G vs. VUG

Last updated Aug 1, 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 4.25%/yr vs 17.38%/yr for VUG. Their 0.48 correlation means their historical movements had little consistent relationship.

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 -24.01% return, which is significantly lower than VUG's 5.02% return. Over the past 10 years, G has underperformed VUG with an annualized return of 4.25%, while VUG has yielded a comparatively higher 17.38% annualized return.

G

• 1D: -0.45%
• 1M: 20.86%
• 6M: -19.39%
• YTD: -24.01%
• 1Y: -15.70%
• 3Y*: 0.01%
• 5Y*: -5.37%
• 10Y*: 4.25%
• ALL TIME*: 6.32%

VUG

• 1D: 1.10%
• 1M: -0.35%
• 6M: 6.39%
• YTD: 5.02%
• 1Y: 15.36%
• 3Y*: 21.19%
• 5Y*: 12.16%
• 10Y*: 17.38%
• ALL TIME*: 12.08%

*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)
G Genpact Limited	$69.17M	$66.73M	$86.61M
VUG Vanguard Growth ETF	$556.11M	$661.72M	$650.91M

G vs. VUG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
G Genpact Limited	-24.01%	10.56%	25.78%	-23.98%	-11.74%	29.51%	-0.93%	57.66%	-14.12%	31.54%
VUG Vanguard Growth ETF	5.02%	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 0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.02
Correlation (3Y) Balances recent behavior with more history.	0.21
Correlation (5Y) Shows whether the relationship held over a longer period.	0.39
Correlation (10Y) Provides a long-term view across more market conditions.	0.46
Correlation (All Time) Calculated using the full available price history since Aug 2, 2007	0.48

Over the past year, the correlation between G and VUG has dropped to 0.02 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.

Return for Risk

G vs. VUG — Risk / Return Rank

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

G

G Risk / Return Rank: 24
G Sharpe Ratio Rank: 22
G Sortino Ratio Rank: 20
G Omega Ratio Rank: 21
G Calmar Ratio Rank: 29
G Martin Ratio Rank: 26

VUG

VUG Risk / Return Rank: 28
VUG Sharpe Ratio Rank: 30
VUG Sortino Ratio Rank: 29
VUG Omega Ratio Rank: 28
VUG Calmar Ratio Rank: 25
VUG Martin Ratio Rank: 29

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.

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	-0.50	0.72	-1.22
Sortino ratio: Return per unit of downside risk	-0.54	1.10	-1.64
Omega ratio: Gain probability vs. loss probability	0.93	1.13	-0.20
Calmar ratio: Return relative to maximum drawdown	-0.44	0.78	-1.22
Martin ratio: Return relative to average drawdown	-0.87	2.47	-3.34

G vs. VUG - Sharpe Ratio Comparison

The current G Sharpe Ratio is -0.50, which is lower than the VUG Sharpe Ratio of 0.72. 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	-42.69%	-16.53%	-26.16%
Max Drawdown (3Y) Largest decline over 3 years	-49.20%	-22.85%	-26.35%
Max Drawdown (5Y) Largest decline over 5 years	-49.20%	-35.61%	-13.59%
Max Drawdown (10Y) Largest decline over 10 years	-49.47%	-35.61%	-13.86%
Current Drawdown Current decline from peak	-35.03%	-5.53%	-29.50%
Average Drawdown Average peak-to-trough decline	-15.73%	-7.08%	-8.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	21.41%	5.20%	+16.21%

Volatility

G vs. VUG - Volatility Comparison

Genpact Limited (G) has a higher volatility of 13.10% compared to Vanguard Growth ETF (VUG) at 5.58%. 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	13.10%	5.58%	+7.52%
Volatility (6M) Calculated over the trailing 6-month period	31.28%	14.24%	+17.04%
Volatility (1Y) Calculated over the trailing 1-year period	37.84%	17.74%	+20.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.56%	22.49%	+7.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.56%	21.55%	+7.01%

Dividends

G vs. VUG - Dividend Comparison

G's dividend yield for the trailing twelve months is around 2.03%, more than VUG's 0.40% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
G Genpact Limited	2.03%	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	0.40%	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 0.02, 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 (13.10%) compared to VUG (5.58%). 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 (0.72 vs -0.50), 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.