SOCL vs. VGT
Compare and contrast key facts about Global X Social Media ETF (SOCL) and Vanguard Information Technology ETF (VGT).
SOCL and VGT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SOCL is a passively managed fund by Global X that tracks the performance of the Solactive Social Media Index. It was launched on Nov 14, 2011. 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. Both SOCL and VGT are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SOCL or VGT.
Performance
SOCL vs. VGT - Performance Comparison
Returns By Period
In the year-to-date period, SOCL achieves a 3.47% return, which is significantly lower than VGT's 29.10% return. Over the past 10 years, SOCL has underperformed VGT with an annualized return of 8.43%, while VGT has yielded a comparatively higher 20.77% annualized return.
SOCL
3.47%
1.12%
-2.27%
6.57%
5.15%
8.43%
VGT
29.10%
4.10%
14.33%
35.99%
22.83%
20.77%
Key characteristics
| SOCL | VGT | |
|---|---|---|
| Sharpe Ratio | 0.28 | 1.72 |
| Sortino Ratio | 0.57 | 2.24 |
| Omega Ratio | 1.07 | 1.31 |
| Calmar Ratio | 0.13 | 2.36 |
| Martin Ratio | 0.97 | 8.49 |
| Ulcer Index | 6.78% | 4.24% |
| Daily Std Dev | 23.50% | 20.98% |
| Max Drawdown | -68.70% | -54.63% |
| Current Drawdown | -46.01% | -0.64% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SOCL vs. VGT - Expense Ratio Comparison
SOCL has a 0.65% expense ratio, which is higher than VGT's 0.10% expense ratio.
Correlation
The correlation between SOCL and VGT is 0.69, 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.
Risk-Adjusted Performance
SOCL vs. VGT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Social Media ETF (SOCL) 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
SOCL vs. VGT - Dividend Comparison
SOCL's dividend yield for the trailing twelve months is around 0.38%, less than VGT's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SOCL Global X Social Media ETF | 0.38% | 0.61% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% | 1.49% | 0.18% | 0.01% | 0.05% | 0.00% |
VGT Vanguard Information Technology ETF | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Drawdowns
SOCL vs. VGT - Drawdown Comparison
The maximum SOCL drawdown since its inception was -68.70%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for SOCL and VGT. For additional features, visit the drawdowns tool.
Volatility
SOCL vs. VGT - Volatility Comparison
Global X Social Media ETF (SOCL) has a higher volatility of 7.33% compared to Vanguard Information Technology ETF (VGT) at 6.47%. This indicates that SOCL'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.