^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.
Key characteristics
| ^DJUSS | VGT | |
|---|---|---|
| YTD Return | 13.13% | 25.36% |
| 1Y Return | 32.07% | 45.66% |
| 3Y Return (Ann) | 1.36% | 13.06% |
| 5Y Return (Ann) | 8.47% | 23.85% |
| 10Y Return (Ann) | 7.28% | 21.49% |
| Sharpe Ratio | 1.88 | 2.14 |
| Sortino Ratio | 2.63 | 2.73 |
| Omega Ratio | 1.32 | 1.37 |
| Calmar Ratio | 1.18 | 2.93 |
| Martin Ratio | 10.14 | 10.57 |
| Ulcer Index | 2.99% | 4.22% |
| Daily Std Dev | 16.09% | 20.81% |
| Max Drawdown | -60.34% | -54.63% |
| Current Drawdown | -1.08% | -0.71% |
Correlation
The correlation between ^DJUSS and VGT is 0.79, 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
In the year-to-date period, ^DJUSS achieves a 13.13% return, which is significantly lower than VGT's 25.36% return. Over the past 10 years, ^DJUSS has underperformed VGT with an annualized return of 7.28%, while VGT has yielded a comparatively higher 21.49% 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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Risk-Adjusted Performance
^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.
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.
Volatility
^DJUSS vs. VGT - Volatility Comparison
The current volatility for Dow Jones U.S. Small-Cap Index (^DJUSS) is 3.16%, while Vanguard Information Technology ETF (VGT) has a volatility of 4.69%. 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.