VUG + VGT

Asset Allocation

Position	Category/Sector	Target Weight
VUG Vanguard Growth ETF	Large Cap Growth Equities	60%
VGT Vanguard Information Technology ETF	Technology 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 VUG + VGT, 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 VUG + VGT returned 11.19% Year-To-Date and 20.07% 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 VUG + VGT	0.52%	-2.06%	12.41%	11.19%	20.32%	23.41%	14.48%	20.07%	13.23%
Portfolio components:
VGT Vanguard Information Technology ETF	-0.38%	-3.47%	21.30%	20.36%	31.68%	26.48%	17.81%	24.06%	14.84%
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, VUG + VGT's average daily return is +0.06%, while the average monthly return is +1.16%. At this rate, an investment would double in approximately 5.0 years.

Historically, 61% of months were positive and 39% were negative. The best month was Apr 2026 with a return of +15.9%, while the worst month was Oct 2008 at -17.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, VUG + VGT closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +12.4%, while the worst single day was Mar 16, 2020 at -13.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-1.09%	-3.71%	-4.62%	15.87%	11.66%	-2.67%	-2.80%						11.19%
2025	0.82%	-2.99%	-8.79%	1.73%	9.67%	7.54%	3.94%	0.83%	5.71%	4.90%	-3.05%	-0.18%	20.39%
2024	2.11%	6.17%	1.42%	-4.77%	7.01%	7.27%	-1.67%	1.76%	2.35%	-0.45%	6.85%	0.29%	31.34%
2023	10.11%	-0.66%	8.55%	0.51%	6.47%	6.64%	3.16%	-1.52%	-6.05%	-1.74%	12.29%	4.57%	49.18%
2022	-8.78%	-4.49%	3.59%	-12.46%	-2.27%	-8.84%	13.17%	-5.26%	-10.98%	5.43%	4.93%	-8.20%	-31.78%
2021	-0.89%	1.10%	1.37%	6.21%	-1.35%	6.52%	3.26%	3.61%	-5.49%	8.23%	1.67%	1.96%	28.60%

Benchmark Metrics

VUG + VGT has an annualized alpha of 4.01%, beta of 1.05, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since January 30, 2004.

This portfolio captured 125.36% of S&P 500 Index gains and 104.30% of its losses - amplifying both gains and losses, but participating more in upside than downside.
This portfolio generated an annualized alpha of 4.01% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 1.05 and R2 of 0.89, 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: 4.01%

Beta: 1.05

R²: 0.89

Upside Capture: 125.36%

Downside Capture: 104.30%

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

Expense Ratio

VUG + VGT has an expense ratio of 0.05%, 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.

VGT

Vanguard Information Technology ETF

VUG

Vanguard Growth ETF

Return for Risk

Risk / Return Rank

VUG + VGT ranks 21 for risk / return — above 21% 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 VUG + VGT 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	1.02	1.42	-0.39
Sortino ratioReturn per unit of downside risk	1.48	1.98	-0.50
Omega ratioGain probability vs. loss probability	1.18	1.25	-0.07
Calmar ratioReturn relative to maximum drawdown	1.24	2.00	-0.76
Martin ratioReturn relative to average drawdown	3.72	8.49	-4.78

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
VGT Vanguard Information Technology ETF	52	1.31	1.82	1.23	1.94	5.23
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 VUG + VGT Sharpe ratio is 1.02 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 places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of VUG + VGT 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

VUG + VGT provided a 0.39% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.39%	0.41%	0.52%	0.61%	0.79%	0.54%	0.73%	1.02%	1.31%	1.08%	1.36%	1.30%
Portfolio components:
VGT Vanguard Information Technology ETF	0.38%	0.40%	0.60%	0.65%	0.91%	0.64%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%
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 VUG + VGT. 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 VUG + VGT was 52.02%, occurring on Mar 9, 2009. Recovery took 469 trading sessions.

The current VUG + VGT drawdown is 7.68%.

Drawdown	Fall	Recovery	Underwater	Related event
-52.02%Mar 2009	1y 4mo	1y 10mo	3y 2moNov 2007 - Jan 2011	Financial crisis2007–2009
-35.37%Oct 2022	9mo 20d	1y 2mo	1y 11moDec 2021 - Dec 2023	Bear market2022
-31.81%Mar 2020	1mo 2d	2mo 17d	3mo 19dFeb 2020 - Jun 2020	COVID crash2020
-24.61%Apr 2025	3mo 22d	2mo 17d	6mo 9dDec 2024 - Jun 2025	2025 selloff2025
-22.78%Dec 2018	2mo 23d	3mo 10d	6mo 3dOct 2018 - Apr 2019	Rate-hike selloffLate 2018

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	1.02	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.

VUG + VGT correlation to the S&P 500 Index

VUG + VGT has a 0.93 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.	0.93
Correlation (3Y) Balances recent behavior with more history.	0.93
Correlation (5Y) Shows whether the relationship held over a longer period.	0.94
Correlation (10Y) Provides a long-term view across more market conditions.	0.93
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004	0.93

Benchmark Correlations

Correlation vs. S&P 500 Index. VUG has the highest benchmark correlation at 0.94, while VGT has the lowest at 0.87.

VGT

0.87

VUG

0.94

Portfolio Correlations

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

VGT

0.98

VUG

0.98

Asset Correlations Table

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

	VGT	VUG
VGT	1.00	0.92
VUG	0.92	1.00

Based on daily historical returns since Jan 30, 2004

Diversification Analysis

Find what VUG + VGT is missing

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

Analyze Diversification