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VGT vs. GXPT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGT vs. GXPT - Performance Comparison

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

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Returns By Period

In the year-to-date period, VGT achieves a 22.48% return, which is significantly higher than GXPT's 17.19% return.


VGT

1D
-6.14%
1M
5.22%
YTD
22.48%
6M
20.33%
1Y
49.26%
3Y*
30.47%
5Y*
20.48%
10Y*
24.81%

GXPT

1D
-5.67%
1M
4.62%
YTD
17.19%
6M
15.39%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGT vs. GXPT - Yearly Performance Comparison


Correlation

The correlation between VGT and GXPT is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 24, 2025

0.97

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Return for Risk

VGT vs. GXPT — Risk / Return Rank

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

VGT
VGT Risk / Return Rank: 6363
Overall Rank
VGT Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VGT Sortino Ratio Rank: 6262
Sortino Ratio Rank
VGT Omega Ratio Rank: 6565
Omega Ratio Rank
VGT Calmar Ratio Rank: 6262
Calmar Ratio Rank
VGT Martin Ratio Rank: 5656
Martin Ratio Rank

GXPT
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VGT vs. GXPT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Information Technology ETF (VGT) and Global X PureCap MSCI Information Technology ETF (GXPT). 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.


VGTGXPTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.38

Calmar ratioReturn relative to maximum drawdown

3.02

Martin ratioReturn relative to average drawdown

9.59

VGT vs. GXPT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VGTGXPTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

1.59

-0.93

Drawdowns

VGT vs. GXPT - Drawdown Comparison

The maximum VGT drawdown since its inception was -54.63%, which is greater than GXPT's maximum drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for VGT and GXPT.


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Drawdown Indicators


VGTGXPTDifference

Max Drawdown

Largest peak-to-trough decline

-54.63%

-18.74%

-35.89%

Max Drawdown (1Y)

Largest decline over 1 year

-16.40%

Max Drawdown (3Y)

Largest decline over 3 years

-27.23%

Max Drawdown (5Y)

Largest decline over 5 years

-35.07%

Max Drawdown (10Y)

Largest decline over 10 years

-35.07%

Current Drawdown

Current decline from peak

-8.34%

-8.46%

+0.12%

Average Drawdown

Average peak-to-trough decline

-7.95%

-4.93%

-3.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.15%

Volatility

VGT vs. GXPT - Volatility Comparison


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Volatility by Period


VGTGXPTDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.29%

Volatility (6M)

Calculated over the trailing 6-month period

17.37%

Volatility (1Y)

Calculated over the trailing 1-year period

21.51%

22.09%

-0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.31%

22.09%

+3.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.68%

22.09%

+2.59%

VGT vs. GXPT - Expense Ratio Comparison

VGT has a 0.09% expense ratio, which is lower than GXPT's 0.15% 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%.


Dividends

VGT vs. GXPT - Dividend Comparison

VGT's dividend yield for the trailing twelve months is around 0.33%, more than GXPT's 0.12% yield.


PositionTTM20252024202320222021202020192018201720162015
GXPT
Global X PureCap MSCI Information Technology ETF
0.12%0.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.33%0.40%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%

Frequently Asked Questions


With a correlation of 0.97, VGT and GXPT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, VGT is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGT is cheaper with a 0.09% expense ratio, compared with 0.15% for GXPT.

VGT has the higher dividend yield at 0.33%, compared with 0.12% for GXPT.

VGT tracks MSCI USA IMI Information Technology 25/50 Index, while GXPT tracks MSCI USA Information Technology PureCap Index. They also come from different issuers: Vanguard and Global X. Their fees differ too: 0.09% for VGT and 0.15% for GXPT.

Portfolio Optimizer

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