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VGT vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

VGT vs. USD=X - Performance Comparison

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

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Returns By Period


VGT

1D
1.71%
1M
4.28%
YTD
24.57%
6M
21.33%
1Y
50.38%
3Y*
31.24%
5Y*
20.82%
10Y*
25.14%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGT vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGT
Vanguard Information Technology ETF
24.57%21.77%29.30%52.66%-29.70%30.45%46.04%48.62%2.46%37.08%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

VGT vs. USD=X — Risk / Return Rank

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

VGT
VGT Risk / Return Rank: 7171
Overall Rank
VGT Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VGT Sortino Ratio Rank: 7171
Sortino Ratio Rank
VGT Omega Ratio Rank: 7373
Omega Ratio Rank
VGT Calmar Ratio Rank: 6868
Calmar Ratio Rank
VGT Martin Ratio Rank: 6060
Martin Ratio Rank

USD=X
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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Information Technology ETF (VGT) and USD Cash (USD=X). 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.


VGTUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.39

Calmar ratioReturn relative to maximum drawdown

3.09

Martin ratioReturn relative to average drawdown

9.77

VGT vs. USD=X - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VGTUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

Drawdowns

VGT vs. USD=X - Drawdown Comparison

The maximum VGT drawdown since its inception was -54.63%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for VGT and USD=X.


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Drawdown Indicators


VGTUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-54.63%

0.00%

-54.63%

Max Drawdown (1Y)

Largest decline over 1 year

-16.40%

0.00%

-16.40%

Max Drawdown (3Y)

Largest decline over 3 years

-27.23%

0.00%

-27.23%

Max Drawdown (5Y)

Largest decline over 5 years

-35.07%

0.00%

-35.07%

Max Drawdown (10Y)

Largest decline over 10 years

-35.07%

0.00%

-35.07%

Current Drawdown

Current decline from peak

-6.77%

0.00%

-6.77%

Average Drawdown

Average peak-to-trough decline

-7.95%

0.00%

-7.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.17%

0.00%

+5.17%

Volatility

VGT vs. USD=X - Volatility Comparison

Vanguard Information Technology ETF (VGT) has a higher volatility of 9.39% compared to USD Cash (USD=X) at 0.00%. This indicates that VGT's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGTUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.39%

0.00%

+9.39%

Volatility (6M)

Calculated over the trailing 6-month period

17.44%

0.00%

+17.44%

Volatility (1Y)

Calculated over the trailing 1-year period

21.58%

0.00%

+21.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.33%

0.00%

+25.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.69%

0.00%

+24.69%

Frequently Asked Questions


VGT has higher volatility (9.39%) compared to USD=X (0.00%). In terms of maximum drawdown, VGT dropped -54.63% vs USD=X's 0.00%.

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