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VGUS vs. VGT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VGUS vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Ultra-Short Treasury ETF (VGUS) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

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VGUS vs. VGT - Yearly Performance Comparison


Returns By Period

In the year-to-date period, VGUS achieves a 0.81% return, which is significantly higher than VGT's -7.34% return.


VGUS

1D
0.01%
1M
0.25%
YTD
0.81%
6M
1.82%
1Y
4.00%
3Y*
5Y*
10Y*

VGT

1D
4.34%
1M
-3.89%
YTD
-7.34%
6M
-6.36%
1Y
29.19%
3Y*
22.58%
5Y*
14.54%
10Y*
21.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VGUS vs. VGT - Expense Ratio Comparison

VGUS has a 0.07% expense ratio, which is lower than VGT's 0.09% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

VGUS vs. VGT — Risk / Return Rank

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

VGUS
VGUS Risk / Return Rank: 100100
Overall Rank
VGUS Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
VGUS Sortino Ratio Rank: 100100
Sortino Ratio Rank
VGUS Omega Ratio Rank: 100100
Omega Ratio Rank
VGUS Calmar Ratio Rank: 100100
Calmar Ratio Rank
VGUS Martin Ratio Rank: 100100
Martin Ratio Rank

VGT
VGT Risk / Return Rank: 6767
Overall Rank
VGT Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
VGT Sortino Ratio Rank: 6969
Sortino Ratio Rank
VGT Omega Ratio Rank: 6666
Omega Ratio Rank
VGT Calmar Ratio Rank: 7373
Calmar Ratio Rank
VGT Martin Ratio Rank: 6161
Martin Ratio Rank
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.

VGUS vs. VGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Ultra-Short Treasury ETF (VGUS) and Vanguard Information Technology ETF (VGT). 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.


VGUSVGTDifference

Sharpe ratio

Return per unit of total volatility

11.39

1.08

+10.31

Sortino ratio

Return per unit of downside risk

31.34

1.65

+29.69

Omega ratio

Gain probability vs. loss probability

8.64

1.23

+7.41

Calmar ratio

Return relative to maximum drawdown

55.20

1.77

+53.43

Martin ratio

Return relative to average drawdown

367.74

5.47

+362.27

VGUS vs. VGT - Sharpe Ratio Comparison

The current VGUS Sharpe Ratio is 11.39, which is higher than the VGT Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of VGUS and VGT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VGUSVGTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

11.39

1.08

+10.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

11.78

0.61

+11.17

Correlation

The correlation between VGUS and VGT is -0.19. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

VGUS vs. VGT - Dividend Comparison

VGUS's dividend yield for the trailing twelve months is around 3.66%, more than VGT's 0.44% yield.


TTM20252024202320222021202020192018201720162015
VGUS
Vanguard Ultra-Short Treasury ETF
3.66%3.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.44%0.40%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%

Drawdowns

VGUS vs. VGT - Drawdown Comparison

The maximum VGUS drawdown since its inception was -0.07%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for VGUS and VGT.


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Drawdown Indicators


VGUSVGTDifference

Max Drawdown

Largest peak-to-trough decline

-0.07%

-54.63%

+54.56%

Max Drawdown (1Y)

Largest decline over 1 year

-0.07%

-16.40%

+16.33%

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

0.00%

-12.77%

+12.77%

Average Drawdown

Average peak-to-trough decline

0.00%

-8.00%

+8.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

5.30%

-5.29%

Volatility

VGUS vs. VGT - Volatility Comparison

The current volatility for Vanguard Ultra-Short Treasury ETF (VGUS) is 0.07%, while Vanguard Information Technology ETF (VGT) has a volatility of 7.99%. This indicates that VGUS experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGUSVGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.07%

7.99%

-7.92%

Volatility (6M)

Calculated over the trailing 6-month period

0.16%

16.31%

-16.15%

Volatility (1Y)

Calculated over the trailing 1-year period

0.35%

27.24%

-26.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.35%

25.07%

-24.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.35%

24.48%

-24.13%