IDXX vs. VGT

Last updated Apr 3, 2026

Compare and contrast key facts about IDEXX Laboratories, Inc. (IDXX) 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 Mar 25, 2004.

Performance

IDXX vs. VGT - Performance Comparison

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

IDXX vs. VGT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IDXX IDEXX Laboratories, Inc.	-15.81%	63.63%	-25.51%	36.06%	-38.04%	31.73%	91.43%	40.38%	18.95%	33.35%
VGT Vanguard Information Technology ETF	-5.36%	21.77%	29.30%	52.66%	-29.70%	30.45%	46.04%	48.62%	2.46%	37.08%

Returns By Period

In the year-to-date period, IDXX achieves a -15.81% return, which is significantly lower than VGT's -5.36% return. Both investments have delivered pretty close results over the past 10 years, with IDXX having a 21.73% annualized return and VGT not far behind at 21.67%.

IDXX

• 1D: 0.87%
• 1M: -10.38%
• YTD: -15.81%
• 6M: -10.14%
• 1Y: 33.62%
• 3Y*: 5.19%
• 5Y*: 3.21%
• 10Y*: 21.73%

VGT

• 1D: 0.85%
• 1M: -1.42%
• YTD: -5.36%
• 6M: -5.79%
• 1Y: 29.79%
• 3Y*: 23.50%
• 5Y*: 15.02%
• 10Y*: 21.67%

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

Return for Risk

IDXX vs. VGT — Risk / Return Rank

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

IDXX

IDXX Risk / Return Rank: 69
IDXX Sharpe Ratio Rank: 66
IDXX Sortino Ratio Rank: 72
IDXX Omega Ratio Rank: 71
IDXX Calmar Ratio Rank: 66
IDXX Martin Ratio Rank: 69

VGT

VGT Risk / Return Rank: 58
VGT Sharpe Ratio Rank: 58
VGT Sortino Ratio Rank: 61
VGT Omega Ratio Rank: 59
VGT Calmar Ratio Rank: 64
VGT Martin Ratio Rank: 50

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.

IDXX vs. VGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IDEXX Laboratories, Inc. (IDXX) 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.

	IDXX	VGT	Difference
Sharpe ratio Return per unit of total volatility	0.77	1.10	-0.33
Sortino ratio Return per unit of downside risk	1.79	1.67	+0.12
Omega ratio Gain probability vs. loss probability	1.23	1.23	0.00
Calmar ratio Return relative to maximum drawdown	1.32	1.88	-0.56
Martin ratio Return relative to average drawdown	3.57	5.72	-2.16
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IDXX vs. VGT - Sharpe Ratio Comparison

The current IDXX Sharpe Ratio is 0.77, which is comparable to the VGT Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of IDXX 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.

Sharpe Ratios by Period

	IDXX	VGT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.77	1.10	-0.33
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.09	0.60	-0.51
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.66	0.89	-0.22
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	0.61	-0.10

Correlation

The correlation between IDXX and VGT is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

IDXX vs. VGT - Dividend Comparison

IDXX has not paid dividends to shareholders, while VGT's dividend yield for the trailing twelve months is around 0.43%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDXX IDEXX Laboratories, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VGT Vanguard Information Technology ETF	0.43%	0.40%	0.60%	0.65%	0.91%	0.64%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%

Drawdowns

IDXX vs. VGT - Drawdown Comparison

The maximum IDXX drawdown since its inception was -81.42%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for IDXX and VGT.

Drawdown Indicators

	IDXX	VGT	Difference
Max Drawdown Largest peak-to-trough decline	-81.42%	-54.63%	-26.79%
Max Drawdown (1Y) Largest decline over 1 year	-27.34%	-16.40%	-10.94%
Max Drawdown (5Y) Largest decline over 5 years	-54.00%	-35.07%	-18.93%
Max Drawdown (10Y) Largest decline over 10 years	-54.00%	-35.07%	-18.93%
Current Drawdown Current decline from peak	-25.71%	-10.90%	-14.81%
Average Drawdown Average peak-to-trough decline	-20.98%	-8.00%	-12.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.11%	5.39%	+4.72%

Volatility

IDXX vs. VGT - Volatility Comparison

IDEXX Laboratories, Inc. (IDXX) and Vanguard Information Technology ETF (VGT) have volatilities of 8.33% and 7.96%, 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

	IDXX	VGT	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.33%	7.96%	+0.37%
Volatility (6M) Calculated over the trailing 6-month period	23.45%	16.36%	+7.09%
Volatility (1Y) Calculated over the trailing 1-year period	43.76%	27.27%	+16.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.09%	25.05%	+10.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.84%	24.47%	+8.37%