FFND vs. VUG

Last updated Jun 5, 2026

FFND (The Future Fund Active ETF) and VUG (Vanguard Growth ETF) are both Large Cap Growth Equities funds. FFND is actively managed, while VUG is passively managed. Over the past 3 years, FFND returned 22.14%/yr vs 26.10%/yr for VUG. Their correlation of 0.87 suggests significant overlap in exposure. FFND charges 1.00%/yr vs 0.03%/yr for VUG.

Performance

FFND vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Future Fund Active ETF (FFND) 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, FFND achieves a 7.78% return, which is significantly lower than VUG's 9.78% return.

FFND

• 1D: 1.01%
• 1M: 3.86%
• YTD: 7.78%
• 6M: 7.46%
• 1Y: 21.90%
• 3Y*: 22.14%
• 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)

FFND vs. VUG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
FFND The Future Fund Active ETF	7.78%	19.38%	24.05%	40.05%	-39.84%	-4.81%
VUG Vanguard Growth ETF	9.78%	19.40%	32.69%	46.83%	-33.16%	6.25%

Correlation

The correlation between FFND and VUG is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.82
Correlation (3Y) Calculated over the trailing 3-year period	0.84
Correlation (All Time) Calculated using the full available price history since Aug 25, 2021	0.87

The correlation between FFND and VUG has been stable across timeframes, ranging from 0.82 to 0.87 - a consistent structural relationship.

FFND vs. VUG - Sectors Allocation Comparison

Sectors	FFND	VUG
Technology	26.1%	53.5%
Industrials	14.2%	3.6%
Financial Services	13.7%	4.3%
Consumer Cyclical	12.7%	12.2%
Healthcare	11.0%	4.6%
Communication Services	10.9%	17.3%
Consumer Defensive	4.4%	1.5%
Utilities	2.0%	0.9%
Basic Materials	1.7%	0.6%
Energy	1.7%	0.4%
Real Estate	1.5%	1.0%

Return for Risk

FFND vs. VUG — Risk / Return Rank

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

FFND

FFND Risk / Return Rank: 50
FFND Sharpe Ratio Rank: 50
FFND Sortino Ratio Rank: 51
FFND Omega Ratio Rank: 51
FFND Calmar Ratio Rank: 43
FFND Martin Ratio Rank: 54

VUG

VUG Risk / Return Rank: 45
VUG Sharpe Ratio Rank: 52
VUG Sortino Ratio Rank: 50
VUG Omega Ratio Rank: 50
VUG Calmar Ratio Rank: 35
VUG Martin Ratio Rank: 39

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.

FFND vs. VUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Future Fund Active ETF (FFND) 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.

	FFND	VUG	Difference
Sharpe ratio: Return per unit of total volatility	1.70	1.76	-0.06
Sortino ratio: Return per unit of downside risk	2.45	2.39	+0.06
Omega ratio: Gain probability vs. loss probability	1.31	1.31	+0.01
Calmar ratio: Return relative to maximum drawdown	2.09	1.68	+0.40
Martin ratio: Return relative to average drawdown	9.16	5.90	+3.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FFND vs. VUG - Sharpe Ratio Comparison

The current FFND Sharpe Ratio is 1.70, which is comparable to the VUG Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of FFND 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

	FFND	VUG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.70	1.76	-0.06
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	0.21	0.62	-0.41

Drawdowns

FFND vs. VUG - Drawdown Comparison

The maximum FFND drawdown since its inception was -47.84%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for FFND and VUG.

Drawdown Indicators

	FFND	VUG	Difference
Max Drawdown Largest peak-to-trough decline	-47.84%	-50.68%	+2.84%
Max Drawdown (1Y) Largest decline over 1 year	-10.53%	-16.53%	+6.00%
Max Drawdown (3Y) Largest decline over 3 years	-18.90%	-22.85%	+3.95%
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	-0.07%	-1.25%	+1.18%
Average Drawdown Average peak-to-trough decline	-18.77%	-7.09%	-11.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.40%	4.71%	-2.31%

Volatility

FFND vs. VUG - Volatility Comparison

The Future Fund Active ETF (FFND) and Vanguard Growth ETF (VUG) have volatilities of 3.88% and 3.81%, 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

	FFND	VUG	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.88%	3.81%	+0.07%
Volatility (6M) Calculated over the trailing 6-month period	10.24%	12.11%	-1.87%
Volatility (1Y) Calculated over the trailing 1-year period	12.93%	15.83%	-2.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.04%	22.21%	+2.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.04%	21.44%	+3.60%

FFND vs. VUG - Expense Ratio Comparison

FFND has a 1.00% expense ratio, which is higher than VUG's 0.03% expense ratio.

Dividends

FFND vs. VUG - Dividend Comparison

FFND's dividend yield for the trailing twelve months is around 0.60%, more than VUG's 0.37% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FFND The Future Fund Active ETF	0.60%	0.65%	0.00%	0.00%	0.00%	0.03%	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 FFND and VUG in my portfolio?

FFND and VUG have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FFND or VUG?

FFND has higher volatility (3.88%) compared to VUG (3.81%). In terms of maximum drawdown, FFND dropped -47.84% vs VUG's -50.68%.

Which ETF is better, FFND or VUG?

On 3-year performance, VUG leads with 26.10% vs 22.14% for FFND. On fees, VUG is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FFND or VUG?

Over the 3-year period, VUG has performed better with a 26.10% return vs 22.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FFND or VUG?

VUG is cheaper with a 0.03% expense ratio, compared with 1.00% for FFND.

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

FFND has the higher dividend yield at 0.60%, compared with 0.37% for VUG.

What is the main difference between FFND and VUG?

They also come from different issuers: The Future Fund and Vanguard. Their fees differ too: 1.00% for FFND and 0.03% for VUG.

Which has better risk-adjusted returns?

VUG currently has the higher Sharpe Ratio (1.76 vs 1.70), 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.