ILCG vs. VUG
Compare and contrast key facts about iShares Morningstar Growth ETF (ILCG) and Vanguard Growth ETF (VUG).
ILCG and VUG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ILCG is a passively managed fund by iShares that tracks the performance of the Morningstar US Large-Mid Cap Broad Growth Index Gross. It was launched on Jun 28, 2004. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004. Both ILCG and VUG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ILCG or VUG.
Performance
ILCG vs. VUG - Performance Comparison
Returns By Period
In the year-to-date period, ILCG achieves a 32.15% return, which is significantly higher than VUG's 30.45% return. Both investments have delivered pretty close results over the past 10 years, with ILCG having a 15.42% annualized return and VUG not far ahead at 15.50%.
ILCG
32.15%
4.89%
15.03%
37.85%
18.10%
15.42%
VUG
30.45%
4.12%
13.94%
35.92%
19.10%
15.50%
Key characteristics
| ILCG | VUG | |
|---|---|---|
| Sharpe Ratio | 2.22 | 2.13 |
| Sortino Ratio | 2.89 | 2.79 |
| Omega Ratio | 1.41 | 1.39 |
| Calmar Ratio | 2.95 | 2.77 |
| Martin Ratio | 12.00 | 10.92 |
| Ulcer Index | 3.15% | 3.29% |
| Daily Std Dev | 17.01% | 16.83% |
| Max Drawdown | -52.98% | -50.68% |
| Current Drawdown | -0.93% | -1.17% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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%.
Correlation
The correlation between ILCG and VUG is 0.97, 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.
Risk-Adjusted Performance
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.
Dividends
ILCG vs. VUG - Dividend Comparison
ILCG's dividend yield for the trailing twelve months is around 0.52%, more than VUG's 0.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ILCG iShares Morningstar Growth ETF | 0.52% | 0.69% | 0.76% | 0.34% | 0.28% | 0.54% | 0.81% | 0.89% | 0.95% | 0.99% | 0.87% | 0.94% |
VUG Vanguard Growth ETF | 0.49% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
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.
Volatility
ILCG vs. VUG - Volatility Comparison
iShares Morningstar Growth ETF (ILCG) and Vanguard Growth ETF (VUG) have volatilities of 5.46% and 5.27%, 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.