SDJIX vs. VGT
Compare and contrast key facts about Swan Defined Risk Foreign Fund (SDJIX) and Vanguard Information Technology ETF (VGT).
SDJIX is managed by Swan. It was launched on Dec 28, 2015. 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: SDJIX or VGT.
Correlation
The correlation between SDJIX and VGT is 0.61, 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.
Performance
SDJIX vs. VGT - Performance Comparison
Key characteristics
SDJIX:
0.37
VGT:
1.20
SDJIX:
0.56
VGT:
1.65
SDJIX:
1.07
VGT:
1.22
SDJIX:
0.27
VGT:
1.76
SDJIX:
1.17
VGT:
6.12
SDJIX:
3.10%
VGT:
4.39%
SDJIX:
9.86%
VGT:
22.30%
SDJIX:
-26.63%
VGT:
-54.63%
SDJIX:
-9.06%
VGT:
-0.88%
Returns By Period
In the year-to-date period, SDJIX achieves a 4.32% return, which is significantly higher than VGT's 3.17% return.
SDJIX
4.32%
2.38%
-0.57%
3.20%
0.86%
N/A
VGT
3.17%
1.41%
12.88%
29.47%
20.41%
20.64%
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SDJIX vs. VGT - Expense Ratio Comparison
SDJIX has a 1.44% expense ratio, which is higher than VGT's 0.10% expense ratio.
Risk-Adjusted Performance
SDJIX vs. VGT — Risk-Adjusted Performance Rank
SDJIX
VGT
SDJIX vs. VGT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Swan Defined Risk Foreign Fund (SDJIX) 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
SDJIX vs. VGT - Dividend Comparison
SDJIX's dividend yield for the trailing twelve months is around 1.88%, more than VGT's 0.58% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDJIX Swan Defined Risk Foreign Fund | 1.88% | 1.96% | 1.56% | 0.00% | 1.69% | 0.22% | 1.36% | 1.21% | 0.95% | 0.99% | 0.00% | 0.00% |
VGT Vanguard Information Technology ETF | 0.58% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% |
Drawdowns
SDJIX vs. VGT - Drawdown Comparison
The maximum SDJIX drawdown since its inception was -26.63%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for SDJIX and VGT. For additional features, visit the drawdowns tool.
Volatility
SDJIX vs. VGT - Volatility Comparison
The current volatility for Swan Defined Risk Foreign Fund (SDJIX) is 1.96%, while Vanguard Information Technology ETF (VGT) has a volatility of 7.64%. This indicates that SDJIX experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.