VTI + VUG

Asset Allocation

Position	Category/Sector	Target Weight
VTI Vanguard Total Stock Market ETF	Large Cap Blend Equities	60%
VUG Vanguard Growth ETF	Large Cap Growth Equities	40%

Benchmark: S&P 500 Index · Rebalance: Every 3 months

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in VTI + VUG, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

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Benchmark

Compare your portfolio against anything

Returns By Period

As of Jul 31, 2026, the VTI + VUG returned 8.35% Year-To-Date and 15.82% of annualized return in the last 10 years.

Position	1D	1M	6M	YTD	1Y	3Y*	5Y*	10Y*	ALL TIME*
Benchmark S&P 500 Index	0.70%	0.09%	7.94%	9.41%	18.15%	17.84%	11.25%	13.26%	8.09%
Portfolio VTI + VUG	0.76%	-0.62%	7.89%	8.35%	17.05%	19.92%	12.03%	15.82%	11.37%
Portfolio components:
VTI Vanguard Total Stock Market ETF	0.53%	-0.29%	8.77%	10.49%	19.82%	18.92%	11.74%	14.63%	9.58%
VUG Vanguard Growth ETF	1.10%	-1.13%	6.39%	5.02%	12.79%	21.19%	12.16%	17.38%	12.08%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 30, 2004, VTI + VUG's average daily return is +0.05%, while the average monthly return is +1.00%. At this rate, an investment would double in approximately 5.8 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +13.9%, while the worst month was Oct 2008 at -17.6%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, VTI + VUG closed higher 56% of trading days. The best single day was Oct 13, 2008 with a return of +12.5%, while the worst single day was Mar 16, 2020 at -11.9%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	0.43%	-2.01%	-5.03%	11.95%	6.23%	-1.79%	-0.73%						8.35%
2025	2.59%	-2.34%	-6.89%	0.36%	7.45%	5.60%	2.91%	1.71%	3.93%	2.93%	-0.49%	-0.22%	18.11%
2024	1.53%	6.01%	2.49%	-4.28%	5.38%	4.58%	0.42%	2.18%	2.16%	-0.56%	6.76%	-1.63%	27.39%
2023	8.31%	-2.00%	4.77%	1.06%	2.33%	6.80%	3.54%	-1.59%	-5.18%	-2.29%	10.30%	4.90%	34.15%
2022	-7.40%	-3.31%	3.47%	-10.63%	-1.20%	-8.32%	10.82%	-4.25%	-9.72%	6.51%	4.96%	-6.83%	-25.17%
2021	-0.61%	2.23%	2.93%	5.79%	-0.31%	3.90%	2.31%	3.19%	-4.81%	7.32%	-0.58%	2.88%	26.43%

Benchmark Metrics

VTI + VUG has an annualized alpha of 2.41%, beta of 1.01, and R2 of 0.98 versus S&P 500 Index. Calculated based on daily prices since January 30, 2004.

This portfolio captured 111.72% of S&P 500 Index gains but only 99.62% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 2.41% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 1.01 and R2 of 0.98, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha: 2.41%

Beta: 1.01

R²: 0.98

Upside Capture: 111.72%

Downside Capture: 99.62%

See how alpha, beta & R² have trended over time →

Expense Ratio

VTI + VUG has an expense ratio of 0.03%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

VTI

Vanguard Total Stock Market ETF

VUG

Vanguard Growth ETF

Return for Risk

Risk / Return Rank

VTI + VUG ranks 27 for risk / return — above 27% of Portfolios peers on PortfoliosLab. Its historical combined result is below the peer median.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

Risk / Return Metrics

The table below presents risk-adjusted performance metrics for VTI + VUG and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.16	1.42	-0.25
Sortino ratioReturn per unit of downside risk	1.66	1.98	-0.32
Omega ratioGain probability vs. loss probability	1.21	1.25	-0.05
Calmar ratioReturn relative to maximum drawdown	1.54	2.00	-0.47
Martin ratioReturn relative to average drawdown	5.88	8.49	-2.61

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
VTI Vanguard Total Stock Market ETF	67	1.52	2.12	1.27	2.23	9.62
VUG Vanguard Growth ETF	28	0.72	1.10	1.13	0.78	2.47

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current VTI + VUG Sharpe ratio is 1.16 as of Jul 31, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.12 to 1.93, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of VTI + VUG compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

VTI + VUG provided a 0.79% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.79%	0.84%	0.95%	1.10%	1.28%	0.92%	1.12%	1.45%	1.75%	1.48%	1.71%	1.71%
Portfolio components:
VTI Vanguard Total Stock Market ETF	1.06%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%
VUG Vanguard Growth ETF	0.40%	0.41%	0.47%	0.58%	0.70%	0.48%	0.66%	0.95%	1.32%	1.14%	1.39%	1.30%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the VTI + VUG. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the VTI + VUG was 53.43%, occurring on Mar 9, 2009. Recovery took 540 trading sessions.

The current VTI + VUG drawdown is 3.72%.

Drawdown	Fall	Recovery	Underwater	Related event
-53.43%Mar 2009	1y 5mo	2y 1mo	3y 6moOct 2007 - Apr 2011	Financial crisis2007–2009
-33.67%Mar 2020	1mo 2d	3mo 29d	5mo 1dFeb 2020 - Jul 2020	COVID crash2020
-29.54%Oct 2022	9mo 20d	1y 3mo	2y 22dDec 2021 - Jan 2024	Bear market2022
-20.75%Dec 2018	3mo 4d	3mo 19d	6mo 23dSep 2018 - Apr 2019	Rate-hike selloffLate 2018
-20.71%Apr 2025	1mo 17d	2mo 19d	4mo 6dFeb 2025 - Jun 2025	2025 selloff2025

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 2 assets, with an effective number of assets of 1.92, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.01	1.01	1.01	1.01	1.01

The portfolio has a diversification ratio of 1.01, placing it in the bottom quartile across portfolios. The holdings provided limited volatility reduction when combined.

VTI + VUG correlation to the S&P 500 Index

VTI + VUG has a 0.99 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.99
Correlation (3Y) Balances recent behavior with more history.	0.99
Correlation (5Y) Shows whether the relationship held over a longer period.	0.99
Correlation (10Y) Provides a long-term view across more market conditions.	0.98
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004	0.98

Benchmark Correlations

Correlation vs. S&P 500 Index. VTI has the highest benchmark correlation at 0.99, while VUG has the lowest at 0.94.

VUG

0.94

VTI

0.99

Portfolio Correlations

Correlation vs. VTI + VUG. VTI has the highest portfolio correlation at 0.99, while VUG has the lowest at 0.98.

VUG

0.98

VTI

0.99

Asset Correlations Table

See how each holding historically moved in relation to the other holdings, the portfolio, and the selected benchmark.

	VUG	VTI
VUG	1.00	0.94
VTI	0.94	1.00

Based on daily historical returns since Jan 30, 2004

Diversification Analysis

Find what VTI + VUG is missing

See which holdings overlap, where VTI + VUG is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification