VGT vs. O
VGT (Vanguard Information Technology ETF) is Technology Equities fund tracking the MSCI USA IMI Information Technology 25/50 Index, while O (Realty Income Corporation) is a stock. Over the past 10 years, VGT returned 25.19%/yr vs 4.89%/yr for O. At a 0.35 correlation, their price movements are largely independent.
Performance
VGT vs. O - Performance Comparison
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Returns By Period
In the year-to-date period, VGT achieves a 24.03% return, which is significantly higher than O's 13.70% return. Over the past 10 years, VGT has outperformed O with an annualized return of 25.19%, while O has yielded a comparatively lower 4.89% annualized return.
VGT
- 1D
- 0.58%
- 1M
- 2.90%
- YTD
- 24.03%
- 6M
- 24.13%
- 1Y
- 47.99%
- 3Y*
- 29.84%
- 5Y*
- 20.35%
- 10Y*
- 25.19%
O
- 1D
- 1.31%
- 1M
- 2.40%
- YTD
- 13.70%
- 6M
- 11.57%
- 1Y
- 14.25%
- 3Y*
- 6.59%
- 5Y*
- 3.49%
- 10Y*
- 4.89%
VGT vs. O - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGT Vanguard Information Technology ETF | 24.03% | 21.77% | 29.30% | 52.66% | -29.70% | 30.45% | 46.04% | 48.62% | 2.46% | 37.08% |
O Realty Income Corporation | 13.70% | 12.20% | -2.11% | -4.55% | -7.38% | 23.95% | -11.60% | 21.27% | 15.94% | 3.67% |
Correlation
The correlation between VGT and O is -0.22, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.35 |
The correlation between VGT and O shifts across timeframes, from -0.22 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VGT vs. O — Risk / Return Rank
VGT
O
VGT vs. O - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Information Technology ETF (VGT) and Realty Income Corporation (O). 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 | O | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.31 | ||
| Sortino ratioReturn per unit of downside risk | +1.48 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.15 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.94 | 1.29 | +1.65 |
| Martin ratioReturn relative to average drawdown | 9.11 | 3.12 | +5.99 |
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Drawdowns
VGT vs. O - Drawdown Comparison
The maximum VGT drawdown since its inception was -54.63%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for VGT and O.
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Drawdown Indicators
| VGT | O | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.63% | -48.45% | -6.18% |
Max Drawdown (1Y)Largest decline over 1 year | -16.40% | -11.10% | -5.30% |
Max Drawdown (3Y)Largest decline over 3 years | -27.23% | -26.49% | -0.74% |
Max Drawdown (5Y)Largest decline over 5 years | -35.07% | -34.48% | -0.59% |
Max Drawdown (10Y)Largest decline over 10 years | -35.07% | -48.28% | +13.21% |
Current DrawdownCurrent decline from peak | -7.18% | -5.94% | -1.24% |
Average DrawdownAverage peak-to-trough decline | -7.95% | -9.20% | +1.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.28% | 4.58% | +0.70% |
Volatility
VGT vs. O - Volatility Comparison
Vanguard Information Technology ETF (VGT) has a higher volatility of 10.00% compared to Realty Income Corporation (O) at 5.29%. This indicates that VGT's price experiences larger fluctuations and is considered to be riskier than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGT | O | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.00% | 5.29% | +4.71% |
Volatility (6M)Calculated over the trailing 6-month period | 18.00% | 11.98% | +6.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.00% | 16.21% | +5.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.40% | 18.92% | +6.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.72% | 25.64% | -0.92% |
Dividends
VGT vs. O - Dividend Comparison
VGT's dividend yield for the trailing twelve months is around 0.33%, less than O's 5.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
O Realty Income Corporation | 5.16% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
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
VGT and O have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VGT has higher volatility (10.00%) compared to O (5.29%). In terms of maximum drawdown, VGT dropped -54.63% vs O's -48.45%.
VGT currently has the higher Sharpe Ratio (2.19 vs 0.88), 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.
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