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VEXPX vs. VUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VEXPX vs. VUG - Performance Comparison

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

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
9.98%
15.04%
VEXPX
VUG

Returns By Period

In the year-to-date period, VEXPX achieves a 14.19% return, which is significantly lower than VUG's 30.27% return. Over the past 10 years, VEXPX has underperformed VUG with an annualized return of 2.11%, while VUG has yielded a comparatively higher 15.55% annualized return.


VEXPX

YTD

14.19%

1M

2.72%

6M

8.62%

1Y

27.73%

5Y (annualized)

4.09%

10Y (annualized)

2.11%

VUG

YTD

30.27%

1M

2.44%

6M

14.56%

1Y

36.37%

5Y (annualized)

19.10%

10Y (annualized)

15.55%

Key characteristics


VEXPXVUG
Sharpe Ratio1.632.14
Sortino Ratio2.322.79
Omega Ratio1.281.39
Calmar Ratio0.742.77
Martin Ratio9.1810.94
Ulcer Index2.93%3.29%
Daily Std Dev16.47%16.84%
Max Drawdown-61.17%-50.68%
Current Drawdown-18.62%-1.30%

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VEXPX vs. VUG - Expense Ratio Comparison

VEXPX has a 0.40% expense ratio, which is higher than VUG's 0.04% expense ratio.


VEXPX
Vanguard Explorer Fund Investor Shares
Expense ratio chart for VEXPX: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Correlation

-0.50.00.51.00.9

The correlation between VEXPX and VUG is 0.87, 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.

Risk-Adjusted Performance

VEXPX vs. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Explorer Fund Investor Shares (VEXPX) 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.


Sharpe ratio
The chart of Sharpe ratio for VEXPX, currently valued at 1.63, compared to the broader market-1.000.001.002.003.004.005.001.632.14
The chart of Sortino ratio for VEXPX, currently valued at 2.32, compared to the broader market0.005.0010.002.322.79
The chart of Omega ratio for VEXPX, currently valued at 1.28, compared to the broader market1.002.003.004.001.281.39
The chart of Calmar ratio for VEXPX, currently valued at 0.74, compared to the broader market0.005.0010.0015.0020.0025.000.742.77
The chart of Martin ratio for VEXPX, currently valued at 9.18, compared to the broader market0.0020.0040.0060.0080.00100.009.1810.94
VEXPX
VUG

The current VEXPX Sharpe Ratio is 1.63, which is comparable to the VUG Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of VEXPX 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.

Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.63
2.14
VEXPX
VUG

Dividends

VEXPX vs. VUG - Dividend Comparison

VEXPX's dividend yield for the trailing twelve months is around 0.46%, less than VUG's 0.49% yield.


TTM20232022202120202019201820172016201520142013
VEXPX
Vanguard Explorer Fund Investor Shares
0.46%0.52%0.39%0.22%0.12%0.28%0.34%0.50%0.37%0.34%0.16%0.04%
VUG
Vanguard Growth ETF
0.49%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%

Drawdowns

VEXPX vs. VUG - Drawdown Comparison

The maximum VEXPX drawdown since its inception was -61.17%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for VEXPX and VUG. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-18.62%
-1.30%
VEXPX
VUG

Volatility

VEXPX vs. VUG - Volatility Comparison

Vanguard Explorer Fund Investor Shares (VEXPX) and Vanguard Growth ETF (VUG) have volatilities of 5.59% and 5.55%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
5.59%
5.55%
VEXPX
VUG