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VEA vs. VUG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VEA vs. VUG - Performance Comparison

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

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VEA vs. VUG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VEA
Vanguard FTSE Developed Markets ETF
2.75%35.16%3.15%17.93%-15.34%11.66%9.71%22.62%-14.75%26.42%
VUG
Vanguard Growth ETF
-10.37%19.40%32.69%46.83%-33.16%27.35%40.25%37.03%-3.32%27.72%

Returns By Period

In the year-to-date period, VEA achieves a 2.75% return, which is significantly higher than VUG's -10.37% return. Over the past 10 years, VEA has underperformed VUG with an annualized return of 9.37%, while VUG has yielded a comparatively higher 16.03% annualized return.


VEA

1D
3.30%
1M
-8.61%
YTD
2.75%
6M
8.94%
1Y
30.06%
3Y*
16.07%
5Y*
8.57%
10Y*
9.37%

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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VEA vs. VUG - Expense Ratio Comparison

Both VEA and VUG have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

VEA vs. VUG — Risk / Return Rank

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

VEA
VEA Risk / Return Rank: 8787
Overall Rank
VEA Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
VEA Sortino Ratio Rank: 8888
Sortino Ratio Rank
VEA Omega Ratio Rank: 8888
Omega Ratio Rank
VEA Calmar Ratio Rank: 8787
Calmar Ratio Rank
VEA Martin Ratio Rank: 8787
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.

VEA vs. VUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Markets ETF (VEA) 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.


VEAVUGDifference

Sharpe ratio

Return per unit of total volatility

1.72

0.81

+0.91

Sortino ratio

Return per unit of downside risk

2.35

1.31

+1.04

Omega ratio

Gain probability vs. loss probability

1.35

1.18

+0.16

Calmar ratio

Return relative to maximum drawdown

2.50

1.11

+1.38

Martin ratio

Return relative to average drawdown

9.82

3.96

+5.86

VEA vs. VUG - Sharpe Ratio Comparison

The current VEA Sharpe Ratio is 1.72, which is higher than the VUG Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of VEA 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


VEAVUGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

0.81

+0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.52

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.75

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.57

-0.35

Correlation

The correlation between VEA and VUG is 0.77, 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

VEA vs. VUG - Dividend Comparison

VEA's dividend yield for the trailing twelve months is around 2.93%, more than VUG's 0.46% yield.


TTM20252024202320222021202020192018201720162015
VEA
Vanguard FTSE Developed Markets ETF
2.93%3.22%3.35%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%
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

VEA vs. VUG - Drawdown Comparison

The maximum VEA drawdown since its inception was -60.68%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for VEA and VUG.


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Drawdown Indicators


VEAVUGDifference

Max Drawdown

Largest peak-to-trough decline

-60.68%

-50.68%

-10.00%

Max Drawdown (1Y)

Largest decline over 1 year

-11.63%

-16.53%

+4.90%

Max Drawdown (5Y)

Largest decline over 5 years

-29.71%

-35.61%

+5.90%

Max Drawdown (10Y)

Largest decline over 10 years

-35.73%

-35.61%

-0.12%

Current Drawdown

Current decline from peak

-8.71%

-13.20%

+4.49%

Average Drawdown

Average peak-to-trough decline

-13.40%

-7.13%

-6.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

4.66%

-1.70%

Volatility

VEA vs. VUG - Volatility Comparison

Vanguard FTSE Developed Markets ETF (VEA) has a higher volatility of 8.41% compared to Vanguard Growth ETF (VUG) at 7.00%. This indicates that VEA'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.


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Volatility by Period


VEAVUGDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.41%

7.00%

+1.41%

Volatility (6M)

Calculated over the trailing 6-month period

11.57%

12.65%

-1.08%

Volatility (1Y)

Calculated over the trailing 1-year period

17.62%

22.68%

-5.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.30%

22.23%

-5.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.26%

21.38%

-4.12%