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AADR vs. VUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AADR and VUG is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

AADR vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Dorsey Wright ADR ETF (AADR) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%SeptemberOctoberNovemberDecember2025February
23.51%
9.96%
AADR
VUG

Key characteristics

Sharpe Ratio

AADR:

1.78

VUG:

1.21

Sortino Ratio

AADR:

2.36

VUG:

1.66

Omega Ratio

AADR:

1.31

VUG:

1.22

Calmar Ratio

AADR:

2.43

VUG:

1.64

Martin Ratio

AADR:

10.17

VUG:

6.17

Ulcer Index

AADR:

3.20%

VUG:

3.45%

Daily Std Dev

AADR:

18.33%

VUG:

17.58%

Max Drawdown

AADR:

-45.01%

VUG:

-50.68%

Current Drawdown

AADR:

-3.26%

VUG:

-4.38%

Returns By Period

In the year-to-date period, AADR achieves a 9.94% return, which is significantly higher than VUG's -0.38% return. Over the past 10 years, AADR has underperformed VUG with an annualized return of 8.20%, while VUG has yielded a comparatively higher 15.22% annualized return.


AADR

YTD

9.94%

1M

3.95%

6M

23.51%

1Y

32.61%

5Y*

10.55%

10Y*

8.20%

VUG

YTD

-0.38%

1M

-0.98%

6M

9.96%

1Y

21.40%

5Y*

19.24%

10Y*

15.22%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AADR vs. VUG - Expense Ratio Comparison

AADR has a 1.10% expense ratio, which is higher than VUG's 0.04% expense ratio.


AADR
AdvisorShares Dorsey Wright ADR ETF
Expense ratio chart for AADR: current value at 1.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.10%
Expense ratio chart for VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

AADR vs. VUG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AADR
The Risk-Adjusted Performance Rank of AADR is 8080
Overall Rank
The Sharpe Ratio Rank of AADR is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of AADR is 7979
Sortino Ratio Rank
The Omega Ratio Rank of AADR is 7979
Omega Ratio Rank
The Calmar Ratio Rank of AADR is 8080
Calmar Ratio Rank
The Martin Ratio Rank of AADR is 8282
Martin Ratio Rank

VUG
The Risk-Adjusted Performance Rank of VUG is 5959
Overall Rank
The Sharpe Ratio Rank of VUG is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of VUG is 5454
Sortino Ratio Rank
The Omega Ratio Rank of VUG is 5858
Omega Ratio Rank
The Calmar Ratio Rank of VUG is 6363
Calmar Ratio Rank
The Martin Ratio Rank of VUG is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AADR vs. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Dorsey Wright ADR ETF (AADR) 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.


Sharpe ratio
The chart of Sharpe ratio for AADR, currently valued at 1.78, compared to the broader market0.002.004.001.781.21
The chart of Sortino ratio for AADR, currently valued at 2.36, compared to the broader market-2.000.002.004.006.008.0010.0012.002.361.66
The chart of Omega ratio for AADR, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.001.311.22
The chart of Calmar ratio for AADR, currently valued at 2.43, compared to the broader market0.005.0010.0015.0020.002.431.64
The chart of Martin ratio for AADR, currently valued at 10.17, compared to the broader market0.0020.0040.0060.0080.00100.0010.176.17
AADR
VUG

The current AADR Sharpe Ratio is 1.78, which is higher than the VUG Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of AADR and VUG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.78
1.21
AADR
VUG

Dividends

AADR vs. VUG - Dividend Comparison

AADR's dividend yield for the trailing twelve months is around 1.21%, more than VUG's 0.47% yield.


TTM20242023202220212020201920182017201620152014
AADR
AdvisorShares Dorsey Wright ADR ETF
1.21%1.33%0.74%3.65%0.92%0.11%0.58%0.75%0.74%0.58%0.81%0.49%
VUG
Vanguard Growth ETF
0.47%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%

Drawdowns

AADR vs. VUG - Drawdown Comparison

The maximum AADR drawdown since its inception was -45.01%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for AADR and VUG. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.26%
-4.38%
AADR
VUG

Volatility

AADR vs. VUG - Volatility Comparison

AdvisorShares Dorsey Wright ADR ETF (AADR) has a higher volatility of 5.34% compared to Vanguard Growth ETF (VUG) at 4.56%. This indicates that AADR's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
5.34%
4.56%
AADR
VUG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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