Data Source: from January 2005 to May 2024 (~19 years)
Consolidated Returns as of 31 May 2024
Category: Stocks
Vanguard Information Technology (VGT) ETF
Currency: USD
ETF • LIVE PERFORMANCE (USD currency)
8.06%
May 2024
In the last 10 Years, the Vanguard Information Technology (VGT) ETF obtained a 20.28% compound annual return, with a 19.34% standard deviation.
Table of contents
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The ETF is related to the following investment themes:
- Asset Class: Equity
- Size: Large Cap
- Style: Growth
- Region: North America
- Country: U.S.
- Sector: Technology
- Industry: Broad Technology
Investment Returns as of May 31, 2024
The Vanguard Information Technology (VGT) ETF guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- the reinvestment of dividends.
- the actual US Inflation rates.
VANGUARD INFORMATION TECHNOLOGY (VGT) ETF
Consolidated returns as of 31 May 2024
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of May 31, 2024 | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Jun 2024 | 1M | 6M | 1Y | 5Y | 10Y | MAX (~19Y) | |||
| Vanguard Information Technology (VGT) ETF | n.a. | n.a. | 8.06 | 15.90 | 28.92 | 23.48 | 20.28 | 14.30 | |||
| US Inflation Adjusted return | 8.06 | 13.98 | 24.87 | 18.53 | 16.97 | 11.45 | |||||
| Returns over 1 year are annualized | Available data source: since Jan 2005 | |||||||||||
| (*) Eastern Time (ET - America/New York) | |||||||||||
| US Inflation is updated to Apr 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Current inflation (annualized) is 1Y: 3.24% , 5Y: 4.17% , 10Y: 2.83% | |||||||||||
Live update: World Markets and Indexes
In 2023, the Vanguard Information Technology (VGT) ETF granted a 0.98% dividend yield. If you are interested in getting periodic income, please refer to the Vanguard Information Technology (VGT) ETF: Dividend Yield page.
Capital Growth as of May 31, 2024
An investment of 1$, since June 2014, now would be worth 6.34$, with a total return of 533.93% (20.28% annualized).
The Inflation Adjusted Capital now would be 4.80$, with a net total return of 379.52% (16.97% annualized).
An investment of 1$, since January 2005, now would be worth 13.40$, with a total return of 1239.81% (14.30% annualized).
The Inflation Adjusted Capital now would be 8.20$, with a net total return of 720.04% (11.45% annualized).
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Investment Metrics as of May 31, 2024
Metrics of Vanguard Information Technology (VGT) ETF, updated as of 31 May 2024, provide a comprehensive overview of the portfolio's performance and risk characteristics.
These metrics include detailed data on returns, volatility, drawdowns and other key performance indicators. By examining them, you can gain insights into how the portfolio has performed over various time periods and understand its risk profile.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- the reinvestment of dividends.
- the actual US Inflation rates.
VANGUARD INFORMATION TECHNOLOGY (VGT) ETF
Advanced Metrics
Data Source: 1 January 2005 - 31 May 2024 (~19 years)
Swipe left to see all data
| Metrics as of May 31, 2024 | ||||||||
|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | MAX (~19Y) | |
| Investment Return (%) | 8.06 | 3.25 | 15.90 | 28.92 | 13.63 | 23.48 | 20.28 | 14.30 |
| Infl. Adjusted Return (%) details | 8.06 | 2.54 | 13.98 | 24.87 | 7.93 | 18.53 | 16.97 | 11.45 |
| US Inflation (%) | 0.00 | 0.69 | 1.68 | 3.24 | 5.27 | 4.17 | 2.83 | 2.56 |
| Pending updates, the monthly inflation after Apr 2024 is set at 0%.Returns / Inflation rates over 1 year are annualized. | ||||||||
DRAWDOWN Inflation Adjusted: Inflation Adjusted: | 1Y | 3Y | 5Y | 10Y | MAX | |||
| Deepest Drawdown Depth (%) | -10.15 | -32.52 | -32.52 | -32.52 | -50.58 | |||
| Start to Recovery (# months) details | 4 | 19 | 19 | 19 | 39 | |||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | |||
| Start to Bottom (# months) | 3 | 9 | 9 | 9 | 16 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | |||
| Bottom to End (# months) | 1 | 10 | 10 | 10 | 23 | |||
| End (yyyy mm) | 2023 11 | 2023 07 | 2023 07 | 2023 07 | 2011 01 | |||
| Longest Drawdown Depth (%) | same as deepest | same as deepest | same as deepest | same as deepest | same as deepest | |||
| Start to Recovery (# months) details | ||||||||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | |||
| Start to Bottom (# months) | 3 | 9 | 9 | 9 | 16 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | |||
| Bottom to End (# months) | 1 | 10 | 10 | 10 | 23 | |||
| End (yyyy mm) | 2023 11 | 2023 07 | 2023 07 | 2023 07 | 2011 01 | |||
| Longest negative period (# months) details | 5 | 26 | 28 | 28 | 54 | |||
| Period Start (yyyy mm) | 2023 06 | 2021 09 | 2020 09 | 2020 09 | 2005 01 | |||
| Period End (yyyy mm) | 2023 10 | 2023 10 | 2022 12 | 2022 12 | 2009 06 | |||
| Annualized Return (%) | -4.31 | -1.24 | -0.30 | -0.30 | -1.83 | |||
| Deepest Drawdown Depth (%) | -10.99 | -36.06 | -36.06 | -36.06 | -51.40 | |||
| Start to Recovery (# months) details | 4 | 26 | 26 | 26 | 52 | |||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | |||
| Start to Bottom (# months) | 3 | 9 | 9 | 9 | 16 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | |||
| Bottom to End (# months) | 1 | 17 | 17 | 17 | 36 | |||
| End (yyyy mm) | 2023 11 | 2024 02 | 2024 02 | 2024 02 | 2012 02 | |||
| Longest Drawdown Depth (%) | same as deepest | same as deepest | same as deepest | same as deepest | same as deepest | |||
| Start to Recovery (# months) details | ||||||||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | |||
| Start to Bottom (# months) | 3 | 9 | 9 | 9 | 16 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | |||
| Bottom to End (# months) | 1 | 17 | 17 | 17 | 36 | |||
| End (yyyy mm) | 2023 11 | 2024 02 | 2024 02 | 2024 02 | 2012 02 | |||
| Longest negative period (# months) details | 5 | 29 | 31 | 31 | 68 | |||
| Period Start (yyyy mm) | 2023 06 | 2021 06 | 2021 04 | 2021 04 | 2005 01 | |||
| Period End (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2010 08 | |||
| Annualized Return (%) | -7.39 | -1.03 | -0.02 | -0.02 | -1.04 | |||
RISK INDICATORS | 1Y | 3Y | 5Y | 10Y | MAX | |||
| Standard Deviation (%) | 19.02 | 23.35 | 22.43 | 19.34 | 19.19 | |||
| Sharpe Ratio | 1.24 | 0.46 | 0.96 | 0.98 | 0.54 | |||
| Sortino Ratio | 1.77 | 0.62 | 1.29 | 1.34 | 0.72 | |||
| Ulcer Index | 4.05 | 14.61 | 11.70 | 8.84 | 12.60 | |||
| Ratio: Return / Standard Deviation | 1.52 | 0.58 | 1.05 | 1.05 | 0.74 | |||
| Ratio: Return / Deepest Drawdown | 2.85 | 0.42 | 0.72 | 0.62 | 0.28 | |||
| % Positive Months details | 66% | 61% | 65% | 65% | 61% | |||
| Positive Months | 8 | 22 | 39 | 78 | 144 | |||
| Negative Months | 4 | 14 | 21 | 42 | 89 | |||
LONG TERM RETURNS Inflation Adjusted: Inflation Adjusted: | 1Y | 3Y | 5Y | 10Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 20.28 | 23.66 | ||||||
| Worst 10 Years Return (%) - Annualized | 8.18 | |||||||
| Best 10 Years Return (%) - Annualized | 16.97 | 21.07 | ||||||
| Worst 10 Years Return (%) - Annualized | 6.29 | |||||||
ROLLING PERIODS Inflation Adjusted: Inflation Adjusted: | 1Y | 3Y | 5Y | 10Y | MAX | |||
| Over the latest 10Y | ||||||||
| Best Rolling Return (%) - Annualized | 70.63 | 41.46 | 31.79 | 20.28 | ||||
| Worst Rolling Return (%) - Annualized | -29.70 | 10.22 | 15.31 | |||||
| % Positive Periods | 87% | 100% | 100% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 77.37 | 32.46 | 25.85 | 19.44 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | 4.04 | 11.95 | 15.39 | ||||
| WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||
| Best Rolling Return (%) - Annualized | 66.27 | 36.58 | 28.43 | 16.97 | ||||
| Worst Rolling Return (%) - Annualized | -33.93 | 4.52 | 11.08 | |||||
| % Positive Periods | 87% | 100% | 100% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 77.37 | 32.46 | 25.85 | 19.44 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | 4.04 | 11.95 | 15.39 | ||||
| WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||
| Over all the available data source (Jan 2005 - May 2024) | ||||||||
| Best Rolling Return (%) - Annualized | 70.63 | 41.46 | 31.79 | 23.66 | ||||
| Worst Rolling Return (%) - Annualized | -43.34 | -13.64 | 1.52 | 8.18 | ||||
| % Positive Periods | 84% | 90% | 100% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 71.16 | 24.12 | 16.06 | 10.33 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | - | 5.15 | ||||
| WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||
| Best Rolling Return (%) - Annualized | 66.27 | 36.58 | 28.43 | 21.07 | ||||
| Worst Rolling Return (%) - Annualized | -43.95 | -15.48 | -0.60 | 6.29 | ||||
| % Positive Periods | 81% | 87% | 98% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 71.16 | 24.12 | 16.06 | 10.33 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | - | 5.15 | ||||
| WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||
Terms and Definitions
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
- Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
- Longest negative period: it's the maximum period for which an overall negative return has been observed.
- Standard Deviation: it's a measure of the dispersion of returns around the mean.
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
- Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
- Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
- Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
- Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation. - Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.
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Correlations as of May 31, 2024
Correlation measures to what degree the returns of two assets move in relation to each other. It is a statistical measure that describes the extent to which the returns of one asset are related to the returns of another asset.
Correlation values range between -1 and +1
- A correlation of +1 indicates that the returns of the two assets move in perfect synchrony; when one asset's returns go up, the other asset's returns also go up by the same percentage, and vice versa. This perfect positive correlation implies that the assets perform similarly in different market conditions.
- A correlation of -1 indicates a perfect inverse relationship between the returns of the two assets. When one asset's returns go up, the other asset's returns go down by the same percentage. This perfect negative correlation suggests that the assets move in opposite directions, providing a diversification benefit by reducing overall portfolio risk.
- A correlation of 0 means that there is no linear relationship between the returns of the two assets. The returns of one asset do not predict the returns of the other.
The following table shows the monthly correlations of Vanguard Information Technology (VGT) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).
VANGUARD INFORMATION TECHNOLOGY (VGT) ETF
Monthly correlations as of 31 May 2024
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| Correlation vs VGT | |||||
|---|---|---|---|---|---|
| Asset Class | 1 Year | 5 Years | 10 Years | Since Jan 2005 | |
| VTI | US Total Stock Market | 0.96 | 0.93 | 0.91 | 0.91 |
| SPY | US Large Cap | 0.97 | 0.93 | 0.92 | 0.91 |
| IJR | US Small Cap | 0.81 | 0.76 | 0.72 | 0.79 |
| VNQ | US REITs | 0.91 | 0.78 | 0.63 | 0.63 |
| QQQ | US Technology | 0.99 | 0.99 | 0.98 | 0.98 |
| PFF | Preferred Stocks | 0.88 | 0.73 | 0.66 | 0.50 |
| EFA | EAFE Stocks | 0.93 | 0.79 | 0.78 | 0.77 |
| VT | World All Countries | 0.95 | 0.89 | 0.88 | 0.87 |
| EEM | Emerging Markets | 0.72 | 0.64 | 0.62 | 0.68 |
| VGK | Europe | 0.93 | 0.78 | 0.75 | 0.76 |
| VPL | Pacific | 0.88 | 0.77 | 0.76 | 0.72 |
| FLLA | Latin America | 0.73 | 0.57 | 0.44 | 0.57 |
| BND | US Total Bond Market | 0.82 | 0.63 | 0.44 | 0.24 |
| TLT | Long Term Treasuries | 0.85 | 0.39 | 0.19 | -0.08 |
| BIL | US Cash | 0.35 | 0.00 | 0.02 | -0.05 |
| TIPS | 0.82 | 0.72 | 0.53 | 0.29 | |
| LQD | Invest. Grade Bonds | 0.85 | 0.73 | 0.57 | 0.40 |
| HYG | High Yield Bonds | 0.90 | 0.77 | 0.71 | 0.67 |
| CWB | US Convertible Bonds | 0.83 | 0.85 | 0.84 | 0.85 |
| BNDX | International Bonds | 0.71 | 0.67 | 0.47 | 0.31 |
| EMB | Emerg. Market Bonds | 0.91 | 0.75 | 0.62 | 0.51 |
| GLD | Gold | 0.08 | 0.23 | 0.07 | 0.04 |
| DBC | Commodities | -0.22 | 0.26 | 0.28 | 0.38 |
If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.
Drawdowns
A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
VANGUARD INFORMATION TECHNOLOGY (VGT) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 June 2014 - 31 May 2024 (10 Years)
Data Source: 1 January 2005 - 31 May 2024 (~19 years)
Inflation Adjusted:
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