IT vs. VUG
Compare and contrast key facts about Gartner, Inc. (IT) and Vanguard Growth ETF (VUG).
VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth 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: IT or VUG.
Performance
IT vs. VUG - Performance Comparison
Returns By Period
In the year-to-date period, IT achieves a 15.22% return, which is significantly lower than VUG's 30.43% return. Over the past 10 years, IT has outperformed VUG with an annualized return of 19.94%, while VUG has yielded a comparatively lower 15.50% annualized return.
IT
15.22%
-0.21%
18.39%
21.35%
27.10%
19.94%
VUG
30.43%
2.58%
15.17%
35.89%
19.11%
15.50%
Key characteristics
| IT | VUG | |
|---|---|---|
| Sharpe Ratio | 0.95 | 2.17 |
| Sortino Ratio | 1.36 | 2.83 |
| Omega Ratio | 1.18 | 1.40 |
| Calmar Ratio | 1.46 | 2.82 |
| Martin Ratio | 4.08 | 11.11 |
| Ulcer Index | 5.24% | 3.29% |
| Daily Std Dev | 22.55% | 16.83% |
| Max Drawdown | -85.09% | -50.68% |
| Current Drawdown | -5.80% | -1.19% |
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Correlation
The correlation between IT and VUG is 0.61, 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.
Risk-Adjusted Performance
IT vs. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Gartner, Inc. (IT) and Vanguard Growth ETF (VUG). 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
IT vs. VUG - Dividend Comparison
IT has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.49%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IT Gartner, 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% |
VUG Vanguard Growth ETF | 0.49% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
IT vs. VUG - Drawdown Comparison
The maximum IT drawdown since its inception was -85.09%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for IT and VUG. For additional features, visit the drawdowns tool.
Volatility
IT vs. VUG - Volatility Comparison
Gartner, Inc. (IT) has a higher volatility of 7.29% compared to Vanguard Growth ETF (VUG) at 5.27%. This indicates that IT's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.