SOCL vs. VUG
Compare and contrast key facts about Global X Social Media ETF (SOCL) and Vanguard Growth ETF (VUG).
SOCL and VUG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SOCL is a passively managed fund by Global X that tracks the performance of the Solactive Social Media Index. It was launched on Nov 14, 2011. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP US Large Cap Growth Index. It was launched on Nov 13, 2000. Both SOCL and VUG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SOCL vs. VUG - Performance Comparison
Loading graphics...
SOCL vs. VUG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SOCL Global X Social Media ETF | -21.58% | 31.04% | 5.08% | 31.08% | -42.23% | -12.84% | 78.35% | 25.74% | -16.39% | 54.65% |
VUG Vanguard Growth ETF | -10.37% | 19.40% | 32.69% | 46.83% | -33.16% | 27.35% | 40.25% | 37.03% | -3.32% | 27.72% |
Returns By Period
In the year-to-date period, SOCL achieves a -21.58% return, which is significantly lower than VUG's -10.37% return. Over the past 10 years, SOCL has underperformed VUG with an annualized return of 9.33%, while VUG has yielded a comparatively higher 16.03% annualized return.
SOCL
- 1D
- 4.24%
- 1M
- -12.22%
- YTD
- -21.58%
- 6M
- -28.56%
- 1Y
- -0.80%
- 3Y*
- 5.85%
- 5Y*
- -8.43%
- 10Y*
- 9.33%
VUG
- 1D
- 4.00%
- 1M
- -5.12%
- YTD
- -10.37%
- 6M
- -8.73%
- 1Y
- 18.30%
- 3Y*
- 21.15%
- 5Y*
- 11.43%
- 10Y*
- 16.03%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SOCL vs. VUG - Expense Ratio Comparison
SOCL has a 0.65% expense ratio, which is higher than VUG's 0.03% expense ratio.
Return for Risk
SOCL vs. VUG — Risk / Return Rank
SOCL
VUG
SOCL vs. VUG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Social Media ETF (SOCL) 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.
| SOCL | VUG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.03 | 0.81 | -0.84 |
Sortino ratioReturn per unit of downside risk | 0.15 | 1.31 | -1.16 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.18 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | -0.04 | 1.11 | -1.16 |
Martin ratioReturn relative to average drawdown | -0.13 | 3.96 | -4.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SOCL | VUG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.03 | 0.81 | -0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.29 | 0.52 | -0.80 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.75 | -0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.57 | -0.27 |
Correlation
The correlation between SOCL and VUG is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SOCL vs. VUG - Dividend Comparison
SOCL's dividend yield for the trailing twelve months is around 0.55%, more than VUG's 0.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SOCL Global X Social Media ETF | 0.55% | 0.43% | 0.25% | 0.61% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% | 1.49% | 0.18% | 0.01% |
VUG Vanguard Growth ETF | 0.46% | 0.41% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% |
Drawdowns
SOCL vs. VUG - Drawdown Comparison
The maximum SOCL drawdown since its inception was -68.70%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for SOCL and VUG.
Loading graphics...
Drawdown Indicators
| SOCL | VUG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.70% | -50.68% | -18.02% |
Max Drawdown (1Y)Largest decline over 1 year | -33.52% | -16.53% | -16.99% |
Max Drawdown (5Y)Largest decline over 5 years | -66.32% | -35.61% | -30.71% |
Max Drawdown (10Y)Largest decline over 10 years | -68.70% | -35.61% | -33.09% |
Current DrawdownCurrent decline from peak | -43.65% | -13.20% | -30.45% |
Average DrawdownAverage peak-to-trough decline | -21.73% | -7.13% | -14.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.34% | 4.66% | +6.68% |
Volatility
SOCL vs. VUG - Volatility Comparison
Global X Social Media ETF (SOCL) has a higher volatility of 9.51% compared to Vanguard Growth ETF (VUG) at 7.00%. This indicates that SOCL's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SOCL | VUG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.51% | 7.00% | +2.51% |
Volatility (6M)Calculated over the trailing 6-month period | 17.42% | 12.65% | +4.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.60% | 22.68% | +3.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.66% | 22.23% | +7.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.42% | 21.38% | +6.04% |