G vs. VUG

Last updated Jun 23, 2026

G (Genpact Limited) is a stock, while VUG (Vanguard Growth ETF) is Large Cap Growth Equities fund tracking the CRSP US Large Cap Growth Index. Over the past 10 years, G returned 1.86%/yr vs 18.28%/yr for VUG. At a 0.49 correlation, their price movements are largely independent.

Performance

G vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Genpact Limited (G) 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, G achieves a -39.27% return, which is significantly lower than VUG's 5.76% return. Over the past 10 years, G has underperformed VUG with an annualized return of 1.86%, while VUG has yielded a comparatively higher 18.28% annualized return.

G

• 1D: -0.50%
• 1M: -11.40%
• YTD: -39.27%
• 6M: -41.42%
• 1Y: -29.57%
• 3Y*: -7.05%
• 5Y*: -7.68%
• 10Y*: 1.86%

VUG

• 1D: -1.24%
• 1M: -1.87%
• YTD: 5.76%
• 6M: 5.17%
• 1Y: 24.00%
• 3Y*: 23.62%
• 5Y*: 13.40%
• 10Y*: 18.28%

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

G vs. VUG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
G Genpact Limited	-39.27%	10.56%	25.78%	-23.98%	-11.74%	29.51%	-0.93%	57.66%	-14.12%	31.54%
VUG Vanguard Growth ETF	5.76%	19.40%	32.69%	46.83%	-33.16%	27.35%	40.25%	37.03%	-3.32%	27.72%

Correlation

The correlation between G and VUG is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.13
Correlation (3Y) Calculated over the trailing 3-year period	0.26
Correlation (5Y) Calculated over the trailing 5-year period	0.42
Correlation (10Y) Calculated over the trailing 10-year period	0.48
Correlation (All Time) Calculated using the full available price history since Aug 2, 2007	0.49

Over the past year, the correlation between G and VUG has dropped to 0.13 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.

Return for Risk

G vs. VUG — Risk / Return Rank

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

G

G Risk / Return Rank: 9
G Sharpe Ratio Rank: 8
G Sortino Ratio Rank: 10
G Omega Ratio Rank: 10
G Calmar Ratio Rank: 15
G Martin Ratio Rank: 3

VUG

VUG Risk / Return Rank: 37
VUG Sharpe Ratio Rank: 42
VUG Sortino Ratio Rank: 39
VUG Omega Ratio Rank: 39
VUG Calmar Ratio Rank: 30
VUG Martin Ratio Rank: 34

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.

G vs. VUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Genpact Limited (G) 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.

	G	VUG	Difference
Sharpe ratio: Return per unit of total volatility	-0.84	1.44	-2.27
Sortino ratio: Return per unit of downside risk	-1.17	1.97	-3.14
Omega ratio: Gain probability vs. loss probability	0.85	1.25	-0.40
Calmar ratio: Return relative to maximum drawdown	-0.72	1.46	-2.17
Martin ratio: Return relative to average drawdown	-1.67	4.99	-6.66

G vs. VUG - Sharpe Ratio Comparison

The current G Sharpe Ratio is -0.84, which is lower than the VUG Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of G 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

G vs. VUG - Drawdown Comparison

The maximum G drawdown since its inception was -64.14%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for G and VUG.

Drawdown Indicators

	G	VUG	Difference
Max Drawdown Largest peak-to-trough decline	-64.14%	-50.68%	-13.46%
Max Drawdown (1Y) Largest decline over 1 year	-41.42%	-16.53%	-24.89%
Max Drawdown (3Y) Largest decline over 3 years	-48.07%	-22.85%	-25.22%
Max Drawdown (5Y) Largest decline over 5 years	-48.07%	-35.61%	-12.46%
Max Drawdown (10Y) Largest decline over 10 years	-49.47%	-35.61%	-13.86%
Current Drawdown Current decline from peak	-48.07%	-4.86%	-43.21%
Average Drawdown Average peak-to-trough decline	-15.56%	-7.09%	-8.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.74%	4.82%	+12.92%

Volatility

G vs. VUG - Volatility Comparison

Genpact Limited (G) has a higher volatility of 11.70% compared to Vanguard Growth ETF (VUG) at 6.55%. This indicates that G'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

	G	VUG	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.70%	6.55%	+5.15%
Volatility (6M) Calculated over the trailing 6-month period	28.06%	13.32%	+14.74%
Volatility (1Y) Calculated over the trailing 1-year period	35.57%	16.80%	+18.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.89%	22.36%	+6.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.26%	21.53%	+6.73%

Dividends

G vs. VUG - Dividend Comparison

G's dividend yield for the trailing twelve months is around 2.54%, more than VUG's 0.39% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
G Genpact Limited	2.54%	1.45%	1.42%	1.58%	1.08%	0.81%	0.94%	0.81%	1.11%	0.76%	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 G and VUG in my portfolio?

G and VUG have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, G or VUG?

G has higher volatility (11.70%) compared to VUG (6.55%). In terms of maximum drawdown, G dropped -64.14% vs VUG's -50.68%.

Which has better risk-adjusted returns?

VUG currently has the higher Sharpe Ratio (1.44 vs -0.84), 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.