US Growth
Vanguard Growth ETF (VUG)
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VUG Vanguard Growth ETF | Large Cap Growth Equities | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in US Growth, 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 Quarterly
The earliest data available for this chart is Jan 30, 2004, corresponding to the inception date of VUG
Returns By Period
As of Nov 13, 2024, the US Growth returned 31.99% Year-To-Date and 15.84% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| US Growth | 31.99% | 4.25% | 16.62% | 39.79% | 19.34% | 15.84% |
| Portfolio components: | ||||||
VUG Vanguard Growth ETF | 31.99% | 4.25% | 16.62% | 39.79% | 19.34% | 15.84% |
Monthly Returns
The table below presents the monthly returns of US Growth, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.16% | 7.07% | 1.36% | -4.18% | 6.32% | 6.78% | -1.79% | 2.25% | 2.35% | -0.26% | 31.99% | ||
| 2023 | 10.38% | -1.42% | 7.76% | 1.04% | 5.17% | 6.91% | 3.36% | -1.09% | -5.74% | -1.76% | 11.61% | 4.32% | 46.83% |
| 2022 | -9.41% | -4.59% | 3.80% | -12.88% | -2.69% | -8.46% | 13.04% | -5.00% | -10.44% | 4.11% | 4.62% | -8.36% | -33.16% |
| 2021 | -1.01% | 0.85% | 1.80% | 6.91% | -1.43% | 6.02% | 3.18% | 3.67% | -5.32% | 8.26% | 0.71% | 1.57% | 27.35% |
| 2020 | 3.13% | -6.47% | -10.59% | 15.08% | 7.06% | 4.90% | 7.56% | 10.09% | -4.71% | -3.01% | 10.37% | 4.16% | 40.25% |
| 2019 | 9.20% | 3.69% | 3.13% | 4.71% | -6.34% | 6.78% | 2.30% | -0.57% | 0.29% | 2.59% | 3.99% | 2.98% | 37.03% |
| 2018 | 6.83% | -2.92% | -2.49% | 0.27% | 4.39% | 1.15% | 2.51% | 4.67% | 0.48% | -9.07% | 0.57% | -8.42% | -3.32% |
| 2017 | 3.53% | 4.38% | 1.31% | 2.28% | 2.80% | -0.42% | 2.54% | 1.17% | 1.03% | 2.89% | 2.42% | 0.87% | 27.72% |
| 2016 | -6.01% | -0.40% | 7.20% | -0.79% | 2.49% | -0.66% | 4.79% | -0.31% | 0.62% | -2.59% | 1.22% | 1.17% | 6.27% |
| 2015 | -1.52% | 6.25% | -3.93% | 2.81% | 1.48% | -1.65% | 3.27% | -6.30% | -2.86% | 8.97% | 0.15% | -2.42% | 3.24% |
| 2014 | -3.05% | 5.61% | -1.59% | 0.04% | 3.57% | 2.39% | -1.56% | 4.60% | -1.83% | 3.00% | 3.06% | -0.95% | 13.61% |
| 2013 | 4.40% | 0.83% | 3.75% | 1.61% | 1.74% | -2.15% | 5.58% | -1.85% | 4.82% | 4.25% | 2.38% | 3.42% | 32.48% |
Expense Ratio
US Growth has an expense ratio of 0.04%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of US Growth is 45, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VUG Vanguard Growth ETF | 2.53 | 3.26 | 1.46 | 3.28 | 12.97 |
Dividends
Dividend yield
US Growth provided a 0.48% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.48% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
| Portfolio components: | ||||||||||||
VUG Vanguard Growth ETF | 0.48% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Monthly Dividends
The table below shows the monthly dividends paid by this portfolio.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.47 | $0.00 | $0.00 | $0.46 | $0.00 | $0.00 | $0.45 | $0.00 | $0.00 | $1.38 | |
| 2023 | $0.00 | $0.00 | $0.43 | $0.00 | $0.00 | $0.41 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.58 | $1.80 |
| 2022 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.43 | $0.00 | $0.00 | $0.45 | $1.50 |
| 2021 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.47 | $1.54 |
| 2020 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $0.42 | $0.00 | $0.00 | $0.41 | $0.00 | $0.00 | $0.46 | $1.68 |
| 2019 | $0.00 | $0.00 | $0.43 | $0.00 | $0.00 | $0.41 | $0.00 | $0.00 | $0.39 | $0.00 | $0.00 | $0.51 | $1.74 |
| 2018 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.42 | $0.00 | $0.00 | $0.47 | $0.00 | $0.00 | $0.53 | $1.77 |
| 2017 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.41 | $0.00 | $0.00 | $0.48 | $1.61 |
| 2016 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.53 | $1.55 |
| 2015 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.41 | $1.39 |
| 2014 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.41 | $1.26 |
| 2013 | $0.23 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.35 | $1.11 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the US Growth. 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 US Growth was 50.68%, occurring on Mar 9, 2009. Recovery took 485 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -50.68% | Nov 1, 2007 | 339 | Mar 9, 2009 | 485 | Feb 8, 2011 | 824 |
| -35.61% | Nov 22, 2021 | 240 | Nov 3, 2022 | 304 | Jan 23, 2024 | 544 |
| -31.78% | Feb 20, 2020 | 23 | Mar 23, 2020 | 53 | Jun 8, 2020 | 76 |
| -22.34% | Oct 2, 2018 | 58 | Dec 24, 2018 | 73 | Apr 10, 2019 | 131 |
| -18.46% | Jul 8, 2011 | 61 | Oct 3, 2011 | 84 | Feb 2, 2012 | 145 |
Volatility
Volatility Chart
The current US Growth volatility is 5.05%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.