PFSI vs. VGT
Compare and contrast key facts about PennyMac Financial Services, Inc. (PFSI) 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
PFSI vs. VGT - Performance Comparison
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PFSI vs. VGT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PFSI PennyMac Financial Services, Inc. | -33.49% | 30.55% | 16.79% | 57.84% | -17.58% | 7.69% | 95.33% | 60.72% | -3.09% | 34.23% |
VGT Vanguard Information Technology ETF | -7.34% | 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, PFSI achieves a -33.49% return, which is significantly lower than VGT's -7.34% return. Over the past 10 years, PFSI has outperformed VGT with an annualized return of 23.71%, while VGT has yielded a comparatively lower 21.35% annualized return.
PFSI
- 1D
- 2.94%
- 1M
- -4.93%
- YTD
- -33.49%
- 6M
- -29.05%
- 1Y
- -11.68%
- 3Y*
- 14.90%
- 5Y*
- 7.19%
- 10Y*
- 23.71%
VGT
- 1D
- 4.34%
- 1M
- -3.89%
- YTD
- -7.34%
- 6M
- -6.36%
- 1Y
- 29.19%
- 3Y*
- 22.58%
- 5Y*
- 14.54%
- 10Y*
- 21.35%
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Return for Risk
PFSI vs. VGT — Risk / Return Rank
PFSI
VGT
PFSI vs. VGT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PennyMac Financial Services, Inc. (PFSI) 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.
| PFSI | VGT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.25 | 1.08 | -1.33 |
Sortino ratioReturn per unit of downside risk | 0.01 | 1.65 | -1.64 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.23 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | -0.25 | 1.77 | -2.02 |
Martin ratioReturn relative to average drawdown | -0.65 | 5.47 | -6.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PFSI | VGT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.25 | 1.08 | -1.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.58 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.88 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.61 | -0.25 |
Correlation
The correlation between PFSI and VGT is 0.37, 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.
Dividends
PFSI vs. VGT - Dividend Comparison
PFSI's dividend yield for the trailing twelve months is around 1.37%, more than VGT's 0.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFSI PennyMac Financial Services, Inc. | 1.37% | 0.91% | 0.98% | 0.91% | 1.41% | 1.15% | 0.82% | 0.35% | 1.88% | 0.00% | 0.00% | 0.00% |
VGT Vanguard Information Technology ETF | 0.44% | 0.40% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% |
Drawdowns
PFSI vs. VGT - Drawdown Comparison
The maximum PFSI drawdown since its inception was -56.49%, roughly equal to the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for PFSI and VGT.
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Drawdown Indicators
| PFSI | VGT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.49% | -54.63% | -1.86% |
Max Drawdown (1Y)Largest decline over 1 year | -47.06% | -16.40% | -30.66% |
Max Drawdown (5Y)Largest decline over 5 years | -47.06% | -35.07% | -11.99% |
Max Drawdown (10Y)Largest decline over 10 years | -56.49% | -35.07% | -21.42% |
Current DrawdownCurrent decline from peak | -45.01% | -12.77% | -32.24% |
Average DrawdownAverage peak-to-trough decline | -16.80% | -8.00% | -8.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.34% | 5.30% | +13.04% |
Volatility
PFSI vs. VGT - Volatility Comparison
PennyMac Financial Services, Inc. (PFSI) has a higher volatility of 9.57% compared to Vanguard Information Technology ETF (VGT) at 7.99%. This indicates that PFSI'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.
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Volatility by Period
| PFSI | VGT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.57% | 7.99% | +1.58% |
Volatility (6M)Calculated over the trailing 6-month period | 46.58% | 16.31% | +30.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.96% | 27.24% | +19.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.53% | 25.07% | +11.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.47% | 24.48% | +14.99% |