VGT vs. MAGS

Last updated Aug 5, 2026

VGT (Vanguard Information Technology ETF) and MAGS (Roundhill Magnificent Seven ETF) are both Technology Equities funds. VGT is passively managed, while MAGS is actively managed. Over the past 3 years, VGT returned 30.95%/yr vs 31.84%/yr for MAGS. Their correlation of 0.80 means they have usually moved in the same direction. VGT charges 0.09%/yr vs 0.30%/yr for MAGS.

Performance

VGT vs. MAGS - Performance Comparison

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

Returns By Period

In the year-to-date period, VGT achieves a 27.80% return, which is significantly higher than MAGS's 4.55% return.

VGT

• 1D: 4.35%
• 1M: 4.81%
• 6M: 30.81%
• YTD: 27.80%
• 1Y: 39.97%
• 3Y*: 30.95%
• 5Y*: 18.95%
• 10Y*: 24.54%
• ALL TIME*: 15.14%

MAGS

• 1D: 0.85%
• 1M: 5.93%
• 6M: 5.96%
• YTD: 4.55%
• 1Y: 20.85%
• 3Y*: 31.84%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 37.32%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
MAGS Roundhill Magnificent Seven ETF	$353.39M	$320.78M	$295.17M
VGT Vanguard Information Technology ETF	$485.01M	$516.15M	$578.25M

VGT vs. MAGS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
VGT Vanguard Information Technology ETF	27.80%	21.77%	29.30%	28.17%
MAGS Roundhill Magnificent Seven ETF	4.55%	22.99%	63.97%	35.74%

Correlation

The correlation between VGT and MAGS is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.72
Correlation (3Y) Balances recent behavior with more history.	0.81
Correlation (All Time) Calculated using the full available price history since Apr 11, 2023	0.80

The correlation between VGT and MAGS has been stable across timeframes, ranging from 0.72 to 0.81 - a consistent structural relationship.

VGT vs. MAGS - Sectors Allocation Comparison

Sectors	VGT	MAGS
Technology	98.6%	13.0%
Communication Services	0.5%	6.5%
Financial Services	0.5%	-
Industrials	0.4%	-
Energy	0.3%	-
Consumer Cyclical	0.1%	6.2%
Basic Materials	0.0%	-
Healthcare	0.0%	-
Consumer Defensive	-	-
Real Estate	-	-
Utilities	-	-

Return for Risk

VGT vs. MAGS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VGT

VGT Risk / Return Rank: 58
VGT Sharpe Ratio Rank: 62
VGT Sortino Ratio Rank: 57
VGT Omega Ratio Rank: 56
VGT Calmar Ratio Rank: 63
VGT Martin Ratio Rank: 51

MAGS

MAGS Risk / Return Rank: 33
MAGS Sharpe Ratio Rank: 34
MAGS Sortino Ratio Rank: 34
MAGS Omega Ratio Rank: 33
MAGS Calmar Ratio Rank: 31
MAGS Martin Ratio Rank: 32

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VGT vs. MAGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Information Technology ETF (VGT) and Roundhill Magnificent Seven ETF (MAGS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	VGT	MAGS	Difference
Sharpe ratio: Return per unit of total volatility	1.64	0.94	+0.70
Sortino ratio: Return per unit of downside risk	2.22	1.40	+0.81
Omega ratio: Gain probability vs. loss probability	1.28	1.17	+0.11
Calmar ratio: Return relative to maximum drawdown	2.45	1.12	+1.32
Martin ratio: Return relative to average drawdown	6.57	3.31	+3.26

VGT vs. MAGS - Sharpe Ratio Comparison

The current VGT Sharpe Ratio is 1.64, which is higher than the MAGS Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of VGT and MAGS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VGT vs. MAGS - Drawdown Comparison

The maximum VGT drawdown since its inception was -54.63%, which is greater than MAGS's maximum drawdown of -29.91%. Use the drawdown chart below to compare losses from any high point for VGT and MAGS.

Drawdown Indicators

	VGT	MAGS	Difference
Max Drawdown Largest peak-to-trough decline	-54.63%	-29.91%	-24.72%
Max Drawdown (1Y) Largest decline over 1 year	-16.40%	-18.62%	+2.22%
Max Drawdown (3Y) Largest decline over 3 years	-27.23%	-29.91%	+2.68%
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	-4.35%	-2.79%	-1.56%
Average Drawdown Average peak-to-trough decline	-7.95%	-4.85%	-3.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.10%	6.31%	-0.21%

Volatility

VGT vs. MAGS - Volatility Comparison

Vanguard Information Technology ETF (VGT) has a higher volatility of 9.26% compared to Roundhill Magnificent Seven ETF (MAGS) at 8.55%. This indicates that VGT's price experiences larger fluctuations and is considered to be riskier than MAGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VGT	MAGS	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.26%	8.55%	+0.71%
Volatility (6M) Calculated over the trailing 6-month period	20.52%	17.76%	+2.76%
Volatility (1Y) Calculated over the trailing 1-year period	24.56%	22.33%	+2.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.92%	26.13%	-0.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.93%	26.13%	-1.20%

VGT vs. MAGS - Expense Ratio Comparison

VGT has a 0.09% expense ratio, which is lower than MAGS's 0.30% expense ratio.

Dividends

VGT vs. MAGS - Dividend Comparison

VGT's dividend yield for the trailing twelve months is around 0.36%, less than MAGS's 1.42% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MAGS Roundhill Magnificent Seven ETF	1.42%	1.48%	0.81%	0.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VGT Vanguard Information Technology ETF	0.36%	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

Can I hold both VGT and MAGS in my portfolio?

VGT and MAGS have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VGT or MAGS?

VGT has higher volatility (9.26%) compared to MAGS (8.55%). In terms of maximum drawdown, VGT dropped -54.63% vs MAGS's -29.91%.

Which ETF is better, VGT or MAGS?

On 3-year performance, MAGS leads with 31.84% vs 30.95% for VGT. On fees, VGT is cheaper at 0.09% per year. On volatility, MAGS has been the lower-risk option at 8.55%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VGT or MAGS?

Over the 3-year period, MAGS has performed better with a 31.84% return vs 30.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VGT or MAGS?

VGT is cheaper with a 0.09% expense ratio, compared with 0.30% for MAGS.

Which ETF pays a higher dividend yield, VGT or MAGS?

MAGS has the higher dividend yield at 1.42%, compared with 0.36% for VGT.

What is the main difference between VGT and MAGS?

They also come from different issuers: Vanguard and Roundhill. Their fees differ too: 0.09% for VGT and 0.30% for MAGS.

Which has better risk-adjusted returns?

VGT currently has the higher Sharpe Ratio (1.64 vs 0.94), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.