META vs. VGT
Compare and contrast key facts about Meta Platforms, Inc. (META) 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: META or VGT.
Performance
META vs. VGT - Performance Comparison
Returns By Period
In the year-to-date period, META achieves a 59.00% return, which is significantly higher than VGT's 27.15% return. Over the past 10 years, META has outperformed VGT with an annualized return of 22.59%, while VGT has yielded a comparatively lower 20.69% annualized return.
META
59.00%
-2.67%
21.00%
65.54%
23.33%
22.59%
VGT
27.15%
1.43%
13.73%
33.30%
22.49%
20.69%
Key characteristics
| META | VGT | |
|---|---|---|
| Sharpe Ratio | 1.88 | 1.67 |
| Sortino Ratio | 2.76 | 2.20 |
| Omega Ratio | 1.38 | 1.30 |
| Calmar Ratio | 3.69 | 2.31 |
| Martin Ratio | 11.36 | 8.30 |
| Ulcer Index | 5.98% | 4.24% |
| Daily Std Dev | 36.24% | 21.02% |
| Max Drawdown | -76.74% | -54.63% |
| Current Drawdown | -5.85% | -2.14% |
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Correlation
The correlation between META and VGT is 0.60, 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
META vs. VGT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Meta Platforms, Inc. (META) 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
META vs. VGT - Dividend Comparison
META's dividend yield for the trailing twelve months is around 0.27%, less than VGT's 0.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
META Meta Platforms, Inc. | 0.27% | 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 | 0.61% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Drawdowns
META vs. VGT - Drawdown Comparison
The maximum META drawdown since its inception was -76.74%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for META and VGT. For additional features, visit the drawdowns tool.
Volatility
META vs. VGT - Volatility Comparison
Meta Platforms, Inc. (META) has a higher volatility of 8.88% compared to Vanguard Information Technology ETF (VGT) at 6.62%. This indicates that META'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.