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.
^DJUSS vs. VGT
Compare and contrast key facts about Dow Jones U.S. Small-Cap Index (^DJUSS) and Vanguard Information Technology ETF (VGT).
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: ^DJUSS or VGT.
Performance
^DJUSS vs. VGT - Performance Comparison
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Key characteristics
^DJUSS:
0.29
VGT:
0.39
^DJUSS:
0.48
VGT:
0.77
^DJUSS:
1.06
VGT:
1.10
^DJUSS:
0.21
VGT:
0.45
^DJUSS:
0.65
VGT:
1.46
^DJUSS:
7.66%
VGT:
8.44%
^DJUSS:
22.30%
VGT:
30.25%
^DJUSS:
-60.34%
VGT:
-54.63%
^DJUSS:
-9.80%
VGT:
-5.76%
Returns By Period
In the year-to-date period, ^DJUSS achieves a -2.13% return, which is significantly lower than VGT's -1.91% return. Over the past 10 years, ^DJUSS has underperformed VGT with an annualized return of 5.83%, while VGT has yielded a comparatively higher 19.81% annualized return.
^DJUSS
-2.13%
5.77%
-9.28%
6.36%
5.52%
10.08%
5.83%
VGT
-1.91%
11.12%
-0.99%
11.75%
19.59%
19.37%
19.81%
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Risk-Adjusted Performance
^DJUSS vs. VGT — Risk-Adjusted Performance Rank
^DJUSS
VGT
^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.
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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.
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Volatility
^DJUSS vs. VGT - Volatility Comparison
The current volatility for Dow Jones U.S. Small-Cap Index (^DJUSS) is 5.85%, while Vanguard Information Technology ETF (VGT) has a volatility of 6.63%. 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.
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