BUYZ vs. VUG

Last updated Jun 4, 2026

BUYZ (Franklin Disruptive Commerce ETF) and VUG (Vanguard Growth ETF) are both Large Cap Growth Equities funds. BUYZ is actively managed, while VUG is passively managed. Over the past 5 years, BUYZ returned -7.01%/yr vs 15.11%/yr for VUG. Their correlation of 0.82 suggests significant overlap in exposure. BUYZ charges 0.50%/yr vs 0.03%/yr for VUG.

Performance

BUYZ vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Disruptive Commerce ETF (BUYZ) 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, BUYZ achieves a -15.59% return, which is significantly lower than VUG's 9.49% return.

BUYZ

• 1D: -1.79%
• 1M: -4.87%
• YTD: -15.59%
• 6M: -16.44%
• 1Y: -13.70%
• 3Y*: 11.07%
• 5Y*: -7.01%
• 10Y*: —

VUG

• 1D: -1.23%
• 1M: 6.22%
• YTD: 9.49%
• 6M: 8.72%
• 1Y: 27.84%
• 3Y*: 25.93%
• 5Y*: 15.11%
• 10Y*: 18.26%

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

BUYZ vs. VUG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
BUYZ Franklin Disruptive Commerce ETF	-15.59%	8.70%	28.25%	39.13%	-49.81%	-19.38%	111.45%
VUG Vanguard Growth ETF	9.49%	19.40%	32.69%	46.83%	-33.16%	27.35%	45.40%

Correlation

The correlation between BUYZ and VUG is 0.72, 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	0.72
Correlation (3Y) Calculated over the trailing 3-year period	0.80
Correlation (5Y) Calculated over the trailing 5-year period	0.84
Correlation (All Time) Calculated using the full available price history since Mar 2, 2020	0.82

The correlation between BUYZ and VUG shifts across timeframes, from 0.72 (1 year) to 0.84 (5 years), reflecting how their relationship changes across market environments.

BUYZ vs. VUG - Sectors Allocation Comparison

Sectors	BUYZ	VUG
Consumer Cyclical	41.0%	12.2%
Communication Services	21.9%	17.3%
Technology	15.9%	53.5%
Financial Services	7.8%	4.3%
Consumer Defensive	6.1%	1.5%
Industrials	4.7%	3.6%
Real Estate	2.5%	1.0%
Healthcare	0.7%	4.6%
Basic Materials	-	0.6%
Energy	-	0.4%
Utilities	-	0.9%

Return for Risk

BUYZ vs. VUG — Risk / Return Rank

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

BUYZ

BUYZ Risk / Return Rank: 4
BUYZ Sharpe Ratio Rank: 4
BUYZ Sortino Ratio Rank: 4
BUYZ Omega Ratio Rank: 4
BUYZ Calmar Ratio Rank: 5
BUYZ Martin Ratio Rank: 5

VUG

VUG Risk / Return Rank: 43
VUG Sharpe Ratio Rank: 50
VUG Sortino Ratio Rank: 47
VUG Omega Ratio Rank: 48
VUG Calmar Ratio Rank: 33
VUG Martin Ratio Rank: 37

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.

BUYZ vs. VUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Disruptive Commerce ETF (BUYZ) 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.

	BUYZ	VUG	Difference
Sharpe ratio: Return per unit of total volatility	-0.62	1.77	-2.39
Sortino ratio: Return per unit of downside risk	-0.72	2.40	-3.12
Omega ratio: Gain probability vs. loss probability	0.91	1.31	-0.40
Calmar ratio: Return relative to maximum drawdown	-0.45	1.69	-2.14
Martin ratio: Return relative to average drawdown	-0.91	5.92	-6.83
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BUYZ vs. VUG - Sharpe Ratio Comparison

The current BUYZ Sharpe Ratio is -0.62, which is lower than the VUG Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of BUYZ 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.

Sharpe Ratios by Period

	BUYZ	VUG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.62	1.77	-2.39
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.26	0.68	-0.94
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.85	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.19	0.62	-0.43

Drawdowns

BUYZ vs. VUG - Drawdown Comparison

The maximum BUYZ drawdown since its inception was -68.04%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for BUYZ and VUG.

Drawdown Indicators

	BUYZ	VUG	Difference
Max Drawdown Largest peak-to-trough decline	-68.04%	-50.68%	-17.36%
Max Drawdown (1Y) Largest decline over 1 year	-30.85%	-16.53%	-14.32%
Max Drawdown (3Y) Largest decline over 3 years	-30.85%	-22.85%	-8.00%
Max Drawdown (5Y) Largest decline over 5 years	-63.32%	-35.61%	-27.71%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.61%	—
Current Drawdown Current decline from peak	-45.52%	-1.51%	-44.01%
Average Drawdown Average peak-to-trough decline	-38.76%	-7.09%	-31.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.13%	4.71%	+10.42%

Volatility

BUYZ vs. VUG - Volatility Comparison

Franklin Disruptive Commerce ETF (BUYZ) has a higher volatility of 5.15% compared to Vanguard Growth ETF (VUG) at 3.83%. This indicates that BUYZ'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.

Volatility by Period

	BUYZ	VUG	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.15%	3.83%	+1.32%
Volatility (6M) Calculated over the trailing 6-month period	17.16%	12.11%	+5.05%
Volatility (1Y) Calculated over the trailing 1-year period	22.18%	15.84%	+6.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.17%	22.22%	+4.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.91%	21.44%	+8.47%

BUYZ vs. VUG - Expense Ratio Comparison

BUYZ has a 0.50% expense ratio, which is higher than VUG's 0.03% expense ratio.

Dividends

BUYZ vs. VUG - Dividend Comparison

BUYZ has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.37%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BUYZ Franklin Disruptive Commerce ETF	0.00%	0.00%	0.07%	0.00%	0.00%	0.77%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VUG Vanguard Growth ETF	0.37%	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 BUYZ and VUG in my portfolio?

BUYZ and VUG have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BUYZ or VUG?

BUYZ has higher volatility (5.15%) compared to VUG (3.83%). In terms of maximum drawdown, BUYZ dropped -68.04% vs VUG's -50.68%.

Which ETF is better, BUYZ or VUG?

On 5-year performance, VUG leads with 15.11% vs -7.01% for BUYZ. On fees, VUG is cheaper at 0.03% per year. On volatility, VUG has been the lower-risk option at 3.83%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BUYZ or VUG?

Over the 5-year period, VUG has performed better with a 15.11% return vs -7.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BUYZ or VUG?

VUG is cheaper with a 0.03% expense ratio, compared with 0.50% for BUYZ.

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

VUG has the higher dividend yield at 0.37%, compared with 0.00% for BUYZ.

What is the main difference between BUYZ and VUG?

They also come from different issuers: Franklin Templeton and Vanguard. Their fees differ too: 0.50% for BUYZ and 0.03% for VUG.

Which has better risk-adjusted returns?

VUG currently has the higher Sharpe Ratio (1.77 vs -0.62), 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.