CCOR vs. VUG

Last updated Aug 4, 2026

CCOR (Core Alternative ETF) and VUG (Vanguard Growth ETF) are both Large Cap Growth Equities funds. CCOR is actively managed, while VUG is passively managed. Over the past 5 years, CCOR returned -1.48%/yr vs 12.56%/yr for VUG. Their 0.08 correlation means their historical movements had little consistent relationship. CCOR charges 1.09%/yr vs 0.03%/yr for VUG.

Performance

CCOR vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Core Alternative ETF (CCOR) 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, CCOR achieves a 1.03% return, which is significantly lower than VUG's 7.33% return.

CCOR

• 1D: 0.60%
• 1M: 1.13%
• 6M: -2.83%
• YTD: 1.03%
• 1Y: -0.49%
• 3Y*: -1.09%
• 5Y*: -1.48%
• 10Y*: —
• ALL TIME*: 1.77%

VUG

• 1D: 2.21%
• 1M: 1.85%
• 6M: 8.45%
• YTD: 7.33%
• 1Y: 17.91%
• 3Y*: 23.28%
• 5Y*: 12.56%
• 10Y*: 17.52%
• ALL TIME*: 12.19%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
CCOR Core Alternative ETF	$60.78K	$57.90K	$78.59K
VUG Vanguard Growth ETF	$562.97M	$645.16M	$657.53M

CCOR vs. VUG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CCOR Core Alternative ETF	1.03%	3.52%	-5.70%	-11.92%	2.51%	9.90%	4.07%	6.03%	4.64%	3.97%
VUG Vanguard Growth ETF	7.33%	19.40%	32.69%	46.83%	-33.16%	27.35%	40.25%	37.03%	-3.32%	12.29%

Correlation

The correlation between CCOR and VUG is -0.22, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.22
Correlation (3Y) Balances recent behavior with more history.	-0.24
Correlation (5Y) Shows whether the relationship held over a longer period.	0.00
Correlation (All Time) Calculated using the full available price history since May 24, 2017	0.08

The correlation between CCOR and VUG shifts across timeframes, from -0.24 (3 years) to 0.08 (all time), reflecting how their relationship changes across market environments.

CCOR vs. VUG - Sectors Allocation Comparison

Sectors	CCOR	VUG
Financial Services	18.6%	3.8%
Technology	15.7%	56.2%
Healthcare	12.2%	4.7%
Industrials	9.4%	5.3%
Consumer Cyclical	9.1%	11.5%
Communication Services	7.8%	15.4%
Consumer Defensive	6.9%	1.4%
Energy	6.4%	0.3%
Utilities	6.3%	0.7%
Basic Materials	4.9%	0.5%
Real Estate	2.8%	1.0%

Return for Risk

CCOR vs. VUG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CCOR

CCOR Risk / Return Rank: 10
CCOR Sharpe Ratio Rank: 10
CCOR Sortino Ratio Rank: 9
CCOR Omega Ratio Rank: 9
CCOR Calmar Ratio Rank: 10
CCOR Martin Ratio Rank: 10

VUG

VUG Risk / Return Rank: 37
VUG Sharpe Ratio Rank: 40
VUG Sortino Ratio Rank: 39
VUG Omega Ratio Rank: 38
VUG Calmar Ratio Rank: 33
VUG Martin Ratio Rank: 35

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CCOR vs. VUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Core Alternative ETF (CCOR) 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.

	CCOR	VUG	Difference
Sharpe ratio: Return per unit of total volatility	-0.06	1.01	-1.07
Sortino ratio: Return per unit of downside risk	-0.03	1.48	-1.51
Omega ratio: Gain probability vs. loss probability	1.00	1.18	-0.18
Calmar ratio: Return relative to maximum drawdown	-0.06	1.09	-1.14
Martin ratio: Return relative to average drawdown	-0.12	3.45	-3.57

CCOR vs. VUG - Sharpe Ratio Comparison

The current CCOR Sharpe Ratio is -0.06, which is lower than the VUG Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of CCOR 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

CCOR vs. VUG - Drawdown Comparison

The maximum CCOR drawdown since its inception was -22.99%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for CCOR and VUG.

Drawdown Indicators

	CCOR	VUG	Difference
Max Drawdown Largest peak-to-trough decline	-22.99%	-50.68%	+27.69%
Max Drawdown (1Y) Largest decline over 1 year	-8.79%	-16.53%	+7.74%
Max Drawdown (3Y) Largest decline over 3 years	-12.31%	-22.85%	+10.54%
Max Drawdown (5Y) Largest decline over 5 years	-22.99%	-35.61%	+12.62%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.61%	—
Current Drawdown Current decline from peak	-16.09%	-3.45%	-12.64%
Average Drawdown Average peak-to-trough decline	-7.47%	-7.08%	-0.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.19%	5.20%	-1.01%

Volatility

CCOR vs. VUG - Volatility Comparison

The current volatility for Core Alternative ETF (CCOR) is 3.00%, while Vanguard Growth ETF (VUG) has a volatility of 5.95%. This indicates that CCOR 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

	CCOR	VUG	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.00%	5.95%	-2.95%
Volatility (6M) Calculated over the trailing 6-month period	6.47%	14.38%	-7.91%
Volatility (1Y) Calculated over the trailing 1-year period	8.24%	17.76%	-9.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.19%	22.52%	-11.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.78%	21.57%	-10.79%

CCOR vs. VUG - Expense Ratio Comparison

CCOR has a 1.09% expense ratio, which is higher than VUG's 0.03% expense ratio.

Dividends

CCOR vs. VUG - Dividend Comparison

CCOR's dividend yield for the trailing twelve months is around 0.99%, more than VUG's 0.39% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CCOR Core Alternative ETF	0.99%	1.07%	1.18%	1.21%	1.11%	1.02%	1.50%	0.73%	1.53%	0.89%	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 CCOR and VUG in my portfolio?

CCOR and VUG have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CCOR or VUG?

VUG has higher volatility (5.95%) compared to CCOR (3.00%). In terms of maximum drawdown, CCOR dropped -22.99% vs VUG's -50.68%.

Which ETF is better, CCOR or VUG?

On 5-year performance, VUG leads with 12.56% vs -1.48% for CCOR. On fees, VUG is cheaper at 0.03% per year. On volatility, CCOR has been the lower-risk option at 3.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CCOR or VUG?

Over the 5-year period, VUG has performed better with a 12.56% return vs -1.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CCOR or VUG?

VUG is cheaper with a 0.03% expense ratio, compared with 1.09% for CCOR.

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

CCOR has the higher dividend yield at 0.99%, compared with 0.39% for VUG.

What is the main difference between CCOR and VUG?

They also come from different issuers: Core Alternative and Vanguard. Their fees differ too: 1.09% for CCOR and 0.03% for VUG.

Which has better risk-adjusted returns?

VUG currently has the higher Sharpe Ratio (1.01 vs -0.06), 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.