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

Correlation

The correlation between VGT and SOXX is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

VGT vs. SOXX - Performance Comparison

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

800.00%1,000.00%1,200.00%1,400.00%December2025FebruaryMarchApril
1,248.75%
932.07%
VGT
SOXX

Key characteristics

Sharpe Ratio

VGT:

0.32

SOXX:

-0.34

Sortino Ratio

VGT:

0.65

SOXX:

-0.21

Omega Ratio

VGT:

1.09

SOXX:

0.97

Calmar Ratio

VGT:

0.35

SOXX:

-0.36

Martin Ratio

VGT:

1.19

SOXX:

-0.83

Ulcer Index

VGT:

8.07%

SOXX:

17.68%

Daily Std Dev

VGT:

29.91%

SOXX:

43.40%

Max Drawdown

VGT:

-54.63%

SOXX:

-70.21%

Current Drawdown

VGT:

-14.99%

SOXX:

-30.39%

Returns By Period

In the year-to-date period, VGT achieves a -11.52% return, which is significantly higher than SOXX's -14.58% return. Over the past 10 years, VGT has underperformed SOXX with an annualized return of 18.81%, while SOXX has yielded a comparatively higher 20.52% annualized return.


VGT

YTD

-11.52%

1M

1.30%

6M

-8.55%

1Y

11.66%

5Y*

19.49%

10Y*

18.81%

SOXX

YTD

-14.58%

1M

-2.30%

6M

-18.81%

1Y

-13.52%

5Y*

20.94%

10Y*

20.52%

*Annualized

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VGT vs. SOXX - Expense Ratio Comparison

VGT has a 0.10% expense ratio, which is lower than SOXX's 0.46% expense ratio.


Expense ratio chart for SOXX: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SOXX: 0.46%
Expense ratio chart for VGT: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VGT: 0.10%

Risk-Adjusted Performance

VGT vs. SOXX — Risk-Adjusted Performance Rank

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

VGT
The Risk-Adjusted Performance Rank of VGT is 4545
Overall Rank
The Sharpe Ratio Rank of VGT is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 4646
Sortino Ratio Rank
The Omega Ratio Rank of VGT is 4646
Omega Ratio Rank
The Calmar Ratio Rank of VGT is 4848
Calmar Ratio Rank
The Martin Ratio Rank of VGT is 4444
Martin Ratio Rank

SOXX
The Risk-Adjusted Performance Rank of SOXX is 88
Overall Rank
The Sharpe Ratio Rank of SOXX is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of SOXX is 99
Sortino Ratio Rank
The Omega Ratio Rank of SOXX is 99
Omega Ratio Rank
The Calmar Ratio Rank of SOXX is 44
Calmar Ratio Rank
The Martin Ratio Rank of SOXX is 77
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.

VGT vs. SOXX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Information Technology ETF (VGT) and iShares PHLX Semiconductor ETF (SOXX). 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.


The chart of Sharpe ratio for VGT, currently valued at 0.32, compared to the broader market-1.000.001.002.003.004.00
VGT: 0.32
SOXX: -0.34
The chart of Sortino ratio for VGT, currently valued at 0.65, compared to the broader market-2.000.002.004.006.008.00
VGT: 0.65
SOXX: -0.21
The chart of Omega ratio for VGT, currently valued at 1.09, compared to the broader market0.501.001.502.002.50
VGT: 1.09
SOXX: 0.97
The chart of Calmar ratio for VGT, currently valued at 0.35, compared to the broader market0.002.004.006.008.0010.0012.00
VGT: 0.35
SOXX: -0.36
The chart of Martin ratio for VGT, currently valued at 1.19, compared to the broader market0.0020.0040.0060.00
VGT: 1.19
SOXX: -0.83

The current VGT Sharpe Ratio is 0.32, which is higher than the SOXX Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of VGT and SOXX, 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 Ratio-0.500.000.501.001.502.00December2025FebruaryMarchApril
0.32
-0.34
VGT
SOXX

Dividends

VGT vs. SOXX - Dividend Comparison

VGT's dividend yield for the trailing twelve months is around 0.58%, less than SOXX's 0.81% yield.


TTM20242023202220212020201920182017201620152014
VGT
Vanguard Information Technology ETF
0.58%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%
SOXX
iShares PHLX Semiconductor ETF
0.81%0.67%0.78%1.26%0.64%0.81%1.23%1.37%0.90%1.08%1.29%1.56%

Drawdowns

VGT vs. SOXX - Drawdown Comparison

The maximum VGT drawdown since its inception was -54.63%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for VGT and SOXX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchApril
-14.99%
-30.39%
VGT
SOXX

Volatility

VGT vs. SOXX - Volatility Comparison

The current volatility for Vanguard Information Technology ETF (VGT) is 18.97%, while iShares PHLX Semiconductor ETF (SOXX) has a volatility of 25.79%. This indicates that VGT experiences smaller price fluctuations and is considered to be less risky than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%December2025FebruaryMarchApril
18.97%
25.79%
VGT
SOXX