JUST vs. VUG
Compare and contrast key facts about Goldman Sachs JUST U.S. Large Cap Equity ETF (JUST) and Vanguard Growth ETF (VUG).
JUST and VUG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JUST is a passively managed fund by Goldman Sachs that tracks the performance of the JUST US Large Cap Diversified Index. It was launched on Jun 7, 2018. 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 JUST 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: JUST or VUG.
Performance
JUST vs. VUG - Performance Comparison
Returns By Period
In the year-to-date period, JUST achieves a 25.17% return, which is significantly lower than VUG's 30.37% return.
JUST
25.17%
0.89%
11.13%
31.64%
15.28%
N/A
VUG
30.37%
2.96%
14.39%
36.07%
19.13%
15.56%
Key characteristics
| JUST | VUG | |
|---|---|---|
| Sharpe Ratio | 2.72 | 2.23 |
| Sortino Ratio | 3.63 | 2.90 |
| Omega Ratio | 1.51 | 1.41 |
| Calmar Ratio | 3.68 | 2.90 |
| Martin Ratio | 16.65 | 11.44 |
| Ulcer Index | 1.96% | 3.29% |
| Daily Std Dev | 11.99% | 16.87% |
| Max Drawdown | -33.83% | -50.68% |
| Current Drawdown | -0.78% | -1.23% |
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JUST vs. VUG - Expense Ratio Comparison
JUST has a 0.20% 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%.
Correlation
The correlation between JUST and VUG is 0.93, 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
JUST vs. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs JUST U.S. Large Cap Equity ETF (JUST) 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
JUST vs. VUG - Dividend Comparison
JUST's dividend yield for the trailing twelve months is around 1.13%, more than VUG's 0.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JUST Goldman Sachs JUST U.S. Large Cap Equity ETF | 1.13% | 1.37% | 1.51% | 1.07% | 1.36% | 1.86% | 1.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
JUST vs. VUG - Drawdown Comparison
The maximum JUST drawdown since its inception was -33.83%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for JUST and VUG. For additional features, visit the drawdowns tool.
Volatility
JUST vs. VUG - Volatility Comparison
The current volatility for Goldman Sachs JUST U.S. Large Cap Equity ETF (JUST) is 3.92%, while Vanguard Growth ETF (VUG) has a volatility of 5.54%. This indicates that JUST experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.