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STXG vs. VUG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

STXG vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive 1000 Growth ETF (STXG) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

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STXG vs. VUG - Yearly Performance Comparison


2026 (YTD)2025202420232022
STXG
Strive 1000 Growth ETF
-7.67%17.82%28.53%35.95%-3.74%
VUG
Vanguard Growth ETF
-10.37%19.40%32.69%46.83%-5.28%

Returns By Period

In the year-to-date period, STXG achieves a -7.67% return, which is significantly higher than VUG's -10.37% return.


STXG

1D
3.58%
1M
-5.36%
YTD
-7.67%
6M
-5.77%
1Y
17.75%
3Y*
19.28%
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)

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STXG vs. VUG - Expense Ratio Comparison

STXG has a 0.18% expense ratio, which is higher than VUG's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

STXG vs. VUG — Risk / Return Rank

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

STXG
STXG Risk / Return Rank: 5252
Overall Rank
STXG Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
STXG Sortino Ratio Rank: 5151
Sortino Ratio Rank
STXG Omega Ratio Rank: 5252
Omega Ratio Rank
STXG Calmar Ratio Rank: 5656
Calmar Ratio Rank
STXG Martin Ratio Rank: 5555
Martin Ratio Rank

VUG
VUG Risk / Return Rank: 5050
Overall Rank
VUG Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
VUG Sortino Ratio Rank: 5454
Sortino Ratio Rank
VUG Omega Ratio Rank: 5353
Omega Ratio Rank
VUG Calmar Ratio Rank: 4949
Calmar Ratio Rank
VUG Martin Ratio Rank: 4545
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.

STXG vs. VUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive 1000 Growth ETF (STXG) 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.


STXGVUGDifference

Sharpe ratio

Return per unit of total volatility

0.86

0.81

+0.05

Sortino ratio

Return per unit of downside risk

1.36

1.31

+0.05

Omega ratio

Gain probability vs. loss probability

1.20

1.18

+0.01

Calmar ratio

Return relative to maximum drawdown

1.44

1.11

+0.32

Martin ratio

Return relative to average drawdown

5.37

3.96

+1.42

STXG vs. VUG - Sharpe Ratio Comparison

The current STXG Sharpe Ratio is 0.86, which is comparable to the VUG Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of STXG and VUG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


STXGVUGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

0.81

+0.05

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

1.12

0.57

+0.54

Correlation

The correlation between STXG and VUG is 0.97, 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

STXG vs. VUG - Dividend Comparison

STXG's dividend yield for the trailing twelve months is around 0.55%, more than VUG's 0.46% yield.


TTM20252024202320222021202020192018201720162015
STXG
Strive 1000 Growth ETF
0.55%0.48%0.51%0.55%0.16%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

STXG vs. VUG - Drawdown Comparison

The maximum STXG drawdown since its inception was -21.22%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for STXG and VUG.


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Drawdown Indicators


STXGVUGDifference

Max Drawdown

Largest peak-to-trough decline

-21.22%

-50.68%

+29.46%

Max Drawdown (1Y)

Largest decline over 1 year

-12.62%

-16.53%

+3.91%

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

-9.49%

-13.20%

+3.71%

Average Drawdown

Average peak-to-trough decline

-2.67%

-7.13%

+4.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

4.66%

-1.29%

Volatility

STXG vs. VUG - Volatility Comparison

The current volatility for Strive 1000 Growth ETF (STXG) is 6.45%, while Vanguard Growth ETF (VUG) has a volatility of 7.00%. This indicates that STXG experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STXGVUGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.45%

7.00%

-0.55%

Volatility (6M)

Calculated over the trailing 6-month period

11.42%

12.65%

-1.23%

Volatility (1Y)

Calculated over the trailing 1-year period

20.78%

22.68%

-1.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.66%

22.23%

-4.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.66%

21.38%

-3.72%