT's 0.64% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GRT-UN.TO Granite Real Estate Investment Trust | 2.65% | 2.59% | 3.75% | 2.28% | 2.97% | 3.20% | 4.14% | 4.53% | 4.47% | 5.20% | 5.25% | 5.72% |
VGT Vanguard Information Technology ETF | 0.64% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Drawdowns
GRT-UN.TO vs. VGT - Drawdown Comparison
The maximum GRT-UN.TO drawdown since its inception was -87.72%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for GRT-UN.TO and VGT. For additional features, visit the drawdowns tool.
Volatility
GRT-UN.TO vs. VGT - Volatility Comparison
Granite Real Estate Investment Trust (GRT-UN.TO) has a higher volatility of 6.23% compared to Vanguard Information Technology ETF (VGT) at 5.48%. This indicates that GRT-UN.TO'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.