^UTY vs. VUG
^UTY (PHLX Utility Sector Index) is an index, while VUG (Vanguard Growth ETF) is Large Cap Growth Equities fund tracking the CRSP US Large Cap Growth Index. Over the past 10 years, ^UTY returned 5.66%/yr vs 17.52%/yr for VUG. Their 0.39 correlation means their historical movements had little consistent relationship.
Performance
^UTY vs. VUG - Performance Comparison
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Returns By Period
In the year-to-date period, ^UTY achieves a 4.57% return, which is significantly lower than VUG's 7.33% return. Over the past 10 years, ^UTY has underperformed VUG with an annualized return of 5.66%, while VUG has yielded a comparatively higher 17.52% annualized return.
^UTY
- 1D
- -0.14%
- 1M
- -3.04%
- 6M
- 4.42%
- YTD
- 4.57%
- 1Y
- 4.80%
- 3Y*
- 10.78%
- 5Y*
- 5.08%
- 10Y*
- 5.66%
- ALL TIME*
- 4.68%
VUG
- 1D
- 2.21%
- 1M
- 1.85%
- 6M
- 8.45%
- YTD
- 7.33%
- 1Y
- 17.91%
- 3Y*
- 23.28%
- 5Y*
- 12.56%
- 10Y*
- 17.52%
- ALL TIME*
- 12.19%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $562.97M | $645.16M | $657.53M |
^UTY vs. VUG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
^UTY PHLX Utility Sector Index | 4.57% | 13.45% | 16.89% | -12.33% | -2.35% | 14.64% | -0.62% | 22.62% | -0.16% | 8.96% |
VUG Vanguard Growth ETF | 7.33% | 19.40% | 32.69% | 46.83% | -33.16% | 27.35% | 40.25% | 37.03% | -3.32% | 27.72% |
Correlation
The correlation between ^UTY and VUG is -0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.09 |
Correlation (3Y) Balances recent behavior with more history. | 0.01 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.18 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.23 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.39 |
The correlation between ^UTY and VUG shifts across timeframes, from -0.09 (1 year) to 0.39 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
^UTY vs. VUG — Risk / Return Rank
^UTY
VUG
^UTY vs. VUG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PHLX Utility Sector Index (^UTY) and Vanguard Growth ETF (VUG). 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.
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.
| ^UTY | VUG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -0.94 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.18 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.52 | 1.09 | -0.57 |
| Martin ratioReturn relative to average drawdown | 1.05 | 3.45 | -2.40 |
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Drawdowns
^UTY vs. VUG - Drawdown Comparison
The maximum ^UTY drawdown since its inception was -48.16%, roughly equal to the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for ^UTY and VUG.
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Drawdown Indicators
| ^UTY | VUG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.16% | -50.68% | +2.52% |
Max Drawdown (1Y)Largest decline over 1 year | -9.28% | -16.53% | +7.25% |
Max Drawdown (3Y)Largest decline over 3 years | -13.75% | -22.85% | +9.10% |
Max Drawdown (5Y)Largest decline over 5 years | -29.12% | -35.61% | +6.49% |
Max Drawdown (10Y)Largest decline over 10 years | -36.10% | -35.61% | -0.49% |
Current DrawdownCurrent decline from peak | -6.06% | -3.45% | -2.61% |
Average DrawdownAverage peak-to-trough decline | -12.43% | -7.08% | -5.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.57% | 5.20% | -0.63% |
Volatility
^UTY vs. VUG - Volatility Comparison
The current volatility for PHLX Utility Sector Index (^UTY) is 4.11%, while Vanguard Growth ETF (VUG) has a volatility of 5.95%. This indicates that ^UTY experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ^UTY | VUG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.11% | 5.95% | -1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 12.21% | 14.38% | -2.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.94% | 17.76% | -2.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.54% | 22.52% | -4.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.57% | 21.57% | -2.00% |
Frequently Asked Questions
^UTY and VUG have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VUG has higher volatility (5.95%) compared to ^UTY (4.11%). In terms of maximum drawdown, ^UTY dropped -48.16% vs VUG's -50.68%.
VUG currently has the higher Sharpe Ratio (1.01 vs 0.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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