^XNDX vs. VGT

In the year-to-date period, ^XNDX achieves a 1.88% return, which is significantly higher than VGT's -2.36% return. Over the past 10 years, ^XNDX has underperformed VGT with an annualized return of 17.95%, while VGT has yielded a comparatively higher 19.78% annualized return.

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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 0.63, which is higher than the VGT Sharpe Ratio of 0.47. 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.

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.

The current volatility for NASDAQ 100 Total Return Index (^XNDX) is 5.59%, while Vanguard Information Technology ETF (VGT) has a volatility of 6.70%. 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.