Vanguard Information Technology Index Fund ETF Shares

10-Year Study

VGT.US · Unknown · Unknown · ETF

Executive Summary: Vanguard Information Technology Index Fund ETF Shares has compounded at 24.4% annually over the last 10 years, with a maximum drawdown of 32.5% and an annualized volatility of 24.8%.

1Y CAGR
+37.6%
3Y CAGR
+28.1%
5Y CAGR
+18.6%
10Y CAGR
+24.4%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
32.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.09
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.92
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
20.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +52.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -29.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.8-2.8-3.918.317.3-4.8——————22.5%
2025-0.8-2.9-9.31.310.49.54.10.97.26.2-5.20.321.8%
20242.04.81.5-5.68.18.0-1.51.02.3-0.76.90.029.3%
20239.70.59.7-0.38.56.22.9-2.2-6.5-1.713.34.952.7%
2022-7.8-4.33.3-11.8-1.7-9.413.4-5.7-11.87.45.4-8.0-29.7%
2021-0.71.50.75.1-1.27.33.43.5-5.78.23.12.530.5%
20203.8-7.3-9.714.27.97.05.911.1-4.9-4.312.55.746.0%
20198.07.34.16.4-8.98.83.5-2.21.33.85.64.048.6%
20187.60.1-3.4-0.07.0-0.62.68.90.2-8.5-1.5-8.32.5%
20174.34.92.32.34.4-2.54.13.10.87.41.10.137.1%
2016—————-2.37.62.32.5-0.50.51.311.6%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 24.8%. The dominant macroeconomic risk driver is QQQ.US, accounting for 48.8% of variance. Idiosyncratic stock-specific factors contribute 2.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-05-0110000
2016-06-019767.973673936081
2016-07-0110507.71694700525
2016-08-0110753.04972789495
2016-09-0111016.629084563716
2016-10-0110957.108595013666
2016-11-0111014.796459048788
2016-12-0111159.095798506809
2017-01-0111640.359194600927
2017-02-0112215.245850696796
2017-03-0112490.538074787057
2017-04-0112782.483287252098
2017-05-0113346.055472777543
2017-06-0113007.497828737163
2017-07-0113545.014860202547
2017-08-0113966.20001115511
2017-09-0114076.794977012501
2017-10-0115117.805948861778
2017-11-0115282.662565835079
2017-12-0115297.164211214074
2018-01-0116452.355720580385
2018-02-0116468.132235882807
2018-03-0115912.288949268146
2018-04-0115908.544018868073
2018-05-0117029.871795893327
2018-06-0116925.96989713393
2018-07-0117370.102706708207
2018-08-0118922.814594073447
2018-09-0118961.459088627365
2018-10-0117354.166832665356
2018-11-0117099.5912448308
2018-12-0115673.330517995586
2019-01-0116925.651179653076
2019-02-0118165.780897667784
2019-03-0118905.28513262631
2019-04-0120109.559134044604
2019-05-0118323.944447543086
2019-06-0119931.714779726382
2019-07-0120636.797526752347
2019-08-0120184.05934519494
2019-09-0120450.825876672272
2019-10-0121218.377249946214
2019-11-0122405.2811486578
2019-12-0123294.18420276806
2020-01-0124181.812386954894
2020-02-0122418.906320964437
2020-03-0120237.603881978917
2020-04-0123112.355879939125
2020-05-0124929.842314526348
2020-06-0126684.382046644303
2020-07-0128269.921834537818
2020-08-0131417.894392962717
2020-09-0129888.92695792132
2020-10-0128597.165008007778
2020-11-0132180.585324653595
2020-12-0134019.66486856888
2021-01-0133780.22836107504
2021-02-0134280.2164091695
2021-03-0134533.67648582106
2021-04-0136311.004517820285
2021-05-0135862.09094603317
2021-06-0138471.59032055011
2021-07-0139768.21271204672
2021-08-0141164.195278200525
2021-09-0138799.550608351994
2021-10-0141977.721648088096
2021-11-0143285.897548265784
2021-12-0144378.779790124536
2022-01-0140900.53624216154
2022-02-0139123.12853079209
2022-03-0140408.11773423743
2022-04-0135626.87744516067
2022-05-0135035.01908320917
2022-06-0131740.67552170068
2022-07-0135983.5223062397
2022-08-0133950.02509900162
2022-09-0129948.288088730944
2022-10-0132172.697067002377
2022-11-0133901.18164506028
2022-12-0131200.3697122778
2023-01-0134225.55636120252
2023-02-0134395.51245786953
2023-03-0137731.44865062987
2023-04-0137622.84566902783
2023-05-0140806.036509087426
2023-06-0143347.888098292475
2023-07-0144588.017816307176
2023-08-0143614.49527102938
2023-09-0140762.8502904313
2023-10-0140065.337083575694
2023-11-0145393.25753169247
2023-12-0147630.096491717326
2024-01-0148605.29230376963
2024-02-0150955.35564886896
2024-03-0151723.06638088332
2024-04-0148802.25970693927
2024-05-0152736.189573157615
2024-06-0156952.42344804507
2024-07-0156104.953666446214
2024-08-0156693.62485358915
2024-09-0158023.39386309491
2024-10-0157605.953642542416
2024-11-0161558.13008453981
2024-12-0161587.85048962973
2025-01-0161073.83887237756
2025-02-0159278.104905858825
2025-03-0153789.710206130534
2025-04-0154490.80898464579
2025-05-0160135.7736468451
2025-06-0165850.69679609252
2025-07-0168550.15417958137
2025-08-0169200.41751989993
2025-09-0174211.21407456395
2025-10-0178841.06356023363
2025-11-0174764.90601818284
2025-12-0174997.96817605954
2026-01-0174414.8745448316
2026-02-0172303.61027226441
2026-03-0169492.36273236497
2026-04-0182213.17418707123
2026-05-0196459.84558138053
2026-06-0191854.37798299642
Annual Return Matrix
YearAnnual Return
20170.3708247054623348
20180.02459059088257365
20190.48623064995805887
20200.4604359857567497
20210.30450373222596183
2022-0.2969529613065046
20230.5265875671009821
20240.29304483983860075
20250.21773966098537278
20260.22475821968091259
Total Factor Risk
0.24793420492279575
VTI.US Exposure
0.18662789688537526
VEA.US Exposure
0.03607992033760405
VWO.US Exposure
0.015621546436929189
QQQ.US Exposure
0.4875592117693896
VTV.US Exposure
-0.06218907598163493
IJR.US Exposure
0.005912370946385169
QUAL.US Exposure
0.08248013277203102
SHV.US Exposure
0.27005181010817575
TLT.US Exposure
0.014664000615987606
LQD.US Exposure
-0.012616583841785396
HYG.US Exposure
-0.002492887700143121
GLD.US Exposure
-0.005177965144538008
USO.US Exposure
0.00003890020624761191
VNQ.US Exposure
-0.03481726963720795
BTC-USD.CC Exposure
0.0016576564134591293
CPER.US Exposure
0.005829245190058447
VIX.INDX Exposure
-0.004652449532119551
UUP.US Exposure
0.00047285823237992904
TIP.US Exposure
-0.006549298557549387
Idiosyncratic Exposure
0.021499980480955617
Value Score
20.1
Growth Score
50
Profit Score
37.5
Health Score
19.2
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
24.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →24.4x
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$510.5B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
0.96
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$2,695
Avg Yield on Cost
2.45%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2016$118.121.18%Solid
2017$161.861.62%Solid
2018$214.622.15%Solid
2019$270.922.71%Solid
2020$290.112.90%Solid
2021$291.172.91%Solid
2022$289.712.90%Solid
2023$311.083.11%Solid
2024$370.023.70%Solid
2025$303.563.04%Solid

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+9.5%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+12.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
84.4% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.29
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
54
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-76.2%
50.0% retracement-71.7%
61.8% retracement-65.0%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is Vanguard Information Technology Index Fund ETF Shares a high-risk investment?

Vanguard Information Technology Index Fund ETF Shares (VGT.US) has an annualized volatility of 24.8% and experienced a maximum drawdown of 32.5% over the last 10 years. Its primary macro risk driver is QQQ.US.

What is the 10-year return of VGT.US?

Over the past 10 years, VGT.US has generated a Compound Annual Growth Rate (CAGR) of 24.4%. It has had a positive return in 90% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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