PortfoliosLab logo
^XNDX vs. VGT
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^XNDX and VGT is 0.88, 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

^XNDX vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NASDAQ 100 Total Return Index (^XNDX) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

1,000.00%1,100.00%1,200.00%1,300.00%1,400.00%December2025FebruaryMarchAprilMay
1,299.68%
1,225.28%
^XNDX
VGT

Key characteristics

Sharpe Ratio

^XNDX:

0.47

VGT:

0.39

Sortino Ratio

^XNDX:

0.82

VGT:

0.71

Omega Ratio

^XNDX:

1.11

VGT:

1.10

Calmar Ratio

^XNDX:

0.52

VGT:

0.41

Martin Ratio

^XNDX:

1.70

VGT:

1.34

Ulcer Index

^XNDX:

6.93%

VGT:

8.30%

Daily Std Dev

^XNDX:

25.24%

VGT:

29.76%

Max Drawdown

^XNDX:

-53.42%

VGT:

-54.63%

Current Drawdown

^XNDX:

-9.37%

VGT:

-11.63%

Returns By Period

In the year-to-date period, ^XNDX achieves a -4.29% return, which is significantly higher than VGT's -8.02% return. Over the past 10 years, ^XNDX has underperformed VGT with an annualized return of 17.46%, while VGT has yielded a comparatively higher 19.31% annualized return.


^XNDX

YTD

-4.29%

1M

17.42%

6M

-4.56%

1Y

11.81%

5Y*

17.82%

10Y*

17.46%

VGT

YTD

-8.02%

1M

21.43%

6M

-8.47%

1Y

11.41%

5Y*

18.79%

10Y*

19.31%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

^XNDX vs. VGT — Risk-Adjusted Performance Rank

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

^XNDX
The Risk-Adjusted Performance Rank of ^XNDX is 6767
Overall Rank
The Sharpe Ratio Rank of ^XNDX is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of ^XNDX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of ^XNDX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of ^XNDX is 7272
Calmar Ratio Rank
The Martin Ratio Rank of ^XNDX is 6767
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.

^XNDX vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NASDAQ 100 Total Return Index (^XNDX) 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 ^XNDX Sharpe Ratio is 0.47, which is comparable to the VGT Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of ^XNDX 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 Ratio0.000.501.001.502.00December2025FebruaryMarchAprilMay
0.47
0.39
^XNDX
VGT

Drawdowns

^XNDX vs. VGT - Drawdown Comparison

The maximum ^XNDX drawdown since its inception was -53.42%, roughly equal to the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for ^XNDX and VGT. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-9.37%
-11.63%
^XNDX
VGT

Volatility

^XNDX vs. VGT - Volatility Comparison

The current volatility for NASDAQ 100 Total Return Index (^XNDX) is 13.81%, while Vanguard Information Technology ETF (VGT) has a volatility of 15.45%. This indicates that ^XNDX 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
13.81%
15.45%
^XNDX
VGT