FTEC vs VGT The Ultimate Showdown

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FTEC vs VGT: The Ultimate Showdown • OUTLINE: • 00:00:00 FTEC versus VGT • 00:02:02 Diving into the Numbers • 00:03:56 The Final Verdict • Performance Summary: A Comparative Analysis of FTEC and VGT • When choosing the right investment fund, comparing key performance metrics can provide valuable insights. Here’s an in-depth look at the performance summary of two prominent technology sector funds: FTEC and VGT. • FTEC: Performance Metrics • Start Balance: The initial investment balance for FTEC was $10,000. • End Balance: Over the period analyzed, the end balance grew to $55,108. • Annualized Return (CAGR): The compound annual growth rate for FTEC was 19.87%, reflecting robust long-term growth. • Standard Deviation: FTEC had a standard deviation of 19.89%, indicating the level of volatility and risk associated with this fund. • Best Year: The best annual performance recorded was an impressive 53.30%. • Worst Year: Conversely, the worst annual performance was a decline of -29.59%. • Maximum Drawdown: The maximum peak-to-trough decline during the investment period was -32.42%. • Sharpe Ratio: With a Sharpe ratio of 0.94, FTEC provided a reasonable risk-adjusted return. • Sortino Ratio: The Sortino ratio stood at 1.59, indicating a favorable risk-return profile focused on downside risk. • VGT: Performance Metrics • Start Balance: Like FTEC, the initial investment balance for VGT was $10,000. • End Balance: By the end of the period analyzed, VGT’s balance had grown slightly more, reaching $56,315. • Annualized Return (CAGR): VGT had a slightly higher CAGR of 20.15%, demonstrating marginally better long-term performance compared to FTEC. • Standard Deviation: The standard deviation for VGT was 19.91%, similar to FTEC, indicating comparable volatility and risk. • Best Year: VGT’s best annual performance was 52.65%, slightly lower than FTEC’s best year. • Worst Year: The worst annual performance for VGT was -29.70%, nearly identical to FTEC’s worst year. • Maximum Drawdown: The maximum drawdown for VGT was -32.52%, just a tad higher than FTEC’s. • Sharpe Ratio: VGT’s Sharpe ratio was 0.95, slightly better than FTEC’s, suggesting a slightly superior risk-adjusted return. • Sortino Ratio: VGT also had a marginally higher Sortino ratio of 1.62, indicating a better focus on downside risk compared to FTEC. • Conclusion: FTEC vs. VGT • Both FTEC and VGT offer impressive returns and similar risk profiles, making them attractive choices for investors looking to capitalize on the technology sector. While VGT slightly edges out FTEC in terms of overall performance metrics, the differences are minimal. Investors should consider these metrics alongside their individual risk tolerance, investment horizon, and diversification needs when choosing between these funds. • Ultimately, both funds have demonstrated strong performance and can be valuable additions to a diversified investment portfolio. The choice between FTEC and VGT may come down to personal preference and specific investment goals.

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