ABOT vs. VUG

Last updated Jul 8, 2026

ABOT (Abacus FCF Innovation Leaders ETF) and VUG (Vanguard Growth ETF) are both Large Cap Growth Equities funds - ABOT tracks the FCF US Quality Innovation Index while VUG tracks the CRSP US Large Cap Growth Index. Both are passively managed. Over the past 5 years, ABOT returned 8.80%/yr vs 12.74%/yr for VUG. Their correlation of 0.86 suggests significant overlap in exposure. ABOT charges 0.39%/yr vs 0.03%/yr for VUG.

Performance

ABOT vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Abacus FCF Innovation Leaders ETF (ABOT) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ABOT achieves a 3.85% return, which is significantly lower than VUG's 5.85% return.

ABOT

• 1D: 0.80%
• 1M: 3.72%
• 6M: 3.99%
• YTD: 3.85%
• 1Y: 4.27%
• 3Y*: 18.64%
• 5Y*: 8.80%
• 10Y*: —

VUG

• 1D: -0.92%
• 1M: 0.05%
• 6M: 5.34%
• YTD: 5.85%
• 1Y: 17.96%
• 3Y*: 23.14%
• 5Y*: 12.74%
• 10Y*: 17.70%

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

ABOT vs. VUG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
ABOT Abacus FCF Innovation Leaders ETF	3.85%	8.42%	31.93%	26.92%	-24.05%	18.51%	3.29%
VUG Vanguard Growth ETF	5.85%	19.40%	32.69%	46.83%	-33.16%	27.35%	2.36%

Correlation

The correlation between ABOT and VUG is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.69
Correlation (3Y) Calculated over the trailing 3-year period	0.82
Correlation (5Y) Calculated over the trailing 5-year period	0.86
Correlation (All Time) Calculated using the full available price history since Dec 8, 2020	0.86

The correlation between ABOT and VUG shifts across timeframes, from 0.69 (1 year) to 0.86 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

ABOT vs. VUG — Risk / Return Rank

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

ABOT

ABOT Risk / Return Rank: 11
ABOT Sharpe Ratio Rank: 12
ABOT Sortino Ratio Rank: 11
ABOT Omega Ratio Rank: 11
ABOT Calmar Ratio Rank: 11
ABOT Martin Ratio Rank: 11

VUG

VUG Risk / Return Rank: 30
VUG Sharpe Ratio Rank: 33
VUG Sortino Ratio Rank: 31
VUG Omega Ratio Rank: 31
VUG Calmar Ratio Rank: 25
VUG Martin Ratio Rank: 29

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ABOT vs. VUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Abacus FCF Innovation Leaders ETF (ABOT) 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.

	ABOT	VUG	Difference
Sharpe ratio: Return per unit of total volatility	0.23	1.06	-0.83
Sortino ratio: Return per unit of downside risk	0.44	1.52	-1.08
Omega ratio: Gain probability vs. loss probability	1.05	1.19	-0.14
Calmar ratio: Return relative to maximum drawdown	0.20	1.09	-0.89
Martin ratio: Return relative to average drawdown	0.46	3.62	-3.16

ABOT vs. VUG - Sharpe Ratio Comparison

The current ABOT Sharpe Ratio is 0.23, which is lower than the VUG Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of ABOT and VUG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ABOT vs. VUG - Drawdown Comparison

The maximum ABOT drawdown since its inception was -29.71%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for ABOT and VUG.

Drawdown Indicators

	ABOT	VUG	Difference
Max Drawdown Largest peak-to-trough decline	-29.71%	-50.68%	+20.97%
Max Drawdown (1Y) Largest decline over 1 year	-21.54%	-16.53%	-5.01%
Max Drawdown (3Y) Largest decline over 3 years	-22.72%	-22.85%	+0.13%
Max Drawdown (5Y) Largest decline over 5 years	-29.71%	-35.61%	+5.90%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.61%	—
Current Drawdown Current decline from peak	-3.11%	-4.78%	+1.67%
Average Drawdown Average peak-to-trough decline	-9.44%	-7.08%	-2.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.23%	4.97%	+4.26%

Volatility

ABOT vs. VUG - Volatility Comparison

The current volatility for Abacus FCF Innovation Leaders ETF (ABOT) is 6.51%, while Vanguard Growth ETF (VUG) has a volatility of 7.49%. This indicates that ABOT 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.

Volatility by Period

	ABOT	VUG	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.51%	7.49%	-0.98%
Volatility (6M) Calculated over the trailing 6-month period	15.78%	13.77%	+2.01%
Volatility (1Y) Calculated over the trailing 1-year period	18.47%	17.08%	+1.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.82%	22.43%	-2.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.76%	21.50%	-1.74%

ABOT vs. VUG - Expense Ratio Comparison

ABOT has a 0.39% expense ratio, which is higher than VUG's 0.03% expense ratio.

Dividends

ABOT vs. VUG - Dividend Comparison

ABOT's dividend yield for the trailing twelve months is around 0.33%, less than VUG's 0.40% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ABOT Abacus FCF Innovation Leaders ETF	0.33%	0.38%	1.28%	0.77%	1.20%	4.77%	0.02%	0.00%	0.00%	0.00%	0.00%	0.00%
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%

Frequently Asked Questions

Can I hold both ABOT and VUG in my portfolio?

ABOT and VUG have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ABOT or VUG?

VUG has higher volatility (7.49%) compared to ABOT (6.51%). In terms of maximum drawdown, ABOT dropped -29.71% vs VUG's -50.68%.

Which ETF is better, ABOT or VUG?

On 5-year performance, VUG leads with 12.74% vs 8.80% for ABOT. On fees, VUG is cheaper at 0.03% per year. On volatility, ABOT has been the lower-risk option at 6.51%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ABOT or VUG?

Over the 5-year period, VUG has performed better with a 12.74% return vs 8.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ABOT or VUG?

VUG is cheaper with a 0.03% expense ratio, compared with 0.39% for ABOT.

Which ETF pays a higher dividend yield, ABOT or VUG?

VUG has the higher dividend yield at 0.40%, compared with 0.33% for ABOT.

What is the main difference between ABOT and VUG?

ABOT tracks FCF US Quality Innovation Index, while VUG tracks CRSP US Large Cap Growth Index. They also come from different issuers: Abacus and Vanguard. Their fees differ too: 0.39% for ABOT and 0.03% for VUG.

Which has better risk-adjusted returns?

VUG currently has the higher Sharpe Ratio (1.06 vs 0.23), 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.