TGRW vs. VUG
Compare and contrast key facts about T. Rowe Price Growth Stock ETF (TGRW) and Vanguard Growth ETF (VUG).
TGRW and VUG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TGRW is an actively managed fund by T. Rowe Price Group, Inc.. It was launched on Aug 4, 2020. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TGRW or VUG.
Key characteristics
| TGRW | VUG | |
|---|---|---|
| YTD Return | 30.58% | 31.93% |
| 1Y Return | 37.09% | 39.73% |
| 3Y Return (Ann) | 4.51% | 9.20% |
| Sharpe Ratio | 2.34 | 2.53 |
| Sortino Ratio | 3.04 | 3.26 |
| Omega Ratio | 1.43 | 1.46 |
| Calmar Ratio | 2.20 | 3.28 |
| Martin Ratio | 11.12 | 12.97 |
| Ulcer Index | 3.53% | 3.28% |
| Daily Std Dev | 16.73% | 16.79% |
| Max Drawdown | -43.33% | -50.68% |
| Current Drawdown | 0.00% | -0.04% |
Correlation
The correlation between TGRW and VUG is 0.98, 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.
Performance
TGRW vs. VUG - Performance Comparison
The year-to-date returns for both investments are quite close, with TGRW having a 30.58% return and VUG slightly higher at 31.93%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TGRW vs. VUG - Expense Ratio Comparison
TGRW has a 0.52% expense ratio, which is higher than VUG's 0.04% expense ratio.
Risk-Adjusted Performance
TGRW vs. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Growth Stock ETF (TGRW) 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.
Dividends
TGRW vs. VUG - Dividend Comparison
TGRW's dividend yield for the trailing twelve months is around 0.01%, less than VUG's 0.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TGRW T. Rowe Price Growth Stock ETF | 0.01% | 0.01% | 0.00% | 0.40% | 0.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUG Vanguard Growth ETF | 0.48% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
TGRW vs. VUG - Drawdown Comparison
The maximum TGRW drawdown since its inception was -43.33%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for TGRW and VUG. For additional features, visit the drawdowns tool.
Volatility
TGRW vs. VUG - Volatility Comparison
T. Rowe Price Growth Stock ETF (TGRW) and Vanguard Growth ETF (VUG) have volatilities of 4.70% and 4.92%, 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.