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

Correlation

The correlation between VGK and VGT is 0.68, 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.


-0.50.00.51.00.7

Performance

VGK vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE Europe ETF (VGK) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%OctoberNovemberDecember2025FebruaryMarch
189.95%
1,423.77%
VGK
VGT

Key characteristics

Sharpe Ratio

VGK:

0.74

VGT:

0.42

Sortino Ratio

VGK:

1.10

VGT:

0.69

Omega Ratio

VGK:

1.13

VGT:

1.09

Calmar Ratio

VGK:

0.93

VGT:

0.63

Martin Ratio

VGK:

2.17

VGT:

1.79

Ulcer Index

VGK:

4.75%

VGT:

5.51%

Daily Std Dev

VGK:

13.99%

VGT:

23.64%

Max Drawdown

VGK:

-63.61%

VGT:

-54.63%

Current Drawdown

VGK:

-2.01%

VGT:

-11.09%

Returns By Period

In the year-to-date period, VGK achieves a 13.47% return, which is significantly higher than VGT's -7.46% return. Over the past 10 years, VGK has underperformed VGT with an annualized return of 6.06%, while VGT has yielded a comparatively higher 19.74% annualized return.


VGK

YTD

13.47%

1M

2.99%

6M

4.01%

1Y

10.84%

5Y*

14.89%

10Y*

6.06%

VGT

YTD

-7.46%

1M

-7.81%

6M

-0.08%

1Y

9.36%

5Y*

23.95%

10Y*

19.74%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VGK vs. VGT - Expense Ratio Comparison

VGK has a 0.08% 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%.


VGT
Vanguard Information Technology ETF
Expense ratio chart for VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VGK: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

VGK vs. VGT — Risk-Adjusted Performance Rank

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

VGK
The Risk-Adjusted Performance Rank of VGK is 5656
Overall Rank
The Sharpe Ratio Rank of VGK is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of VGK is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VGK is 5353
Omega Ratio Rank
The Calmar Ratio Rank of VGK is 6565
Calmar Ratio Rank
The Martin Ratio Rank of VGK is 4646
Martin Ratio Rank

VGT
The Risk-Adjusted Performance Rank of VGT is 4040
Overall Rank
The Sharpe Ratio Rank of VGT is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 3636
Sortino Ratio Rank
The Omega Ratio Rank of VGT is 3737
Omega Ratio Rank
The Calmar Ratio Rank of VGT is 5151
Calmar Ratio Rank
The Martin Ratio Rank of VGT is 4141
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.

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.


Sharpe ratio
The chart of Sharpe ratio for VGK, currently valued at 0.74, compared to the broader market0.002.004.000.740.42
The chart of Sortino ratio for VGK, currently valued at 1.10, compared to the broader market-2.000.002.004.006.008.0010.0012.001.100.69
The chart of Omega ratio for VGK, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.09
The chart of Calmar ratio for VGK, currently valued at 0.93, compared to the broader market0.005.0010.0015.000.930.63
The chart of Martin ratio for VGK, currently valued at 2.17, compared to the broader market0.0020.0040.0060.0080.00100.002.171.79
VGK
VGT

The current VGK Sharpe Ratio is 0.74, which is higher than the VGT Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of VGK 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50OctoberNovemberDecember2025FebruaryMarch
0.74
0.42
VGK
VGT

Dividends

VGK vs. VGT - Dividend Comparison

VGK's dividend yield for the trailing twelve months is around 3.09%, more than VGT's 0.43% yield.


TTM20242023202220212020201920182017201620152014
VGK
Vanguard FTSE Europe ETF
3.09%3.61%3.15%3.25%3.05%2.11%3.27%3.95%2.70%3.52%3.25%4.62%
VGT
Vanguard Information Technology ETF
0.43%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%

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%OctoberNovemberDecember2025FebruaryMarch
-2.01%
-11.09%
VGK
VGT

Volatility

VGK vs. VGT - Volatility Comparison

The current volatility for Vanguard FTSE Europe ETF (VGK) is 5.54%, while Vanguard Information Technology ETF (VGT) has a volatility of 9.51%. 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.


2.00%4.00%6.00%8.00%10.00%OctoberNovemberDecember2025FebruaryMarch
5.54%
9.51%
VGK
VGT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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