VTRIX vs. VGT
Compare and contrast key facts about Vanguard International Value Fund (VTRIX) and Vanguard Information Technology ETF (VGT).
VTRIX is managed by Vanguard. It was launched on May 16, 1983. VGT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Information Technology 25/50 Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTRIX or VGT.
Key characteristics
| VTRIX | VGT | |
|---|---|---|
| YTD Return | 2.33% | 25.23% |
| 1Y Return | 8.81% | 33.20% |
| 3Y Return (Ann) | 1.06% | 10.83% |
| 5Y Return (Ann) | 5.12% | 21.96% |
| 10Y Return (Ann) | 4.28% | 20.52% |
| Sharpe Ratio | 0.65 | 1.60 |
| Sortino Ratio | 0.99 | 2.11 |
| Omega Ratio | 1.12 | 1.29 |
| Calmar Ratio | 0.91 | 2.20 |
| Martin Ratio | 2.95 | 7.92 |
| Ulcer Index | 2.78% | 4.23% |
| Daily Std Dev | 12.59% | 20.99% |
| Max Drawdown | -59.40% | -54.63% |
| Current Drawdown | -8.59% | -3.62% |
Correlation
The correlation between VTRIX and VGT is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VTRIX vs. VGT - Performance Comparison
In the year-to-date period, VTRIX achieves a 2.33% return, which is significantly lower than VGT's 25.23% return. Over the past 10 years, VTRIX has underperformed VGT with an annualized return of 4.28%, while VGT has yielded a comparatively higher 20.52% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VTRIX vs. VGT - Expense Ratio Comparison
VTRIX has a 0.36% expense ratio, which is higher than VGT's 0.10% expense ratio.
Risk-Adjusted Performance
VTRIX vs. VGT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard International Value Fund (VTRIX) 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.
Dividends
VTRIX vs. VGT - Dividend Comparison
VTRIX's dividend yield for the trailing twelve months is around 2.72%, more than VGT's 0.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTRIX Vanguard International Value Fund | 2.72% | 2.78% | 2.75% | 2.61% | 1.58% | 2.96% | 2.94% | 1.86% | 2.29% | 2.13% | 2.79% | 1.86% |
VGT Vanguard Information Technology ETF | 0.62% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Drawdowns
VTRIX vs. VGT - Drawdown Comparison
The maximum VTRIX drawdown since its inception was -59.40%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for VTRIX and VGT. For additional features, visit the drawdowns tool.
Volatility
VTRIX vs. VGT - Volatility Comparison
The current volatility for Vanguard International Value Fund (VTRIX) is 4.39%, while Vanguard Information Technology ETF (VGT) has a volatility of 6.53%. This indicates that VTRIX 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.