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^DJUSS vs. VGT
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^DJUSS and VGT is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

^DJUSS vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones U.S. Small-Cap Index (^DJUSS) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%December2025FebruaryMarchAprilMay
322.44%
1,302.09%
^DJUSS
VGT

Key characteristics

Sharpe Ratio

^DJUSS:

0.14

VGT:

0.39

Sortino Ratio

^DJUSS:

0.34

VGT:

0.71

Omega Ratio

^DJUSS:

1.05

VGT:

1.10

Calmar Ratio

^DJUSS:

0.12

VGT:

0.41

Martin Ratio

^DJUSS:

0.39

VGT:

1.34

Ulcer Index

^DJUSS:

7.43%

VGT:

8.30%

Daily Std Dev

^DJUSS:

21.87%

VGT:

29.76%

Max Drawdown

^DJUSS:

-60.34%

VGT:

-54.63%

Current Drawdown

^DJUSS:

-12.04%

VGT:

-11.63%

Returns By Period

In the year-to-date period, ^DJUSS achieves a -4.55% return, which is significantly higher than VGT's -8.02% return. Over the past 10 years, ^DJUSS has underperformed VGT with an annualized return of 5.73%, while VGT has yielded a comparatively higher 19.31% annualized return.


^DJUSS

YTD

-4.55%

1M

16.31%

6M

-8.44%

1Y

3.11%

5Y*

10.60%

10Y*

5.73%

VGT

YTD

-8.02%

1M

21.43%

6M

-8.47%

1Y

11.41%

5Y*

18.79%

10Y*

19.31%

*Annualized

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Risk-Adjusted Performance

^DJUSS vs. VGT — Risk-Adjusted Performance Rank

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

^DJUSS
The Risk-Adjusted Performance Rank of ^DJUSS is 3333
Overall Rank
The Sharpe Ratio Rank of ^DJUSS is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DJUSS is 3333
Sortino Ratio Rank
The Omega Ratio Rank of ^DJUSS is 3333
Omega Ratio Rank
The Calmar Ratio Rank of ^DJUSS is 3333
Calmar Ratio Rank
The Martin Ratio Rank of ^DJUSS is 3232
Martin Ratio Rank

VGT
The Risk-Adjusted Performance Rank of VGT is 5050
Overall Rank
The Sharpe Ratio Rank of VGT is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 5151
Sortino Ratio Rank
The Omega Ratio Rank of VGT is 5151
Omega Ratio Rank
The Calmar Ratio Rank of VGT is 5454
Calmar Ratio Rank
The Martin Ratio Rank of VGT is 4949
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.

^DJUSS vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Small-Cap Index (^DJUSS) 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.


The current ^DJUSS Sharpe Ratio is 0.14, which is lower than the VGT Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of ^DJUSS 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50December2025FebruaryMarchAprilMay
0.14
0.39
^DJUSS
VGT

Drawdowns

^DJUSS vs. VGT - Drawdown Comparison

The maximum ^DJUSS drawdown since its inception was -60.34%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for ^DJUSS and VGT. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-12.04%
-11.63%
^DJUSS
VGT

Volatility

^DJUSS vs. VGT - Volatility Comparison

The current volatility for Dow Jones U.S. Small-Cap Index (^DJUSS) is 11.59%, while Vanguard Information Technology ETF (VGT) has a volatility of 15.45%. This indicates that ^DJUSS 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.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
11.59%
15.45%
^DJUSS
VGT