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ESLG vs. VUG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESLG vs. VUG - Performance Comparison

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

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Returns By Period

In the year-to-date period, ESLG achieves a 13.42% return, which is significantly higher than VUG's 9.78% return.


ESLG

1D
-0.65%
1M
9.19%
YTD
13.42%
6M
12.81%
1Y
3Y*
5Y*
10Y*

VUG

1D
0.26%
1M
5.75%
YTD
9.78%
6M
8.99%
1Y
27.72%
3Y*
26.10%
5Y*
15.17%
10Y*
18.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESLG vs. VUG - Yearly Performance Comparison


2026 (YTD)2025
ESLG
Eventide Large Cap Growth ETF
13.42%-0.48%
VUG
Vanguard Growth ETF
9.78%1.82%

Correlation

The correlation between ESLG and VUG is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 1, 2025

0.87

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Return for Risk

ESLG vs. VUG — Risk / Return Rank

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

ESLG

VUG
VUG Risk / Return Rank: 4545
Overall Rank
VUG Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
VUG Sortino Ratio Rank: 5050
Sortino Ratio Rank
VUG Omega Ratio Rank: 5050
Omega Ratio Rank
VUG Calmar Ratio Rank: 3535
Calmar Ratio Rank
VUG Martin Ratio Rank: 3939
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.

ESLG vs. VUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eventide Large Cap Growth ETF (ESLG) 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.

ESLG vs. VUG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ESLGVUGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

1.26

0.62

+0.64

Drawdowns

ESLG vs. VUG - Drawdown Comparison

The maximum ESLG drawdown since its inception was -12.36%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for ESLG and VUG.


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Drawdown Indicators


ESLGVUGDifference

Max Drawdown

Largest peak-to-trough decline

-12.36%

-50.68%

+38.32%

Max Drawdown (1Y)

Largest decline over 1 year

-16.53%

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

-0.65%

-1.25%

+0.60%

Average Drawdown

Average peak-to-trough decline

-3.41%

-7.09%

+3.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.71%

Volatility

ESLG vs. VUG - Volatility Comparison


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Volatility by Period


ESLGVUGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.81%

Volatility (6M)

Calculated over the trailing 6-month period

12.11%

Volatility (1Y)

Calculated over the trailing 1-year period

15.81%

15.83%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.81%

22.21%

-6.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.81%

21.44%

-5.63%

ESLG vs. VUG - Expense Ratio Comparison

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


Dividends

ESLG vs. VUG - Dividend Comparison

ESLG's dividend yield for the trailing twelve months is around 0.15%, less than VUG's 0.37% yield.


PositionTTM20252024202320222021202020192018201720162015
ESLG
Eventide Large Cap Growth ETF
0.15%0.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUG
Vanguard Growth ETF
0.37%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


ESLG and VUG have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VUG is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

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

VUG has the higher dividend yield at 0.37%, compared with 0.15% for ESLG.

They also come from different issuers: Eventide and Vanguard. Their fees differ too: 0.39% for ESLG and 0.03% for VUG.

Portfolio Optimizer

Find the right allocation for ESLG and VUG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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