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LGH vs. VOOG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LGH vs. VOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HCM Defender 500 Index ETF (LGH) and Vanguard S&P 500 Growth ETF (VOOG). The values are adjusted to include any dividend payments, if applicable.

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LGH vs. VOOG - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
LGH
HCM Defender 500 Index ETF
-7.73%19.47%27.00%24.19%-27.37%39.92%18.51%11.06%
VOOG
Vanguard S&P 500 Growth ETF
-6.97%22.11%35.89%29.96%-29.48%31.95%33.35%9.41%

Returns By Period

In the year-to-date period, LGH achieves a -7.73% return, which is significantly lower than VOOG's -6.97% return.


LGH

1D
0.39%
1M
-7.16%
YTD
-7.73%
6M
-5.48%
1Y
18.42%
3Y*
18.20%
5Y*
10.08%
10Y*

VOOG

1D
1.30%
1M
-4.28%
YTD
-6.97%
6M
-5.29%
1Y
23.21%
3Y*
22.32%
5Y*
12.46%
10Y*
15.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LGH vs. VOOG - Expense Ratio Comparison

LGH has a 1.23% expense ratio, which is higher than VOOG's 0.07% expense ratio.


Return for Risk

LGH vs. VOOG — Risk / Return Rank

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

LGH
LGH Risk / Return Rank: 5454
Overall Rank
LGH Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
LGH Sortino Ratio Rank: 5353
Sortino Ratio Rank
LGH Omega Ratio Rank: 4848
Omega Ratio Rank
LGH Calmar Ratio Rank: 6161
Calmar Ratio Rank
LGH Martin Ratio Rank: 5656
Martin Ratio Rank

VOOG
VOOG Risk / Return Rank: 6262
Overall Rank
VOOG Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VOOG Sortino Ratio Rank: 6161
Sortino Ratio Rank
VOOG Omega Ratio Rank: 6060
Omega Ratio Rank
VOOG Calmar Ratio Rank: 6767
Calmar Ratio Rank
VOOG Martin Ratio Rank: 6666
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LGH vs. VOOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HCM Defender 500 Index ETF (LGH) and Vanguard S&P 500 Growth ETF (VOOG). 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.


LGHVOOGDifference

Sharpe ratio

Return per unit of total volatility

1.03

1.05

-0.02

Sortino ratio

Return per unit of downside risk

1.45

1.62

-0.17

Omega ratio

Gain probability vs. loss probability

1.19

1.23

-0.04

Calmar ratio

Return relative to maximum drawdown

1.67

1.76

-0.09

Martin ratio

Return relative to average drawdown

5.79

6.81

-1.02

LGH vs. VOOG - Sharpe Ratio Comparison

The current LGH Sharpe Ratio is 1.03, which is comparable to the VOOG Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of LGH and VOOG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LGHVOOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

1.05

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.59

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.84

-0.14

Correlation

The correlation between LGH and VOOG is 0.90, 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.


Dividends

LGH vs. VOOG - Dividend Comparison

LGH's dividend yield for the trailing twelve months is around 0.42%, less than VOOG's 0.53% yield.


TTM20252024202320222021202020192018201720162015
LGH
HCM Defender 500 Index ETF
0.42%0.38%0.40%0.63%0.61%0.14%0.23%0.01%0.00%0.00%0.00%0.00%
VOOG
Vanguard S&P 500 Growth ETF
0.53%0.49%0.49%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%

Drawdowns

LGH vs. VOOG - Drawdown Comparison

The maximum LGH drawdown since its inception was -29.60%, smaller than the maximum VOOG drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for LGH and VOOG.


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Drawdown Indicators


LGHVOOGDifference

Max Drawdown

Largest peak-to-trough decline

-29.60%

-32.73%

+3.13%

Max Drawdown (1Y)

Largest decline over 1 year

-11.29%

-13.71%

+2.42%

Max Drawdown (5Y)

Largest decline over 5 years

-29.38%

-32.73%

+3.35%

Max Drawdown (10Y)

Largest decline over 10 years

-32.73%

Current Drawdown

Current decline from peak

-9.85%

-9.07%

-0.78%

Average Drawdown

Average peak-to-trough decline

-9.57%

-5.01%

-4.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

3.54%

-0.28%

Volatility

LGH vs. VOOG - Volatility Comparison

The current volatility for HCM Defender 500 Index ETF (LGH) is 5.12%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 7.28%. This indicates that LGH experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LGHVOOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.12%

7.28%

-2.16%

Volatility (6M)

Calculated over the trailing 6-month period

12.56%

12.68%

-0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

18.03%

22.28%

-4.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.68%

21.16%

-4.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.94%

20.65%

-0.71%