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

Correlation

The correlation between VGT and SPY is 0.87, 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: 0.9

Performance

VGT vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Information Technology ETF (VGT) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

600.00%800.00%1,000.00%1,200.00%1,400.00%NovemberDecember2025FebruaryMarchApril
1,221.60%
617.53%
VGT
SPY

Key characteristics

Sharpe Ratio

VGT:

0.38

SPY:

0.54

Sortino Ratio

VGT:

0.72

SPY:

0.89

Omega Ratio

VGT:

1.10

SPY:

1.13

Calmar Ratio

VGT:

0.41

SPY:

0.58

Martin Ratio

VGT:

1.44

SPY:

2.39

Ulcer Index

VGT:

7.84%

SPY:

4.51%

Daily Std Dev

VGT:

29.92%

SPY:

20.07%

Max Drawdown

VGT:

-54.63%

SPY:

-55.19%

Current Drawdown

VGT:

-16.71%

SPY:

-10.54%

Returns By Period

In the year-to-date period, VGT achieves a -13.30% return, which is significantly lower than SPY's -6.44% return. Over the past 10 years, VGT has outperformed SPY with an annualized return of 18.48%, while SPY has yielded a comparatively lower 11.95% annualized return.


VGT

YTD

-13.30%

1M

-6.70%

6M

-9.91%

1Y

9.30%

5Y*

19.11%

10Y*

18.48%

SPY

YTD

-6.44%

1M

-5.00%

6M

-5.02%

1Y

9.54%

5Y*

15.80%

10Y*

11.95%

*Annualized

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VGT vs. SPY - Expense Ratio Comparison

VGT has a 0.10% expense ratio, which is higher than SPY's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


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%
Expense ratio chart for SPY: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPY: 0.09%

Risk-Adjusted Performance

VGT vs. SPY — 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 5454
Overall Rank
The Sharpe Ratio Rank of VGT is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 5555
Sortino Ratio Rank
The Omega Ratio Rank of VGT is 5454
Omega Ratio Rank
The Calmar Ratio Rank of VGT is 5858
Calmar Ratio Rank
The Martin Ratio Rank of VGT is 5252
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6565
Overall Rank
The Sharpe Ratio Rank of SPY is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6464
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6565
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6969
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6767
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. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Information Technology ETF (VGT) and SPDR S&P 500 ETF (SPY). 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 0.38, compared to the broader market-1.000.001.002.003.004.00
VGT: 0.38
SPY: 0.54
The chart of Sortino ratio for VGT, currently valued at 0.72, compared to the broader market-2.000.002.004.006.008.00
VGT: 0.72
SPY: 0.89
The chart of Omega ratio for VGT, currently valued at 1.10, compared to the broader market0.501.001.502.00
VGT: 1.10
SPY: 1.13
The chart of Calmar ratio for VGT, currently valued at 0.41, compared to the broader market0.002.004.006.008.0010.0012.00
VGT: 0.41
SPY: 0.58
The chart of Martin ratio for VGT, currently valued at 1.44, compared to the broader market0.0020.0040.0060.00
VGT: 1.44
SPY: 2.39

The current VGT Sharpe Ratio is 0.38, which is comparable to the SPY Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of VGT and SPY, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.38
0.54
VGT
SPY

Dividends

VGT vs. SPY - Dividend Comparison

VGT's dividend yield for the trailing twelve months is around 0.59%, less than SPY's 1.31% yield.


TTM20242023202220212020201920182017201620152014
VGT
Vanguard Information Technology ETF
0.59%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%
SPY
SPDR S&P 500 ETF
1.31%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

VGT vs. SPY - Drawdown Comparison

The maximum VGT drawdown since its inception was -54.63%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for VGT and SPY. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.71%
-10.54%
VGT
SPY

Volatility

VGT vs. SPY - Volatility Comparison

Vanguard Information Technology ETF (VGT) has a higher volatility of 19.21% compared to SPDR S&P 500 ETF (SPY) at 15.13%. This indicates that VGT's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
19.21%
15.13%
VGT
SPY