TLG vs. VUG
TLG (Touchstone Large Company Growth ETF) and VUG (Vanguard Growth ETF) are both Large Cap Growth Equities funds. TLG is actively managed, while VUG is passively managed. Their correlation of 0.95 suggests significant overlap in exposure. TLG charges 0.67%/yr vs 0.03%/yr for VUG.
Performance
TLG vs. VUG - Performance Comparison
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Returns By Period
TLG
- 1D
- -0.04%
- 1M
- -0.74%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VUG
- 1D
- 0.92%
- 1M
- 0.21%
- 6M
- 8.78%
- YTD
- 8.17%
- 1Y
- 19.06%
- 3Y*
- 22.72%
- 5Y*
- 13.28%
- 10Y*
- 17.83%
TLG vs. VUG - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
TLG Touchstone Large Company Growth ETF | 9.37% |
VUG Vanguard Growth ETF | 17.22% |
Correlation
The correlation between TLG and VUG is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 16, 2026 | 0.95 |
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Return for Risk
TLG vs. VUG — Risk / Return Rank
TLG
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
VUG
TLG vs. VUG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Large Company Growth ETF (TLG) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TLG | VUG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.20 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.16 | — |
| Martin ratioReturn relative to average drawdown | — | 3.82 | — |
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Drawdowns
TLG vs. VUG - Drawdown Comparison
The maximum TLG drawdown since its inception was -9.38%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for TLG and VUG.
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Drawdown Indicators
| TLG | VUG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.38% | -50.68% | +41.30% |
Max Drawdown (1Y)Largest decline over 1 year | — | -16.53% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.85% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.61% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.61% | — |
Current DrawdownCurrent decline from peak | -5.05% | -2.69% | -2.36% |
Average DrawdownAverage peak-to-trough decline | -3.11% | -7.08% | +3.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 5.01% | — |
Volatility
TLG vs. VUG - Volatility Comparison
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Volatility by Period
| TLG | VUG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 6.24% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 13.92% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 22.83% | 17.18% | +5.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.83% | 22.45% | +0.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.83% | 21.51% | +1.32% |
TLG vs. VUG - Expense Ratio Comparison
TLG has a 0.67% expense ratio, which is higher than VUG's 0.03% expense ratio.
Dividends
TLG vs. VUG - Dividend Comparison
TLG has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.39%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TLG Touchstone Large Company Growth ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUG Vanguard Growth ETF | 0.39% | 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
With a correlation of 0.95, TLG and VUG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, VUG is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUG is cheaper with a 0.03% expense ratio, compared with 0.67% for TLG.
VUG has the higher dividend yield at 0.39%, compared with 0.00% for TLG.
They also come from different issuers: Touchstone and Vanguard. Their fees differ too: 0.67% for TLG and 0.03% for VUG.
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