CARK vs. VUG

Last updated Jun 24, 2026

CARK (Castleark Large Growth ETF) and VUG (Vanguard Growth ETF) are both Large Cap Growth Equities funds. CARK is actively managed, while VUG is passively managed. Over the past year, CARK returned 16.47% vs 20.05% for VUG. With a 0.96 correlation, they move nearly in lockstep. CARK charges 0.54%/yr vs 0.03%/yr for VUG.

Performance

CARK vs. VUG - Performance Comparison

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

Returns By Period

The year-to-date returns for both stocks are quite close, with CARK having a 3.62% return and VUG slightly lower at 3.52%.

CARK

• 1D: -2.21%
• 1M: -2.47%
• YTD: 3.62%
• 6M: 2.61%
• 1Y: 16.47%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VUG

• 1D: -2.12%
• 1M: -3.95%
• YTD: 3.52%
• 6M: 2.23%
• 1Y: 20.05%
• 3Y*: 22.74%
• 5Y*: 12.80%
• 10Y*: 18.02%

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

CARK vs. VUG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
CARK Castleark Large Growth ETF	3.62%	10.84%	26.49%	4.12%
VUG Vanguard Growth ETF	3.52%	19.40%	32.69%	5.00%

Correlation

The correlation between CARK and VUG is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.96
Correlation (All Time) Calculated using the full available price history since Dec 7, 2023	0.96

The correlation between CARK and VUG has been stable across timeframes, ranging from 0.96 to 0.96 - a consistent structural relationship.

CARK vs. VUG - Sectors Allocation Comparison

Sectors	CARK	VUG
Technology	56.3%	53.5%
Communication Services	14.5%	17.3%
Consumer Cyclical	8.6%	12.2%
Financial Services	8.2%	4.3%
Healthcare	7.6%	4.6%
Industrials	4.8%	3.6%
Basic Materials	-	0.6%
Consumer Defensive	-	1.5%
Energy	-	0.4%
Real Estate	-	1.0%
Utilities	-	0.9%

Return for Risk

CARK vs. VUG — Risk / Return Rank

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

CARK

CARK Risk / Return Rank: 26
CARK Sharpe Ratio Rank: 27
CARK Sortino Ratio Rank: 26
CARK Omega Ratio Rank: 26
CARK Calmar Ratio Rank: 23
CARK Martin Ratio Rank: 26

VUG

VUG Risk / Return Rank: 31
VUG Sharpe Ratio Rank: 34
VUG Sortino Ratio Rank: 32
VUG Omega Ratio Rank: 33
VUG Calmar Ratio Rank: 26
VUG Martin Ratio Rank: 30

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.

CARK vs. VUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Castleark Large Growth ETF (CARK) 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.

	CARK	VUG	Difference
Sharpe ratio: Return per unit of total volatility	0.92	1.19	-0.27
Sortino ratio: Return per unit of downside risk	1.33	1.67	-0.34
Omega ratio: Gain probability vs. loss probability	1.17	1.21	-0.05
Calmar ratio: Return relative to maximum drawdown	1.00	1.22	-0.22
Martin ratio: Return relative to average drawdown	3.31	4.15	-0.84

CARK vs. VUG - Sharpe Ratio Comparison

The current CARK Sharpe Ratio is 0.92, which is comparable to the VUG Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of CARK 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

CARK vs. VUG - Drawdown Comparison

The maximum CARK drawdown since its inception was -25.22%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for CARK and VUG.

Drawdown Indicators

	CARK	VUG	Difference
Max Drawdown Largest peak-to-trough decline	-25.22%	-50.68%	+25.46%
Max Drawdown (1Y) Largest decline over 1 year	-16.50%	-16.53%	+0.03%
Max Drawdown (3Y) Largest decline over 3 years	—	-22.85%	—
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	-5.86%	-6.88%	+1.02%
Average Drawdown Average peak-to-trough decline	-4.44%	-7.09%	+2.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.99%	4.84%	+0.15%

Volatility

CARK vs. VUG - Volatility Comparison

Castleark Large Growth ETF (CARK) and Vanguard Growth ETF (VUG) have volatilities of 6.75% and 6.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CARK	VUG	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.75%	6.86%	-0.11%
Volatility (6M) Calculated over the trailing 6-month period	13.93%	13.44%	+0.49%
Volatility (1Y) Calculated over the trailing 1-year period	17.92%	16.91%	+1.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.84%	22.39%	-1.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.84%	21.51%	-0.67%

CARK vs. VUG - Expense Ratio Comparison

CARK has a 0.54% expense ratio, which is higher than VUG's 0.03% expense ratio.

Dividends

CARK vs. VUG - Dividend Comparison

CARK's dividend yield for the trailing twelve months is around 0.01%, less than VUG's 0.39% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CARK Castleark Large Growth ETF	0.01%	0.01%	0.02%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VUG Vanguard Growth ETF	0.39%	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 CARK and VUG in my portfolio?

With a correlation of 0.96, CARK and VUG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, CARK or VUG?

VUG has higher volatility (6.86%) compared to CARK (6.75%). In terms of maximum drawdown, CARK dropped -25.22% vs VUG's -50.68%.

Which ETF is better, CARK or VUG?

On 1-year performance, VUG leads with 20.05% vs 16.47% for CARK. On fees, VUG is cheaper at 0.03% per year. On volatility, CARK has been the lower-risk option at 6.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CARK or VUG?

Over the 1-year period, VUG has performed better with a 20.05% return vs 16.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CARK or VUG?

VUG is cheaper with a 0.03% expense ratio, compared with 0.54% for CARK.

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

VUG has the higher dividend yield at 0.39%, compared with 0.01% for CARK.

What is the main difference between CARK and VUG?

They also come from different issuers: CastleArk and Vanguard. Their fees differ too: 0.54% for CARK and 0.03% for VUG.

Which has better risk-adjusted returns?

VUG currently has the higher Sharpe Ratio (1.19 vs 0.92), 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.