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BBHL vs. VUG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBHL vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BBH Select Large Cap ETF (BBHL) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

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BBHL vs. VUG - Yearly Performance Comparison


2026 (YTD)2025
BBHL
BBH Select Large Cap ETF
-6.51%2.72%
VUG
Vanguard Growth ETF
-9.29%1.89%

Returns By Period

In the year-to-date period, BBHL achieves a -6.51% return, which is significantly higher than VUG's -9.29% return.


BBHL

1D
0.33%
1M
-5.22%
YTD
-6.51%
6M
1Y
3Y*
5Y*
10Y*

VUG

1D
0.11%
1M
-3.66%
YTD
-9.29%
6M
-8.34%
1Y
17.67%
3Y*
21.67%
5Y*
11.69%
10Y*
16.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BBHL vs. VUG - Expense Ratio Comparison

BBHL has a 0.71% expense ratio, which is higher than VUG's 0.03% expense ratio.


Return for Risk

BBHL vs. VUG — Risk / Return Rank

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

BBHL

VUG
VUG Risk / Return Rank: 3838
Overall Rank
VUG Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
VUG Sortino Ratio Rank: 4242
Sortino Ratio Rank
VUG Omega Ratio Rank: 4141
Omega Ratio Rank
VUG Calmar Ratio Rank: 3636
Calmar Ratio Rank
VUG Martin Ratio Rank: 3535
Martin Ratio Rank
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.

BBHL vs. VUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BBH Select Large Cap ETF (BBHL) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BBHL vs. VUG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BBHLVUGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.81

0.58

-1.38

Correlation

The correlation between BBHL and VUG is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BBHL vs. VUG - Dividend Comparison

BBHL has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.45%.


TTM20252024202320222021202020192018201720162015
BBHL
BBH Select Large Cap ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUG
Vanguard Growth ETF
0.45%0.41%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%

Drawdowns

BBHL vs. VUG - Drawdown Comparison

The maximum BBHL drawdown since its inception was -11.99%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for BBHL and VUG.


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Drawdown Indicators


BBHLVUGDifference

Max Drawdown

Largest peak-to-trough decline

-11.99%

-50.68%

+38.69%

Max Drawdown (1Y)

Largest decline over 1 year

-16.53%

Max Drawdown (5Y)

Largest decline over 5 years

-35.61%

Max Drawdown (10Y)

Largest decline over 10 years

-35.61%

Current Drawdown

Current decline from peak

-9.41%

-12.15%

+2.74%

Average Drawdown

Average peak-to-trough decline

-3.42%

-7.13%

+3.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.78%

Volatility

BBHL vs. VUG - Volatility Comparison


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Volatility by Period


BBHLVUGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.02%

Volatility (6M)

Calculated over the trailing 6-month period

12.69%

Volatility (1Y)

Calculated over the trailing 1-year period

13.04%

22.69%

-9.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.04%

22.22%

-9.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.04%

21.38%

-8.34%