PFSI vs. VGT
PFSI (PennyMac Financial Services, Inc.) 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, PFSI returned 20.63%/yr vs 24.06%/yr for VGT. Their 0.36 correlation means their historical movements had little consistent relationship.
Performance
PFSI vs. VGT - Performance Comparison
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Returns By Period
In the year-to-date period, PFSI achieves a -42.41% return, which is significantly lower than VGT's 20.36% return. Over the past 10 years, PFSI has underperformed VGT with an annualized return of 20.63%, while VGT has yielded a comparatively higher 24.06% annualized return.
PFSI
- 1D
- -0.61%
- 1M
- -9.66%
- 6M
- -24.02%
- YTD
- -42.41%
- 1Y
- -20.37%
- 3Y*
- 1.43%
- 5Y*
- 4.98%
- 10Y*
- 20.63%
- ALL TIME*
- 12.20%
VGT
- 1D
- -0.38%
- 1M
- -1.30%
- 6M
- 21.30%
- YTD
- 20.36%
- 1Y
- 34.81%
- 3Y*
- 26.48%
- 5Y*
- 17.81%
- 10Y*
- 24.06%
- ALL TIME*
- 14.84%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $57.90M | $47.01M | $49.12M | |
| $440.89M | $515.41M | $573.34M |
PFSI vs. VGT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PFSI PennyMac Financial Services, Inc. | -42.41% | 30.55% | 16.79% | 57.84% | -17.58% | 7.69% | 95.33% | 60.72% | -3.09% | 34.23% |
VGT Vanguard Information Technology ETF | 20.36% | 21.77% | 29.30% | 52.66% | -29.70% | 30.45% | 46.04% | 48.62% | 2.46% | 37.08% |
Correlation
The correlation between PFSI and VGT is 0.14, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.14 |
Correlation (3Y) Balances recent behavior with more history. | 0.30 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.41 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.36 |
Correlation (All Time) Calculated using the full available price history since May 9, 2013 | 0.36 |
Over the past year, the correlation between PFSI and VGT has dropped to 0.14 - well below their long-term average of 0.36, suggesting their price drivers have been diverging.
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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.
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.
| PFSI | VGT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.69 | ||
| Sortino ratioReturn per unit of downside risk | -2.00 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.23 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.35 | 1.94 | -2.29 |
| Martin ratioReturn relative to average drawdown | -0.57 | 5.23 | -5.80 |
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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 | -52.39% | -16.40% | -35.99% |
Max Drawdown (3Y)Largest decline over 3 years | -52.39% | -27.23% | -25.16% |
Max Drawdown (5Y)Largest decline over 5 years | -52.39% | -35.07% | -17.32% |
Max Drawdown (10Y)Largest decline over 10 years | -56.49% | -35.07% | -21.42% |
Current DrawdownCurrent decline from peak | -52.39% | -9.93% | -42.46% |
Average DrawdownAverage peak-to-trough decline | -17.53% | -7.95% | -9.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.98% | 6.07% | +25.91% |
Volatility
PFSI vs. VGT - Volatility Comparison
PennyMac Financial Services, Inc. (PFSI) has a higher volatility of 14.59% compared to Vanguard Information Technology ETF (VGT) at 8.42%. 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 | 14.59% | 8.42% | +6.17% |
Volatility (6M)Calculated over the trailing 6-month period | 47.54% | 20.14% | +27.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.24% | 24.28% | +22.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.05% | 25.83% | +11.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.36% | 24.89% | +14.47% |
Dividends
PFSI vs. VGT - Dividend Comparison
PFSI's dividend yield for the trailing twelve months is around 1.59%, more than VGT's 0.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFSI PennyMac Financial Services, Inc. | 1.59% | 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 | 0.38% | 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
PFSI and VGT have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PFSI has higher volatility (14.59%) compared to VGT (8.42%). In terms of maximum drawdown, PFSI dropped -56.49% vs VGT's -54.63%.
VGT currently has the higher Sharpe Ratio (1.31 vs -0.38), 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.
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