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

Key characteristics


VGKVGT
YTD Return0.51%4.63%
1Y Return6.40%33.36%
3Y Return (Ann)2.22%10.23%
5Y Return (Ann)6.35%20.31%
10Y Return (Ann)4.13%20.21%
Sharpe Ratio0.441.89
Daily Std Dev13.26%17.93%
Max Drawdown-63.61%-54.63%
Current Drawdown-4.46%-4.48%

Correlation

-0.50.00.51.00.7

The correlation between VGK 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.

Performance

VGK vs. VGT - Performance Comparison

In the year-to-date period, VGK achieves a 0.51% return, which is significantly lower than VGT's 4.63% return. Over the past 10 years, VGK has underperformed VGT with an annualized return of 4.13%, while VGT has yielded a comparatively higher 20.21% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
12.43%
19.05%
VGK
VGT

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Vanguard FTSE Europe ETF

Vanguard Information Technology ETF

VGK vs. VGT - Expense Ratio Comparison

VGK has a 0.08% expense ratio, which is lower than VGT's 0.10% expense ratio.

VGT
Vanguard Information Technology ETF
0.50%1.00%1.50%2.00%0.10%
0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

VGK vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Europe ETF (VGK) 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.


VGK
Sharpe ratio
The chart of Sharpe ratio for VGK, currently valued at 0.44, compared to the broader market0.002.004.000.44
Sortino ratio
The chart of Sortino ratio for VGK, currently valued at 0.73, compared to the broader market-2.000.002.004.006.008.0010.000.73
Omega ratio
The chart of Omega ratio for VGK, currently valued at 1.08, compared to the broader market1.001.502.002.501.08
Calmar ratio
The chart of Calmar ratio for VGK, currently valued at 0.38, compared to the broader market0.002.004.006.008.0010.0012.000.38
Martin ratio
The chart of Martin ratio for VGK, currently valued at 1.32, compared to the broader market0.0020.0040.0060.0080.001.32
VGT
Sharpe ratio
The chart of Sharpe ratio for VGT, currently valued at 1.89, compared to the broader market0.002.004.001.89
Sortino ratio
The chart of Sortino ratio for VGT, currently valued at 2.64, compared to the broader market-2.000.002.004.006.008.0010.002.64
Omega ratio
The chart of Omega ratio for VGT, currently valued at 1.32, compared to the broader market1.001.502.002.501.32
Calmar ratio
The chart of Calmar ratio for VGT, currently valued at 1.68, compared to the broader market0.002.004.006.008.0010.0012.001.68
Martin ratio
The chart of Martin ratio for VGT, currently valued at 7.75, compared to the broader market0.0020.0040.0060.0080.007.75

VGK vs. VGT - Sharpe Ratio Comparison

The current VGK Sharpe Ratio is 0.44, which is lower than the VGT Sharpe Ratio of 1.89. The chart below compares the 12-month rolling Sharpe Ratio of VGK and VGT.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.44
1.89
VGK
VGT

Dividends

VGK vs. VGT - Dividend Comparison

VGK's dividend yield for the trailing twelve months is around 3.39%, more than VGT's 0.71% yield.


TTM20232022202120202019201820172016201520142013
VGK
Vanguard FTSE Europe ETF
3.39%3.15%3.25%3.05%2.11%3.27%3.95%2.70%3.52%3.25%4.62%2.77%
VGT
Vanguard Information Technology ETF
0.71%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%

Drawdowns

VGK vs. VGT - Drawdown Comparison

The maximum VGK drawdown since its inception was -63.61%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for VGK and VGT. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.46%
-4.48%
VGK
VGT

Volatility

VGK vs. VGT - Volatility Comparison

The current volatility for Vanguard FTSE Europe ETF (VGK) is 3.10%, while Vanguard Information Technology ETF (VGT) has a volatility of 4.56%. This indicates that VGK 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.


3.00%4.00%5.00%6.00%7.00%NovemberDecember2024FebruaryMarchApril
3.10%
4.56%
VGK
VGT