STNC vs. VUG

Last updated Jun 4, 2026

STNC (Stance Equity ESG Large Cap Core ETF) and VUG (Vanguard Growth ETF) are both Large Cap Growth Equities funds. STNC is actively managed, while VUG is passively managed. Over the past 5 years, STNC returned 7.71%/yr vs 15.11%/yr for VUG. A 0.71 correlation means they provide meaningful diversification when combined. STNC charges 0.85%/yr vs 0.03%/yr for VUG.

Performance

STNC vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stance Equity ESG Large Cap Core ETF (STNC) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with STNC having a 9.57% return and VUG slightly lower at 9.49%.

STNC

• 1D: 0.53%
• 1M: 3.49%
• YTD: 9.57%
• 6M: 11.33%
• 1Y: 20.51%
• 3Y*: 12.63%
• 5Y*: 7.71%
• 10Y*: —

VUG

• 1D: -1.23%
• 1M: 6.22%
• YTD: 9.49%
• 6M: 8.72%
• 1Y: 27.84%
• 3Y*: 25.93%
• 5Y*: 15.11%
• 10Y*: 18.26%

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

STNC vs. VUG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
STNC Stance Equity ESG Large Cap Core ETF	9.57%	10.33%	8.92%	11.49%	-13.10%	17.77%
VUG Vanguard Growth ETF	9.49%	19.40%	32.69%	46.83%	-33.16%	24.88%

Correlation

The correlation between STNC and VUG is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.48
Correlation (3Y) Calculated over the trailing 3-year period	0.58
Correlation (5Y) Calculated over the trailing 5-year period	0.70
Correlation (All Time) Calculated using the full available price history since Mar 17, 2021	0.71

Over the past year, the correlation between STNC and VUG has dropped to 0.48 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.

STNC vs. VUG - Sectors Allocation Comparison

Sectors	STNC	VUG
Consumer Cyclical	19.9%	12.2%
Technology	19.9%	53.5%
Healthcare	13.8%	4.6%
Industrials	12.0%	3.6%
Consumer Defensive	8.5%	1.5%
Communication Services	7.9%	17.3%
Financial Services	6.3%	4.3%
Utilities	4.8%	0.9%
Basic Materials	4.1%	0.6%
Real Estate	2.9%	1.0%
Energy	-	0.4%

Return for Risk

STNC vs. VUG — Risk / Return Rank

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

STNC

STNC Risk / Return Rank: 47
STNC Sharpe Ratio Rank: 44
STNC Sortino Ratio Rank: 45
STNC Omega Ratio Rank: 41
STNC Calmar Ratio Rank: 53
STNC Martin Ratio Rank: 52

VUG

VUG Risk / Return Rank: 43
VUG Sharpe Ratio Rank: 50
VUG Sortino Ratio Rank: 47
VUG Omega Ratio Rank: 48
VUG Calmar Ratio Rank: 33
VUG Martin Ratio Rank: 37

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.

STNC vs. VUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stance Equity ESG Large Cap Core ETF (STNC) 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.

	STNC	VUG	Difference
Sharpe ratio Return per unit of total volatility	1.52	1.77	-0.25
Sortino ratio Return per unit of downside risk	2.24	2.40	-0.16
Omega ratio Gain probability vs. loss probability	1.26	1.31	-0.05
Calmar ratio Return relative to maximum drawdown	2.55	1.69	+0.85
Martin ratio Return relative to average drawdown	8.78	5.92	+2.85
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STNC vs. VUG - Sharpe Ratio Comparison

The current STNC Sharpe Ratio is 1.52, which is comparable to the VUG Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of STNC 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.

Sharpe Ratios by Period

	STNC	VUG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.52	1.77	-0.25
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.50	0.68	-0.18
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.85	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	0.62	-0.09

Drawdowns

STNC vs. VUG - Drawdown Comparison

The maximum STNC drawdown since its inception was -22.33%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for STNC and VUG.

Drawdown Indicators

	STNC	VUG	Difference
Max Drawdown Largest peak-to-trough decline	-22.33%	-50.68%	+28.35%
Max Drawdown (1Y) Largest decline over 1 year	-8.09%	-16.53%	+8.44%
Max Drawdown (3Y) Largest decline over 3 years	-17.90%	-22.85%	+4.95%
Max Drawdown (5Y) Largest decline over 5 years	-22.33%	-35.61%	+13.28%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.61%	—
Current Drawdown Current decline from peak	-1.08%	-1.51%	+0.43%
Average Drawdown Average peak-to-trough decline	-5.92%	-7.09%	+1.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.34%	4.71%	-2.37%

Volatility

STNC vs. VUG - Volatility Comparison

Stance Equity ESG Large Cap Core ETF (STNC) has a higher volatility of 5.15% compared to Vanguard Growth ETF (VUG) at 3.83%. This indicates that STNC'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.

Volatility by Period

	STNC	VUG	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.15%	3.83%	+1.32%
Volatility (6M) Calculated over the trailing 6-month period	10.47%	12.11%	-1.64%
Volatility (1Y) Calculated over the trailing 1-year period	13.57%	15.84%	-2.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.53%	22.22%	-6.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.39%	21.44%	-6.05%

STNC vs. VUG - Expense Ratio Comparison

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

Dividends

STNC vs. VUG - Dividend Comparison

STNC's dividend yield for the trailing twelve months is around 0.93%, more than VUG's 0.37% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
STNC Stance Equity ESG Large Cap Core ETF	0.93%	1.02%	0.96%	0.08%	0.58%	0.41%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VUG Vanguard Growth ETF	0.37%	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 STNC and VUG in my portfolio?

STNC and VUG have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STNC or VUG?

STNC has higher volatility (5.15%) compared to VUG (3.83%). In terms of maximum drawdown, STNC dropped -22.33% vs VUG's -50.68%.

Which ETF is better, STNC or VUG?

On 5-year performance, VUG leads with 15.11% vs 7.71% for STNC. On fees, VUG is cheaper at 0.03% per year. On volatility, VUG has been the lower-risk option at 3.83%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, STNC or VUG?

Over the 5-year period, VUG has performed better with a 15.11% return vs 7.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, STNC or VUG?

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

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

STNC has the higher dividend yield at 0.93%, compared with 0.37% for VUG.

What is the main difference between STNC and VUG?

They also come from different issuers: Red Gate Advisers LLC and Vanguard. Their fees differ too: 0.85% for STNC and 0.03% for VUG.

Which has better risk-adjusted returns?

VUG currently has the higher Sharpe Ratio (1.77 vs 1.52), 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.