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ILCG vs. VUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ILCG and VUG is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.9

Performance

ILCG vs. VUG - Performance Comparison

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

600.00%700.00%800.00%900.00%1,000.00%NovemberDecember2025FebruaryMarchApril
713.42%
861.30%
ILCG
VUG

Key characteristics

Sharpe Ratio

ILCG:

0.56

VUG:

0.57

Sortino Ratio

ILCG:

0.93

VUG:

0.95

Omega Ratio

ILCG:

1.13

VUG:

1.13

Calmar Ratio

ILCG:

0.61

VUG:

0.62

Martin Ratio

ILCG:

2.12

VUG:

2.22

Ulcer Index

ILCG:

6.59%

VUG:

6.42%

Daily Std Dev

ILCG:

25.17%

VUG:

24.95%

Max Drawdown

ILCG:

-52.98%

VUG:

-50.68%

Current Drawdown

ILCG:

-12.64%

VUG:

-11.84%

Returns By Period

The year-to-date returns for both stocks are quite close, with ILCG having a -8.13% return and VUG slightly lower at -8.15%. Both investments have delivered pretty close results over the past 10 years, with ILCG having a 13.92% annualized return and VUG not far ahead at 14.30%.


ILCG

YTD

-8.13%

1M

-1.27%

6M

-4.26%

1Y

12.49%

5Y*

14.96%

10Y*

13.92%

VUG

YTD

-8.15%

1M

-1.08%

6M

-3.83%

1Y

12.88%

5Y*

17.06%

10Y*

14.30%

*Annualized

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ILCG vs. VUG - Expense Ratio Comparison

Both ILCG and VUG have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Expense ratio chart for ILCG: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ILCG: 0.04%
Expense ratio chart for VUG: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VUG: 0.04%

Risk-Adjusted Performance

ILCG vs. VUG — Risk-Adjusted Performance Rank

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

ILCG
The Risk-Adjusted Performance Rank of ILCG is 6565
Overall Rank
The Sharpe Ratio Rank of ILCG is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of ILCG is 6464
Sortino Ratio Rank
The Omega Ratio Rank of ILCG is 6464
Omega Ratio Rank
The Calmar Ratio Rank of ILCG is 7070
Calmar Ratio Rank
The Martin Ratio Rank of ILCG is 6363
Martin Ratio Rank

VUG
The Risk-Adjusted Performance Rank of VUG is 6666
Overall Rank
The Sharpe Ratio Rank of VUG is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VUG is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VUG is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VUG is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VUG is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ILCG vs. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar Growth ETF (ILCG) 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 chart of Sharpe ratio for ILCG, currently valued at 0.56, compared to the broader market-1.000.001.002.003.004.00
ILCG: 0.56
VUG: 0.57
The chart of Sortino ratio for ILCG, currently valued at 0.93, compared to the broader market-2.000.002.004.006.008.00
ILCG: 0.93
VUG: 0.95
The chart of Omega ratio for ILCG, currently valued at 1.13, compared to the broader market0.501.001.502.002.50
ILCG: 1.13
VUG: 1.13
The chart of Calmar ratio for ILCG, currently valued at 0.61, compared to the broader market0.002.004.006.008.0010.0012.00
ILCG: 0.61
VUG: 0.62
The chart of Martin ratio for ILCG, currently valued at 2.12, compared to the broader market0.0020.0040.0060.00
ILCG: 2.12
VUG: 2.22

The current ILCG Sharpe Ratio is 0.56, which is comparable to the VUG Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of ILCG 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.56
0.57
ILCG
VUG

Dividends

ILCG vs. VUG - Dividend Comparison

ILCG's dividend yield for the trailing twelve months is around 0.55%, more than VUG's 0.52% yield.


TTM20242023202220212020201920182017201620152014
ILCG
iShares Morningstar Growth ETF
0.55%0.50%0.69%0.76%0.34%0.28%0.54%0.81%0.89%0.95%0.99%0.87%
VUG
Vanguard Growth ETF
0.52%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%

Drawdowns

ILCG vs. VUG - Drawdown Comparison

The maximum ILCG drawdown since its inception was -52.98%, roughly equal to the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for ILCG and VUG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.64%
-11.84%
ILCG
VUG

Volatility

ILCG vs. VUG - Volatility Comparison

iShares Morningstar Growth ETF (ILCG) and Vanguard Growth ETF (VUG) have volatilities of 16.48% and 16.77%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
16.48%
16.77%
ILCG
VUG