VOX vs. IDGT
VOX (Vanguard Communication Services ETF) and IDGT (iShares U.S. Digital Infrastructure and Real Estate ETF) are both exchange-traded funds - VOX is a Communications Equities fund tracking the MSCI US Investable Market Communication Services 25/50 Index, while IDGT is a Technology Equities fund tracking the S&P Data Center, Tower REIT and Communications Equipment Index. Both are passively managed. Over the past 10 years, VOX returned 8.34%/yr vs 12.50%/yr for IDGT. Their 0.62 correlation means they have sometimes moved together and sometimes differently. VOX charges 0.09%/yr vs 0.39%/yr for IDGT.
Performance
VOX vs. IDGT - Performance Comparison
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Returns By Period
In the year-to-date period, VOX achieves a -2.41% return, which is significantly lower than IDGT's 35.87% return. Over the past 10 years, VOX has underperformed IDGT with an annualized return of 8.34%, while IDGT has yielded a comparatively higher 12.50% annualized return.
VOX
- 1D
- 3.45%
- 1M
- 0.11%
- 6M
- -4.92%
- YTD
- -2.41%
- 1Y
- 10.81%
- 3Y*
- 21.07%
- 5Y*
- 6.63%
- 10Y*
- 8.34%
- ALL TIME*
- 8.76%
IDGT
- 1D
- 1.84%
- 1M
- 0.79%
- 6M
- 32.35%
- YTD
- 35.87%
- 1Y
- 40.38%
- 3Y*
- 22.17%
- 5Y*
- 10.52%
- 10Y*
- 12.50%
- ALL TIME*
- 4.93%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $4.41M | $4.29M | $8.06M | |
| $68.75M | $60.11M | $55.51M |
VOX vs. IDGT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VOX Vanguard Communication Services ETF | -2.41% | 26.27% | 33.12% | 44.81% | -38.85% | 13.83% | 29.12% | 28.03% | -16.75% | -5.50% |
IDGT iShares U.S. Digital Infrastructure and Real Estate ETF | 35.87% | 6.79% | 26.71% | -6.09% | -17.90% | 42.14% | 8.78% | 17.39% | -1.97% | 11.81% |
Correlation
The correlation between VOX and IDGT is 0.32, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.32 |
Correlation (3Y) Balances recent behavior with more history. | 0.47 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.59 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.58 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2004 | 0.62 |
Over the past year, the correlation between VOX and IDGT has dropped to 0.32 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.
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Return for Risk
VOX vs. IDGT — Risk / Return Rank
VOX
IDGT
VOX vs. IDGT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Communication Services ETF (VOX) and iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT). 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.
| VOX | IDGT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.18 | ||
| Sortino ratioReturn per unit of downside risk | -1.43 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.31 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.80 | 2.40 | -1.60 |
| Martin ratioReturn relative to average drawdown | 2.43 | 7.83 | -5.41 |
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Drawdowns
VOX vs. IDGT - Drawdown Comparison
The maximum VOX drawdown since its inception was -57.18%, smaller than the maximum IDGT drawdown of -77.95%. Use the drawdown chart below to compare losses from any high point for VOX and IDGT.
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Drawdown Indicators
| VOX | IDGT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.18% | -77.95% | +20.77% |
Max Drawdown (1Y)Largest decline over 1 year | -13.56% | -16.93% | +3.37% |
Max Drawdown (3Y)Largest decline over 3 years | -21.15% | -22.76% | +1.61% |
Max Drawdown (5Y)Largest decline over 5 years | -46.76% | -35.83% | -10.93% |
Max Drawdown (10Y)Largest decline over 10 years | -46.76% | -36.88% | -9.88% |
Current DrawdownCurrent decline from peak | -5.69% | -13.10% | +7.41% |
Average DrawdownAverage peak-to-trough decline | -11.87% | -19.85% | +7.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.46% | 5.17% | -0.71% |
Volatility
VOX vs. IDGT - Volatility Comparison
Vanguard Communication Services ETF (VOX) has a higher volatility of 7.56% compared to iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT) at 6.90%. This indicates that VOX's price experiences larger fluctuations and is considered to be riskier than IDGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VOX | IDGT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.56% | 6.90% | +0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 13.82% | 18.77% | -4.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.29% | 22.41% | -5.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.45% | 23.49% | -2.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.03% | 23.35% | -2.32% |
VOX vs. IDGT - Expense Ratio Comparison
VOX has a 0.09% expense ratio, which is lower than IDGT's 0.39% expense ratio.
Dividends
VOX vs. IDGT - Dividend Comparison
VOX's dividend yield for the trailing twelve months is around 1.04%, more than IDGT's 0.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDGT iShares U.S. Digital Infrastructure and Real Estate ETF | 0.79% | 1.17% | 1.64% | 0.37% | 0.30% | 0.28% | 0.60% | 0.42% | 0.65% | 0.57% | 0.75% | 0.72% |
VOX Vanguard Communication Services ETF | 1.04% | 0.95% | 1.05% | 1.03% | 0.88% | 0.93% | 0.73% | 0.90% | 2.77% | 3.83% | 2.67% | 3.55% |
Frequently Asked Questions
VOX and IDGT have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VOX has higher volatility (7.56%) compared to IDGT (6.90%). In terms of maximum drawdown, VOX dropped -57.18% vs IDGT's -77.95%.
On 10-year performance, IDGT leads with 12.50% vs 8.34% for VOX. On fees, VOX is cheaper at 0.09% per year. On volatility, IDGT has been the lower-risk option at 6.90%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, IDGT has performed better with a 12.50% return vs 8.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VOX is cheaper with a 0.09% expense ratio, compared with 0.39% for IDGT.
VOX has the higher dividend yield at 1.04%, compared with 0.79% for IDGT.
VOX is categorized as Communications Equities, while IDGT is Technology Equities. VOX tracks MSCI US Investable Market Communication Services 25/50 Index, while IDGT tracks S&P Data Center, Tower REIT and Communications Equipment Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.09% for VOX and 0.39% for IDGT.
IDGT currently has the higher Sharpe Ratio (1.81 vs 0.63), 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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