QPX vs. VUG

Last updated Jun 25, 2026

QPX (AdvisorShares Q Dynamic Growth ETF) and VUG (Vanguard Growth ETF) are both Large Cap Growth Equities funds. QPX is actively managed, while VUG is passively managed. Over the past 5 years, QPX returned 11.29%/yr vs 12.69%/yr for VUG. With a 0.96 correlation, they move nearly in lockstep. QPX charges 1.46%/yr vs 0.03%/yr for VUG.

Performance

QPX vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Q Dynamic Growth ETF (QPX) 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, QPX achieves a 6.75% return, which is significantly higher than VUG's 3.21% return.

QPX

• 1D: -0.50%
• 1M: -1.16%
• YTD: 6.75%
• 6M: 4.72%
• 1Y: 24.81%
• 3Y*: 19.48%
• 5Y*: 11.29%
• 10Y*: —

VUG

• 1D: -0.30%
• 1M: -4.24%
• YTD: 3.21%
• 6M: 1.71%
• 1Y: 17.93%
• 3Y*: 22.62%
• 5Y*: 12.69%
• 10Y*: 17.99%

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

QPX vs. VUG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
QPX AdvisorShares Q Dynamic Growth ETF	6.75%	24.12%	17.28%	44.63%	-30.90%	22.29%	-0.31%
VUG Vanguard Growth ETF	3.21%	19.40%	32.69%	46.83%	-33.16%	27.35%	-0.05%

Correlation

The correlation between QPX 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 (3Y) Calculated over the trailing 3-year period	0.92
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (All Time) Calculated using the full available price history since Dec 29, 2020	0.96

The correlation between QPX and VUG has been stable across timeframes, ranging from 0.89 to 0.96 - a consistent structural relationship.

Return for Risk

QPX vs. VUG — Risk / Return Rank

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

QPX

QPX Risk / Return Rank: 52
QPX Sharpe Ratio Rank: 55
QPX Sortino Ratio Rank: 52
QPX Omega Ratio Rank: 52
QPX Calmar Ratio Rank: 49
QPX Martin Ratio Rank: 54

VUG

VUG Risk / Return Rank: 29
VUG Sharpe Ratio Rank: 32
VUG Sortino Ratio Rank: 30
VUG Omega Ratio Rank: 30
VUG Calmar Ratio Rank: 24
VUG Martin Ratio Rank: 28

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.

QPX vs. VUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Q Dynamic Growth ETF (QPX) 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.

	QPX	VUG	Difference
Sharpe ratio: Return per unit of total volatility	1.65	1.07	+0.58
Sortino ratio: Return per unit of downside risk	2.24	1.52	+0.72
Omega ratio: Gain probability vs. loss probability	1.29	1.19	+0.10
Calmar ratio: Return relative to maximum drawdown	2.16	1.09	+1.07
Martin ratio: Return relative to average drawdown	8.29	3.69	+4.59

QPX vs. VUG - Sharpe Ratio Comparison

The current QPX Sharpe Ratio is 1.65, which is higher than the VUG Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of QPX 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

QPX vs. VUG - Drawdown Comparison

The maximum QPX drawdown since its inception was -34.74%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for QPX and VUG.

Drawdown Indicators

	QPX	VUG	Difference
Max Drawdown Largest peak-to-trough decline	-34.74%	-50.68%	+15.94%
Max Drawdown (1Y) Largest decline over 1 year	-11.56%	-16.53%	+4.97%
Max Drawdown (3Y) Largest decline over 3 years	-17.89%	-22.85%	+4.96%
Max Drawdown (5Y) Largest decline over 5 years	-34.74%	-35.61%	+0.87%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.61%	—
Current Drawdown Current decline from peak	-4.35%	-7.15%	+2.80%
Average Drawdown Average peak-to-trough decline	-8.02%	-7.09%	-0.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.00%	4.86%	-1.86%

Volatility

QPX vs. VUG - Volatility Comparison

AdvisorShares Q Dynamic Growth ETF (QPX) and Vanguard Growth ETF (VUG) have volatilities of 6.59% and 6.85%, 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

	QPX	VUG	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.59%	6.85%	-0.26%
Volatility (6M) Calculated over the trailing 6-month period	12.42%	13.37%	-0.95%
Volatility (1Y) Calculated over the trailing 1-year period	15.10%	16.88%	-1.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.09%	22.38%	-2.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.06%	21.50%	-1.44%

QPX vs. VUG - Expense Ratio Comparison

QPX has a 1.46% expense ratio, which is higher than VUG's 0.03% expense ratio.

Dividends

QPX vs. VUG - Dividend Comparison

QPX has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.40%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QPX AdvisorShares Q Dynamic Growth ETF	0.00%	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	0.40%	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 QPX and VUG in my portfolio?

QPX 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, QPX or VUG?

VUG has higher volatility (6.85%) compared to QPX (6.59%). In terms of maximum drawdown, QPX dropped -34.74% vs VUG's -50.68%.

Which ETF is better, QPX or VUG?

On 5-year performance, VUG leads with 12.69% vs 11.29% for QPX. On fees, VUG is cheaper at 0.03% per year. On volatility, QPX has been the lower-risk option at 6.59%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QPX or VUG?

Over the 5-year period, VUG has performed better with a 12.69% return vs 11.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QPX or VUG?

VUG is cheaper with a 0.03% expense ratio, compared with 1.46% for QPX.

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

VUG has the higher dividend yield at 0.40%, compared with 0.00% for QPX.

What is the main difference between QPX and VUG?

They also come from different issuers: AdvisorShares and Vanguard. Their fees differ too: 1.46% for QPX and 0.03% for VUG.

Which has better risk-adjusted returns?

QPX currently has the higher Sharpe Ratio (1.65 vs 1.07), 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.