GARP vs. VUG

In the year-to-date period, GARP achieves a 2.73% return, which is significantly higher than VUG's 1.33% return.

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GARP has a 0.15% expense ratio, which is higher than VUG's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Quality GARP ETF (GARP) 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.

The current GARP Sharpe Ratio is 0.73, which is comparable to the VUG Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of GARP and VUG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GARP's dividend yield for the trailing twelve months is around 0.40%, less than VUG's 0.47% yield.

The maximum GARP drawdown since its inception was -31.34%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for GARP and VUG. For additional features, visit the drawdowns tool.

iShares MSCI USA Quality GARP ETF (GARP) has a higher volatility of 7.27% compared to Vanguard Growth ETF (VUG) at 6.86%. This indicates that GARP'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.