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PSCT vs. VOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSCT vs. VOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap Information Technology ETF (PSCT) and Vanguard Communication Services ETF (VOX). The values are adjusted to include any dividend payments, if applicable.

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PSCT vs. VOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSCT
Invesco S&P SmallCap Information Technology ETF
6.13%18.63%-1.06%20.81%-22.50%26.26%27.79%39.38%-9.34%9.96%
VOX
Vanguard Communication Services ETF
-6.90%26.27%33.12%44.81%-38.85%13.83%29.12%28.03%-16.75%-5.50%

Returns By Period

In the year-to-date period, PSCT achieves a 6.13% return, which is significantly higher than VOX's -6.90% return. Over the past 10 years, PSCT has outperformed VOX with an annualized return of 12.71%, while VOX has yielded a comparatively lower 8.41% annualized return.


PSCT

1D
4.30%
1M
-3.64%
YTD
6.13%
6M
13.17%
1Y
49.93%
3Y*
11.09%
5Y*
5.11%
10Y*
12.71%

VOX

1D
3.50%
1M
-6.17%
YTD
-6.90%
6M
-3.66%
1Y
22.45%
3Y*
24.33%
5Y*
7.40%
10Y*
8.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSCT vs. VOX - Expense Ratio Comparison

PSCT has a 0.29% expense ratio, which is higher than VOX's 0.10% expense ratio.


Return for Risk

PSCT vs. VOX — Risk / Return Rank

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

PSCT
PSCT Risk / Return Rank: 8282
Overall Rank
PSCT Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
PSCT Sortino Ratio Rank: 8181
Sortino Ratio Rank
PSCT Omega Ratio Rank: 7474
Omega Ratio Rank
PSCT Calmar Ratio Rank: 8989
Calmar Ratio Rank
PSCT Martin Ratio Rank: 8989
Martin Ratio Rank

VOX
VOX Risk / Return Rank: 6868
Overall Rank
VOX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
VOX Sortino Ratio Rank: 7272
Sortino Ratio Rank
VOX Omega Ratio Rank: 6767
Omega Ratio Rank
VOX Calmar Ratio Rank: 6969
Calmar Ratio Rank
VOX Martin Ratio Rank: 6767
Martin Ratio Rank
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.

PSCT vs. VOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Information Technology ETF (PSCT) and Vanguard Communication Services ETF (VOX). 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.


PSCTVOXDifference

Sharpe ratio

Return per unit of total volatility

1.47

1.11

+0.36

Sortino ratio

Return per unit of downside risk

2.05

1.72

+0.33

Omega ratio

Gain probability vs. loss probability

1.27

1.23

+0.04

Calmar ratio

Return relative to maximum drawdown

2.89

1.67

+1.22

Martin ratio

Return relative to average drawdown

10.93

6.24

+4.69

PSCT vs. VOX - Sharpe Ratio Comparison

The current PSCT Sharpe Ratio is 1.47, which is higher than the VOX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of PSCT and VOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PSCTVOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

1.11

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.35

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.40

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.42

+0.11

Correlation

The correlation between PSCT and VOX is 0.66, 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

PSCT vs. VOX - Dividend Comparison

PSCT's dividend yield for the trailing twelve months is around 0.02%, less than VOX's 1.05% yield.


TTM20252024202320222021202020192018201720162015
PSCT
Invesco S&P SmallCap Information Technology ETF
0.02%0.02%0.01%0.02%0.00%0.01%0.08%0.22%0.47%0.19%0.25%0.15%
VOX
Vanguard Communication Services ETF
1.05%0.95%1.05%1.03%0.88%0.93%0.73%0.90%2.77%3.83%2.67%3.55%

Drawdowns

PSCT vs. VOX - Drawdown Comparison

The maximum PSCT drawdown since its inception was -40.44%, smaller than the maximum VOX drawdown of -57.18%. Use the drawdown chart below to compare losses from any high point for PSCT and VOX.


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Drawdown Indicators


PSCTVOXDifference

Max Drawdown

Largest peak-to-trough decline

-40.44%

-57.18%

+16.74%

Max Drawdown (1Y)

Largest decline over 1 year

-16.90%

-13.56%

-3.34%

Max Drawdown (5Y)

Largest decline over 5 years

-34.80%

-46.76%

+11.96%

Max Drawdown (10Y)

Largest decline over 10 years

-40.44%

-46.76%

+6.32%

Current Drawdown

Current decline from peak

-6.15%

-10.03%

+3.88%

Average Drawdown

Average peak-to-trough decline

-7.98%

-11.99%

+4.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.47%

3.64%

+0.83%

Volatility

PSCT vs. VOX - Volatility Comparison

Invesco S&P SmallCap Information Technology ETF (PSCT) has a higher volatility of 11.00% compared to Vanguard Communication Services ETF (VOX) at 6.40%. This indicates that PSCT's price experiences larger fluctuations and is considered to be riskier than VOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSCTVOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.00%

6.40%

+4.60%

Volatility (6M)

Calculated over the trailing 6-month period

23.51%

11.80%

+11.71%

Volatility (1Y)

Calculated over the trailing 1-year period

34.08%

20.34%

+13.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.42%

21.19%

+6.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.44%

20.87%

+5.57%