TCLHF vs. VGT
Compare and contrast key facts about TCL Electronics Holdings Limited (TCLHF) 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 Mar 25, 2004.
Performance
TCLHF vs. VGT - Performance Comparison
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TCLHF vs. VGT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TCLHF TCL Electronics Holdings Limited | 26.52% | 74.10% | 167.22% | -19.67% | -21.86% | -32.28% | 71.60% | 28.57% | -21.02% | 1.03% |
VGT Vanguard Information Technology ETF | -6.16% | 21.77% | 29.30% | 52.66% | -29.70% | 30.45% | 46.04% | 48.62% | 2.46% | 37.08% |
Returns By Period
In the year-to-date period, TCLHF achieves a 26.52% return, which is significantly higher than VGT's -6.16% return. Over the past 10 years, TCLHF has underperformed VGT with an annualized return of 14.43%, while VGT has yielded a comparatively higher 21.51% annualized return.
TCLHF
- 1D
- 6.39%
- 1M
- 2.38%
- YTD
- 26.52%
- 6M
- 32.31%
- 1Y
- 54.44%
- 3Y*
- 66.61%
- 5Y*
- 18.78%
- 10Y*
- 14.43%
VGT
- 1D
- 1.28%
- 1M
- -3.61%
- YTD
- -6.16%
- 6M
- -5.90%
- 1Y
- 29.76%
- 3Y*
- 23.10%
- 5Y*
- 14.83%
- 10Y*
- 21.51%
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Return for Risk
TCLHF vs. VGT — Risk / Return Rank
TCLHF
VGT
TCLHF vs. VGT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TCL Electronics Holdings Limited (TCLHF) 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.
| TCLHF | VGT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.49 | 1.10 | -0.60 |
Sortino ratioReturn per unit of downside risk | 1.54 | 1.67 | -0.13 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.23 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 1.88 | -0.41 |
Martin ratioReturn relative to average drawdown | 3.25 | 5.77 | -2.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TCLHF | VGT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | 1.10 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.59 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.88 | -0.66 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.61 | -0.53 |
Correlation
The correlation between TCLHF and VGT is 0.02, 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.
Dividends
TCLHF vs. VGT - Dividend Comparison
TCLHF's dividend yield for the trailing twelve months is around 2.38%, more than VGT's 0.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TCLHF TCL Electronics Holdings Limited | 2.38% | 3.02% | 2.48% | 5.16% | 0.00% | 2.94% | 3.51% | 5.32% | 0.00% | 0.00% | 0.00% | 0.00% |
VGT Vanguard Information Technology ETF | 0.43% | 0.40% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% |
Drawdowns
TCLHF vs. VGT - Drawdown Comparison
The maximum TCLHF drawdown since its inception was -92.31%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for TCLHF and VGT.
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Drawdown Indicators
| TCLHF | VGT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.31% | -54.63% | -37.68% |
Max Drawdown (1Y)Largest decline over 1 year | -28.67% | -16.40% | -12.27% |
Max Drawdown (5Y)Largest decline over 5 years | -62.29% | -35.07% | -27.22% |
Max Drawdown (10Y)Largest decline over 10 years | -69.25% | -35.07% | -34.18% |
Current DrawdownCurrent decline from peak | 0.00% | -11.66% | +11.66% |
Average DrawdownAverage peak-to-trough decline | -44.07% | -8.00% | -36.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.97% | 5.35% | +7.62% |
Volatility
TCLHF vs. VGT - Volatility Comparison
TCL Electronics Holdings Limited (TCLHF) has a higher volatility of 25.68% compared to Vanguard Information Technology ETF (VGT) at 8.03%. This indicates that TCLHF'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
| TCLHF | VGT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 25.68% | 8.03% | +17.65% |
Volatility (6M)Calculated over the trailing 6-month period | 71.76% | 16.35% | +55.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 110.94% | 27.27% | +83.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 75.22% | 25.06% | +50.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 66.03% | 24.48% | +41.55% |