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

Correlation

The correlation between VOX and VGT is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

VOX vs. VGT - Performance Comparison

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

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Key characteristics

Daily Std Dev

VOX:

8.19%

VGT:

14.95%

Max Drawdown

VOX:

-1.08%

VGT:

-0.85%

Current Drawdown

VOX:

-0.59%

VGT:

0.00%

Returns By Period


VOX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VGT

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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VOX vs. VGT - Expense Ratio Comparison

Both VOX and VGT have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Risk-Adjusted Performance

VOX vs. VGT — Risk-Adjusted Performance Rank

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

VOX
The Risk-Adjusted Performance Rank of VOX is 7272
Overall Rank
The Sharpe Ratio Rank of VOX is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of VOX is 7272
Sortino Ratio Rank
The Omega Ratio Rank of VOX is 7373
Omega Ratio Rank
The Calmar Ratio Rank of VOX is 7575
Calmar Ratio Rank
The Martin Ratio Rank of VOX is 6868
Martin Ratio Rank

VGT
The Risk-Adjusted Performance Rank of VGT is 5252
Overall Rank
The Sharpe Ratio Rank of VGT is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 5353
Sortino Ratio Rank
The Omega Ratio Rank of VGT is 5252
Omega Ratio Rank
The Calmar Ratio Rank of VGT is 5656
Calmar Ratio Rank
The Martin Ratio Rank of VGT is 5050
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.

VOX vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Communication Services ETF (VOX) 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.



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Dividends

VOX vs. VGT - Dividend Comparison

VOX's dividend yield for the trailing twelve months is around 1.13%, more than VGT's 0.56% yield.


TTM20242023202220212020201920182017201620152014
VOX
Vanguard Communication Services ETF
1.13%0.00%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
0.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VOX vs. VGT - Drawdown Comparison

The maximum VOX drawdown since its inception was -1.08%, which is greater than VGT's maximum drawdown of -0.85%. Use the drawdown chart below to compare losses from any high point for VOX and VGT. For additional features, visit the drawdowns tool.


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Volatility

VOX vs. VGT - Volatility Comparison


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