LRGE vs. VUG

Last updated Aug 2, 2026

LRGE (ClearBridge Large Cap Growth ESG ETF) and VUG (Vanguard Growth ETF) are both Large Cap Growth Equities funds. LRGE is actively managed, while VUG is passively managed. Over the past 5 years, LRGE returned 8.75%/yr vs 12.16%/yr for VUG. Their correlation of 0.90 means they have usually moved in the same direction. LRGE charges 0.59%/yr vs 0.03%/yr for VUG.

Performance

LRGE vs. VUG - Performance Comparison

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

Returns By Period

In the year-to-date period, LRGE achieves a 1.70% return, which is significantly lower than VUG's 5.02% return.

LRGE

• 1D: 1.23%
• 1M: -2.67%
• 6M: 2.18%
• YTD: 1.70%
• 1Y: 7.51%
• 3Y*: 14.84%
• 5Y*: 8.75%
• 10Y*: —
• ALL TIME*: 14.72%

VUG

• 1D: 1.10%
• 1M: -0.35%
• 6M: 6.39%
• YTD: 5.02%
• 1Y: 15.36%
• 3Y*: 21.19%
• 5Y*: 12.16%
• 10Y*: 17.38%
• ALL TIME*: 12.08%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
LRGE ClearBridge Large Cap Growth ESG ETF	$4.11M	$3.64M	$1.94M
VUG Vanguard Growth ETF	$556.11M	$661.72M	$650.91M

LRGE vs. VUG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LRGE ClearBridge Large Cap Growth ESG ETF	1.70%	9.54%	26.32%	46.36%	-31.45%	22.93%	31.89%	33.38%	-0.38%	16.01%
VUG Vanguard Growth ETF	5.02%	19.40%	32.69%	46.83%	-33.16%	27.35%	40.25%	37.03%	-3.32%	11.83%

Correlation

The correlation between LRGE and VUG is 0.94, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.94
Correlation (3Y) Balances recent behavior with more history.	0.95
Correlation (5Y) Shows whether the relationship held over a longer period.	0.96
Correlation (All Time) Calculated using the full available price history since May 25, 2017	0.90

The correlation between LRGE and VUG has been stable across timeframes, ranging from 0.90 to 0.96 - a consistent structural relationship.

LRGE vs. VUG - Sectors Allocation Comparison

Sectors	LRGE	VUG
Technology	48.1%	56.2%
Consumer Cyclical	16.9%	11.5%
Communication Services	12.5%	15.4%
Financial Services	6.4%	3.8%
Healthcare	6.2%	4.7%
Industrials	4.8%	5.3%
Basic Materials	2.9%	0.5%
Consumer Defensive	2.3%	1.4%
Energy	-	0.3%
Real Estate	-	1.0%
Utilities	-	0.7%

Return for Risk

LRGE vs. VUG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LRGE

LRGE Risk / Return Rank: 16
LRGE Sharpe Ratio Rank: 17
LRGE Sortino Ratio Rank: 16
LRGE Omega Ratio Rank: 16
LRGE Calmar Ratio Rank: 16
LRGE Martin Ratio Rank: 17

VUG

VUG Risk / Return Rank: 28
VUG Sharpe Ratio Rank: 30
VUG Sortino Ratio Rank: 29
VUG Omega Ratio Rank: 28
VUG Calmar Ratio Rank: 25
VUG Martin Ratio Rank: 29

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LRGE vs. VUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge Large Cap Growth ESG ETF (LRGE) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	LRGE	VUG	Difference
Sharpe ratio: Return per unit of total volatility	0.28	0.72	-0.45
Sortino ratio: Return per unit of downside risk	0.49	1.10	-0.61
Omega ratio: Gain probability vs. loss probability	1.06	1.13	-0.07
Calmar ratio: Return relative to maximum drawdown	0.30	0.78	-0.47
Martin ratio: Return relative to average drawdown	0.86	2.47	-1.61

LRGE vs. VUG - Sharpe Ratio Comparison

The current LRGE Sharpe Ratio is 0.28, which is lower than the VUG Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of LRGE and VUG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LRGE vs. VUG - Drawdown Comparison

The maximum LRGE drawdown since its inception was -37.03%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for LRGE and VUG.

Drawdown Indicators

	LRGE	VUG	Difference
Max Drawdown Largest peak-to-trough decline	-37.03%	-50.68%	+13.65%
Max Drawdown (1Y) Largest decline over 1 year	-16.32%	-16.53%	+0.21%
Max Drawdown (3Y) Largest decline over 3 years	-20.26%	-22.85%	+2.59%
Max Drawdown (5Y) Largest decline over 5 years	-37.03%	-35.61%	-1.42%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.61%	—
Current Drawdown Current decline from peak	-5.46%	-5.53%	+0.07%
Average Drawdown Average peak-to-trough decline	-7.14%	-7.08%	-0.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.79%	5.20%	+0.59%

Volatility

LRGE vs. VUG - Volatility Comparison

ClearBridge Large Cap Growth ESG ETF (LRGE) and Vanguard Growth ETF (VUG) have volatilities of 5.54% and 5.58%, 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.

Volatility by Period

	LRGE	VUG	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.54%	5.58%	-0.04%
Volatility (6M) Calculated over the trailing 6-month period	14.23%	14.24%	-0.01%
Volatility (1Y) Calculated over the trailing 1-year period	18.04%	17.74%	+0.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.94%	22.49%	-1.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.62%	21.55%	-0.93%

LRGE vs. VUG - Expense Ratio Comparison

LRGE has a 0.59% expense ratio, which is higher than VUG's 0.03% expense ratio.

Dividends

LRGE vs. VUG - Dividend Comparison

LRGE's dividend yield for the trailing twelve months is around 0.12%, less than VUG's 0.40% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LRGE ClearBridge Large Cap Growth ESG ETF	0.12%	0.13%	0.18%	0.11%	2.02%	1.20%	0.37%	0.37%	2.10%	0.37%	0.00%	0.00%
VUG Vanguard Growth ETF	0.40%	0.41%	0.47%	0.58%	0.70%	0.48%	0.66%	0.95%	1.32%	1.14%	1.39%	1.30%

Frequently Asked Questions

Can I hold both LRGE and VUG in my portfolio?

With a correlation of 0.94, LRGE and VUG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, LRGE or VUG?

VUG has higher volatility (5.58%) compared to LRGE (5.54%). In terms of maximum drawdown, LRGE dropped -37.03% vs VUG's -50.68%.

Which ETF is better, LRGE or VUG?

On 5-year performance, VUG leads with 12.16% vs 8.75% for LRGE. On fees, VUG is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LRGE or VUG?

Over the 5-year period, VUG has performed better with a 12.16% return vs 8.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LRGE or VUG?

VUG is cheaper with a 0.03% expense ratio, compared with 0.59% for LRGE.

Which ETF pays a higher dividend yield, LRGE or VUG?

VUG has the higher dividend yield at 0.40%, compared with 0.12% for LRGE.

What is the main difference between LRGE and VUG?

They also come from different issuers: Franklin Templeton and Vanguard. Their fees differ too: 0.59% for LRGE and 0.03% for VUG.

Which has better risk-adjusted returns?

VUG currently has the higher Sharpe Ratio (0.72 vs 0.28), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.