QTUM-USD vs. VGT
Compare and contrast key facts about QTUM (QTUM-USD) 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: QTUM-USD or VGT.
Key characteristics
| QTUM-USD | VGT | |
|---|---|---|
| YTD Return | -26.71% | 29.40% |
| 1Y Return | -12.26% | 41.46% |
| 3Y Return (Ann) | -45.28% | 12.41% |
| 5Y Return (Ann) | 3.28% | 23.00% |
| Sharpe Ratio | -0.70 | 1.94 |
| Sortino Ratio | -0.84 | 2.51 |
| Omega Ratio | 0.92 | 1.35 |
| Calmar Ratio | 0.00 | 2.68 |
| Martin Ratio | -1.22 | 9.65 |
| Ulcer Index | 46.77% | 4.22% |
| Daily Std Dev | 68.10% | 20.96% |
| Max Drawdown | -98.90% | -54.63% |
| Current Drawdown | -97.12% | -0.41% |
Correlation
The correlation between QTUM-USD and VGT is 0.16, 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.
Performance
QTUM-USD vs. VGT - Performance Comparison
In the year-to-date period, QTUM-USD achieves a -26.71% return, which is significantly lower than VGT's 29.40% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
QTUM-USD vs. VGT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for QTUM (QTUM-USD) 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.
Drawdowns
QTUM-USD vs. VGT - Drawdown Comparison
The maximum QTUM-USD drawdown since its inception was -98.90%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for QTUM-USD and VGT. For additional features, visit the drawdowns tool.
Volatility
QTUM-USD vs. VGT - Volatility Comparison
QTUM (QTUM-USD) has a higher volatility of 21.10% compared to Vanguard Information Technology ETF (VGT) at 6.35%. This indicates that QTUM-USD'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.