TER vs. VGT
Compare and contrast key facts about Teradyne, Inc. (TER) 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: TER or VGT.
Performance
TER vs. VGT - Performance Comparison
Returns By Period
In the year-to-date period, TER achieves a -3.74% return, which is significantly lower than VGT's 25.60% return. Over the past 10 years, TER has underperformed VGT with an annualized return of 19.18%, while VGT has yielded a comparatively higher 20.55% annualized return.
TER
-3.74%
-17.37%
-25.21%
13.57%
10.79%
19.18%
VGT
25.60%
0.19%
12.45%
33.54%
22.06%
20.55%
Key characteristics
| TER | VGT | |
|---|---|---|
| Sharpe Ratio | 0.35 | 1.60 |
| Sortino Ratio | 0.75 | 2.12 |
| Omega Ratio | 1.10 | 1.29 |
| Calmar Ratio | 0.34 | 2.21 |
| Martin Ratio | 1.03 | 7.93 |
| Ulcer Index | 14.75% | 4.24% |
| Daily Std Dev | 44.24% | 21.03% |
| Max Drawdown | -97.30% | -54.63% |
| Current Drawdown | -37.48% | -3.33% |
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Correlation
The correlation between TER and VGT is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
TER vs. VGT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Teradyne, Inc. (TER) 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
TER vs. VGT - Dividend Comparison
TER's dividend yield for the trailing twelve months is around 0.45%, less than VGT's 0.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TER Teradyne, Inc. | 0.45% | 0.41% | 0.50% | 0.24% | 0.33% | 0.53% | 1.15% | 0.67% | 0.94% | 1.16% | 0.91% | 0.00% |
VGT Vanguard Information Technology ETF | 0.62% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Drawdowns
TER vs. VGT - Drawdown Comparison
The maximum TER drawdown since its inception was -97.30%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for TER and VGT. For additional features, visit the drawdowns tool.
Volatility
TER vs. VGT - Volatility Comparison
Teradyne, Inc. (TER) has a higher volatility of 14.15% compared to Vanguard Information Technology ETF (VGT) at 6.53%. This indicates that TER'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.