SPIT vs. VUG

Last updated Apr 1, 2026

Compare and contrast key facts about F/m Emerald Special Situations ETF (SPIT) and Vanguard Growth ETF (VUG).

SPIT and VUG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPIT is an actively managed fund by F/m Investments. It was launched on Aug 1, 2014. 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.

Performance

SPIT vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in F/m Emerald Special Situations ETF (SPIT) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

SPIT vs. VUG - Yearly Performance Comparison

	2026 (YTD)	2025
SPIT F/m Emerald Special Situations ETF	2.31%	5.20%
VUG Vanguard Growth ETF	-10.37%	0.69%

Returns By Period

In the year-to-date period, SPIT achieves a 2.31% return, which is significantly higher than VUG's -10.37% return.

SPIT

• 1D: 4.68%
• 1M: -6.38%
• YTD: 2.31%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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%

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

SPIT vs. VUG - Expense Ratio Comparison

SPIT has a 0.89% expense ratio, which is higher than VUG's 0.03% expense ratio.

SPIT

F/m Emerald Special Situations ETF

VUG

Vanguard Growth ETF

Return for Risk

SPIT vs. VUG — Risk / Return Rank

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

VUG

VUG Risk / Return Rank: 50
VUG Sharpe Ratio Rank: 49
VUG Sortino Ratio Rank: 54
VUG Omega Ratio Rank: 53
VUG Calmar Ratio Rank: 49
VUG Martin Ratio Rank: 45

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.

SPIT vs. VUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for F/m Emerald Special Situations ETF (SPIT) 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.

Sharpe Ratios by Period

	SPIT	VUG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.81	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.52	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.75	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	0.57	+0.03

Correlation

The correlation between SPIT and VUG is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

SPIT vs. VUG - Dividend Comparison

SPIT's dividend yield for the trailing twelve months is around 7.02%, more than VUG's 0.46% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SPIT F/m Emerald Special Situations ETF	7.02%	7.18%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VUG Vanguard Growth ETF	0.46%	0.41%	0.47%	0.58%	0.70%	0.48%	0.66%	0.95%	1.32%	1.14%	1.39%	1.30%

Drawdowns

SPIT vs. VUG - Drawdown Comparison

The maximum SPIT drawdown since its inception was -12.49%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for SPIT and VUG.

Drawdown Indicators

	SPIT	VUG	Difference
Max Drawdown Largest peak-to-trough decline	-12.49%	-50.68%	+38.19%
Max Drawdown (1Y) Largest decline over 1 year	—	-16.53%	—
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	-8.39%	-13.20%	+4.81%
Average Drawdown Average peak-to-trough decline	-3.00%	-7.13%	+4.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.66%	—

Volatility

Volatility by Period

	SPIT	VUG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	7.00%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.65%	—
Volatility (1Y) Calculated over the trailing 1-year period	27.61%	22.68%	+4.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.61%	22.23%	+5.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.61%	21.38%	+6.23%