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VFFSX vs. VGT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VFFSX and VGT is 0.90, 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.


Performance

VFFSX vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard 500 Index Fund Institutional Select Shares (VFFSX) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VFFSX:

0.52

VGT:

0.39

Sortino Ratio

VFFSX:

0.89

VGT:

0.73

Omega Ratio

VFFSX:

1.13

VGT:

1.10

Calmar Ratio

VFFSX:

0.56

VGT:

0.43

Martin Ratio

VFFSX:

2.19

VGT:

1.39

Ulcer Index

VFFSX:

4.84%

VGT:

8.33%

Daily Std Dev

VFFSX:

19.36%

VGT:

29.76%

Max Drawdown

VFFSX:

-52.30%

VGT:

-54.63%

Current Drawdown

VFFSX:

-7.62%

VGT:

-11.63%

Returns By Period

In the year-to-date period, VFFSX achieves a -3.35% return, which is significantly higher than VGT's -8.02% return.


VFFSX

YTD

-3.35%

1M

3.81%

6M

-4.98%

1Y

10.01%

5Y*

15.86%

10Y*

N/A

VGT

YTD

-8.02%

1M

7.01%

6M

-8.30%

1Y

11.53%

5Y*

18.78%

10Y*

19.37%

*Annualized

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VFFSX vs. VGT - Expense Ratio Comparison

VFFSX has a 0.01% expense ratio, which is lower than VGT's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

VFFSX vs. VGT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VFFSX
The Risk-Adjusted Performance Rank of VFFSX is 6363
Overall Rank
The Sharpe Ratio Rank of VFFSX is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of VFFSX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VFFSX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VFFSX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VFFSX is 6464
Martin Ratio Rank

VGT
The Risk-Adjusted Performance Rank of VGT is 5151
Overall Rank
The Sharpe Ratio Rank of VGT is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 5252
Sortino Ratio Rank
The Omega Ratio Rank of VGT is 5151
Omega Ratio Rank
The Calmar Ratio Rank of VGT is 5555
Calmar Ratio Rank
The Martin Ratio Rank of VGT is 5050
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VFFSX vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard 500 Index Fund Institutional Select Shares (VFFSX) 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.


The current VFFSX Sharpe Ratio is 0.52, which is higher than the VGT Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of VFFSX and VGT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

VFFSX vs. VGT - Dividend Comparison

VFFSX's dividend yield for the trailing twelve months is around 1.35%, more than VGT's 0.56% yield.


TTM20242023202220212020201920182017201620152014
VFFSX
Vanguard 500 Index Fund Institutional Select Shares
1.35%1.24%1.46%1.70%1.26%1.56%1.90%2.09%1.81%1.08%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.56%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%

Drawdowns

VFFSX vs. VGT - Drawdown Comparison

The maximum VFFSX drawdown since its inception was -52.30%, roughly equal to the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for VFFSX and VGT. For additional features, visit the drawdowns tool.


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Volatility

VFFSX vs. VGT - Volatility Comparison


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