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QFRD vs. VUG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QFRD vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer S&P 500 Quality FCF R&D Leaders ETF (QFRD) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


QFRD

1D
-3.92%
1M
6.13%
YTD
6M
1Y
3Y*
5Y*
10Y*

VUG

1D
-3.62%
1M
0.03%
YTD
5.80%
6M
4.57%
1Y
23.98%
3Y*
24.49%
5Y*
14.33%
10Y*
17.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QFRD vs. VUG - Yearly Performance Comparison


Correlation

The correlation between QFRD and VUG is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 14, 2026

0.80

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Return for Risk

QFRD vs. VUG — Risk / Return Rank

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

QFRD

VUG
VUG Risk / Return Rank: 3838
Overall Rank
VUG Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
VUG Sortino Ratio Rank: 4040
Sortino Ratio Rank
VUG Omega Ratio Rank: 4141
Omega Ratio Rank
VUG Calmar Ratio Rank: 3030
Calmar Ratio Rank
VUG Martin Ratio Rank: 3434
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.

QFRD vs. VUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer S&P 500 Quality FCF R&D Leaders ETF (QFRD) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

QFRD vs. VUG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QFRDVUGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

1.50

0.61

+0.89

Drawdowns

QFRD vs. VUG - Drawdown Comparison

The maximum QFRD drawdown since its inception was -9.69%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for QFRD and VUG.


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Drawdown Indicators


QFRDVUGDifference

Max Drawdown

Largest peak-to-trough decline

-9.69%

-50.68%

+40.99%

Max Drawdown (1Y)

Largest decline over 1 year

-16.53%

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

-5.58%

-4.83%

-0.75%

Average Drawdown

Average peak-to-trough decline

-2.86%

-7.09%

+4.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.72%

Volatility

QFRD vs. VUG - Volatility Comparison


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Volatility by Period


QFRDVUGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.17%

Volatility (6M)

Calculated over the trailing 6-month period

12.68%

Volatility (1Y)

Calculated over the trailing 1-year period

20.55%

16.26%

+4.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.55%

22.27%

-1.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.55%

21.47%

-0.92%

QFRD vs. VUG - Expense Ratio Comparison

QFRD has a 0.49% expense ratio, which is higher than VUG's 0.03% expense ratio.


Dividends

QFRD vs. VUG - Dividend Comparison

QFRD's dividend yield for the trailing twelve months is around 0.11%, less than VUG's 0.39% yield.


PositionTTM20252024202320222021202020192018201720162015
QFRD
Pacer S&P 500 Quality FCF R&D Leaders ETF
0.11%0.00%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


QFRD and VUG have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VUG is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUG is cheaper with a 0.03% expense ratio, compared with 0.49% for QFRD.

VUG has the higher dividend yield at 0.39%, compared with 0.11% for QFRD.

QFRD tracks S&P 500 Quality FCF R&D Leaders Index, while VUG tracks CRSP US Large Cap Growth Index. They also come from different issuers: Pacer and Vanguard. Their fees differ too: 0.49% for QFRD and 0.03% for VUG.

Portfolio Optimizer

Find the right allocation for QFRD and VUG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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