PEVC vs. VUG

Last updated Jul 12, 2026

PEVC (Pacer PE/VC ETF) and VUG (Vanguard Growth ETF) are both Large Cap Growth Equities funds - PEVC tracks the FTSE PE/VC Index while VUG tracks the CRSP US Large Cap Growth Index. Both are passively managed. Over the past year, PEVC returned 20.02% vs 19.25% for VUG. Their correlation of 0.91 suggests significant overlap in exposure. PEVC charges 0.85%/yr vs 0.03%/yr for VUG.

Performance

PEVC vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer PE/VC ETF (PEVC) 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, PEVC achieves a 9.05% return, which is significantly higher than VUG's 7.73% return.

PEVC

• 1D: 0.76%
• 1M: 4.68%
• 6M: 6.36%
• YTD: 9.05%
• 1Y: 20.02%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VUG

• 1D: 0.48%
• 1M: 2.79%
• 6M: 7.03%
• YTD: 7.73%
• 1Y: 19.25%
• 3Y*: 23.65%
• 5Y*: 12.96%
• 10Y*: 17.80%

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

PEVC vs. VUG - Yearly Performance Comparison

	2026 (YTD)	2025
PEVC Pacer PE/VC ETF	9.05%	18.18%
VUG Vanguard Growth ETF	7.73%	17.15%

Correlation

The correlation between PEVC and VUG is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.89
Correlation (All Time) Calculated using the full available price history since Feb 3, 2025	0.91

The correlation between PEVC and VUG has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.

PEVC vs. VUG - Sectors Allocation Comparison

Sectors	PEVC	VUG
Technology	43.3%	56.5%
Communication Services	13.3%	15.9%
Financial Services	11.3%	4.0%
Consumer Cyclical	8.4%	11.6%
Industrials	6.7%	3.5%
Consumer Defensive	5.6%	1.3%
Healthcare	5.5%	4.6%
Basic Materials	2.4%	0.6%
Energy	2.1%	0.3%
Utilities	0.9%	0.7%
Real Estate	0.5%	0.9%

Return for Risk

PEVC vs. VUG — Risk / Return Rank

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

PEVC

PEVC Risk / Return Rank: 36
PEVC Sharpe Ratio Rank: 36
PEVC Sortino Ratio Rank: 34
PEVC Omega Ratio Rank: 33
PEVC Calmar Ratio Rank: 35
PEVC Martin Ratio Rank: 40

VUG

VUG Risk / Return Rank: 34
VUG Sharpe Ratio Rank: 38
VUG Sortino Ratio Rank: 36
VUG Omega Ratio Rank: 36
VUG Calmar Ratio Rank: 28
VUG Martin Ratio Rank: 33

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.

PEVC vs. VUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer PE/VC ETF (PEVC) 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.

	PEVC	VUG	Difference
Sharpe ratio: Return per unit of total volatility	1.05	1.12	-0.07
Sortino ratio: Return per unit of downside risk	1.50	1.60	-0.10
Omega ratio: Gain probability vs. loss probability	1.18	1.20	-0.02
Calmar ratio: Return relative to maximum drawdown	1.45	1.16	+0.29
Martin ratio: Return relative to average drawdown	4.92	3.83	+1.09

PEVC vs. VUG - Sharpe Ratio Comparison

The current PEVC Sharpe Ratio is 1.05, which is comparable to the VUG Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of PEVC 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

PEVC vs. VUG - Drawdown Comparison

The maximum PEVC drawdown since its inception was -28.92%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for PEVC and VUG.

Drawdown Indicators

	PEVC	VUG	Difference
Max Drawdown Largest peak-to-trough decline	-28.92%	-50.68%	+21.76%
Max Drawdown (1Y) Largest decline over 1 year	-12.97%	-16.53%	+3.56%
Max Drawdown (3Y) Largest decline over 3 years	—	-22.85%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-35.61%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.61%	—
Current Drawdown Current decline from peak	-2.65%	-3.09%	+0.44%
Average Drawdown Average peak-to-trough decline	-4.47%	-7.08%	+2.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.82%	4.99%	-1.17%

Volatility

PEVC vs. VUG - Volatility Comparison

The current volatility for Pacer PE/VC ETF (PEVC) is 5.57%, while Vanguard Growth ETF (VUG) has a volatility of 6.54%. This indicates that PEVC 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.

Volatility by Period

	PEVC	VUG	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.57%	6.54%	-0.97%
Volatility (6M) Calculated over the trailing 6-month period	13.69%	13.81%	-0.12%
Volatility (1Y) Calculated over the trailing 1-year period	17.96%	17.08%	+0.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.38%	22.42%	+3.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.38%	21.50%	+4.88%

PEVC vs. VUG - Expense Ratio Comparison

PEVC has a 0.85% expense ratio, which is higher than VUG's 0.03% expense ratio.

Dividends

PEVC vs. VUG - Dividend Comparison

PEVC's dividend yield for the trailing twelve months is around 4.22%, more than VUG's 0.39% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PEVC Pacer PE/VC ETF	4.22%	4.52%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VUG Vanguard Growth ETF	0.39%	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 PEVC and VUG in my portfolio?

PEVC and VUG have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PEVC or VUG?

VUG has higher volatility (6.54%) compared to PEVC (5.57%). In terms of maximum drawdown, PEVC dropped -28.92% vs VUG's -50.68%.

Which ETF is better, PEVC or VUG?

On 1-year performance, PEVC leads with 20.02% vs 19.25% for VUG. On fees, VUG is cheaper at 0.03% per year. On volatility, PEVC has been the lower-risk option at 5.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PEVC or VUG?

Over the 1-year period, PEVC has performed better with a 20.02% return vs 19.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PEVC or VUG?

VUG is cheaper with a 0.03% expense ratio, compared with 0.85% for PEVC.

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

PEVC has the higher dividend yield at 4.22%, compared with 0.39% for VUG.

What is the main difference between PEVC and VUG?

PEVC tracks FTSE PE/VC Index, while VUG tracks CRSP US Large Cap Growth Index. They also come from different issuers: Pacer and Vanguard. Their fees differ too: 0.85% for PEVC and 0.03% for VUG.

Which has better risk-adjusted returns?

VUG currently has the higher Sharpe Ratio (1.12 vs 1.05), 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.