IDT vs. VGT

Last updated Jun 25, 2026

IDT (IDT Corporation) 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 10 years, IDT returned 18.86%/yr vs 25.39%/yr for VGT. At a 0.33 correlation, their price movements are largely independent.

Performance

IDT vs. VGT - Performance Comparison

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

Returns By Period

In the year-to-date period, IDT achieves a 9.03% return, which is significantly lower than VGT's 22.32% return. Over the past 10 years, IDT has underperformed VGT with an annualized return of 18.86%, while VGT has yielded a comparatively higher 25.39% annualized return.

IDT

• 1D: 2.98%
• 1M: 5.39%
• YTD: 9.03%
• 6M: 8.67%
• 1Y: -15.83%
• 3Y*: 29.53%
• 5Y*: 9.20%
• 10Y*: 18.86%

VGT

• 1D: -0.81%
• 1M: -0.54%
• YTD: 22.32%
• 6M: 20.31%
• 1Y: 43.06%
• 3Y*: 29.77%
• 5Y*: 19.33%
• 10Y*: 25.39%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IDT vs. VGT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IDT IDT Corporation	9.03%	8.22%	40.09%	21.02%	-36.21%	257.28%	71.43%	16.48%	-29.46%	-38.46%
VGT Vanguard Information Technology ETF	22.32%	21.77%	29.30%	52.66%	-29.70%	30.45%	46.04%	48.62%	2.46%	37.08%

Correlation

The correlation between IDT and VGT is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.12
Correlation (3Y) Calculated over the trailing 3-year period	0.19
Correlation (5Y) Calculated over the trailing 5-year period	0.34
Correlation (10Y) Calculated over the trailing 10-year period	0.28
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004	0.33

Over the past year, the correlation between IDT and VGT has dropped to 0.12 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.

Return for Risk

IDT vs. VGT — Risk / Return Rank

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

IDT

IDT Risk / Return Rank: 24
IDT Sharpe Ratio Rank: 21
IDT Sortino Ratio Rank: 22
IDT Omega Ratio Rank: 21
IDT Calmar Ratio Rank: 26
IDT Martin Ratio Rank: 31

VGT

VGT Risk / Return Rank: 58
VGT Sharpe Ratio Rank: 65
VGT Sortino Ratio Rank: 57
VGT Omega Ratio Rank: 58
VGT Calmar Ratio Rank: 59
VGT Martin Ratio Rank: 51

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IDT vs. VGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IDT Corporation (IDT) 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.

	IDT	VGT	Difference
Sharpe ratio: Return per unit of total volatility	-0.49	1.91	-2.40
Sortino ratio: Return per unit of downside risk	-0.45	2.44	-2.88
Omega ratio: Gain probability vs. loss probability	0.93	1.32	-0.39
Calmar ratio: Return relative to maximum drawdown	-0.48	2.64	-3.12
Martin ratio: Return relative to average drawdown	-0.66	8.02	-8.67

IDT vs. VGT - Sharpe Ratio Comparison

The current IDT Sharpe Ratio is -0.49, which is lower than the VGT Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of IDT and VGT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

IDT vs. VGT - Drawdown Comparison

The maximum IDT drawdown since its inception was -99.05%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for IDT and VGT.

Drawdown Indicators

	IDT	VGT	Difference
Max Drawdown Largest peak-to-trough decline	-99.05%	-54.63%	-44.42%
Max Drawdown (1Y) Largest decline over 1 year	-33.19%	-16.40%	-16.79%
Max Drawdown (3Y) Largest decline over 3 years	-33.19%	-27.23%	-5.96%
Max Drawdown (5Y) Largest decline over 5 years	-66.93%	-35.07%	-31.86%
Max Drawdown (10Y) Largest decline over 10 years	-72.52%	-35.07%	-37.45%
Current Drawdown Current decline from peak	-19.93%	-8.46%	-11.47%
Average Drawdown Average peak-to-trough decline	-50.28%	-7.95%	-42.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	24.19%	5.39%	+18.80%

Volatility

IDT vs. VGT - Volatility Comparison

IDT Corporation (IDT) and Vanguard Information Technology ETF (VGT) have volatilities of 11.38% and 11.37%, 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.

Volatility by Period

	IDT	VGT	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.38%	11.37%	+0.01%
Volatility (6M) Calculated over the trailing 6-month period	18.38%	18.52%	-0.14%
Volatility (1Y) Calculated over the trailing 1-year period	32.19%	22.73%	+9.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.74%	25.55%	+16.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	54.67%	24.76%	+29.91%

Dividends

IDT vs. VGT - Dividend Comparison

IDT's dividend yield for the trailing twelve months is around 0.47%, more than VGT's 0.33% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDT IDT Corporation	0.47%	0.47%	0.42%	0.00%	0.00%	0.00%	0.00%	0.00%	2.68%	8.96%	3.93%	11.75%
VGT Vanguard Information Technology ETF	0.33%	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

Can I hold both IDT and VGT in my portfolio?

IDT and VGT have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IDT or VGT?

IDT has higher volatility (11.38%) compared to VGT (11.37%). In terms of maximum drawdown, IDT dropped -99.05% vs VGT's -54.63%.

Which has better risk-adjusted returns?

VGT currently has the higher Sharpe Ratio (1.91 vs -0.49), 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.