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VEXRX vs. VUG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VEXRX vs. VUG - Performance Comparison

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

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VEXRX vs. VUG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VEXRX
Vanguard Explorer Fund Admiral Shares
-0.08%7.19%17.40%19.90%-23.23%16.07%31.51%31.42%-2.34%22.64%
VUG
Vanguard Growth ETF
-9.39%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, VEXRX achieves a -0.08% return, which is significantly higher than VUG's -9.39% return. Over the past 10 years, VEXRX has underperformed VUG with an annualized return of 12.16%, while VUG has yielded a comparatively higher 16.16% annualized return.


VEXRX

1D
3.79%
1M
-5.77%
YTD
-0.08%
6M
1.70%
1Y
17.15%
3Y*
12.10%
5Y*
4.38%
10Y*
12.16%

VUG

1D
1.09%
1M
-4.37%
YTD
-9.39%
6M
-8.17%
1Y
18.52%
3Y*
21.59%
5Y*
11.67%
10Y*
16.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VEXRX vs. VUG - Expense Ratio Comparison

VEXRX has a 0.29% expense ratio, which is higher than VUG's 0.03% expense ratio.


Return for Risk

VEXRX vs. VUG — Risk / Return Rank

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

VEXRX
VEXRX Risk / Return Rank: 4040
Overall Rank
VEXRX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
VEXRX Sortino Ratio Rank: 3737
Sortino Ratio Rank
VEXRX Omega Ratio Rank: 3232
Omega Ratio Rank
VEXRX Calmar Ratio Rank: 4646
Calmar Ratio Rank
VEXRX Martin Ratio Rank: 4949
Martin Ratio Rank

VUG
VUG Risk / Return Rank: 4444
Overall Rank
VUG Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
VUG Sortino Ratio Rank: 4646
Sortino Ratio Rank
VUG Omega Ratio Rank: 4646
Omega Ratio Rank
VUG Calmar Ratio Rank: 4444
Calmar Ratio Rank
VUG Martin Ratio Rank: 4343
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.

VEXRX vs. VUG - Risk-Adjusted Trends Comparison

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


VEXRXVUGDifference

Sharpe ratio

Return per unit of total volatility

0.79

0.82

-0.03

Sortino ratio

Return per unit of downside risk

1.26

1.32

-0.07

Omega ratio

Gain probability vs. loss probability

1.17

1.19

-0.02

Calmar ratio

Return relative to maximum drawdown

1.21

1.19

+0.03

Martin ratio

Return relative to average drawdown

5.07

4.15

+0.92

VEXRX vs. VUG - Sharpe Ratio Comparison

The current VEXRX Sharpe Ratio is 0.79, which is comparable to the VUG Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of VEXRX 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


VEXRXVUGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.82

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.53

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.76

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.57

-0.14

Correlation

The correlation between VEXRX and VUG is 0.86, 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

VEXRX vs. VUG - Dividend Comparison

VEXRX's dividend yield for the trailing twelve months is around 7.55%, more than VUG's 0.45% yield.


TTM20252024202320222021202020192018201720162015
VEXRX
Vanguard Explorer Fund Admiral Shares
7.55%7.54%12.72%0.89%5.22%16.17%6.76%5.08%11.13%11.46%4.63%10.89%
VUG
Vanguard Growth ETF
0.45%0.41%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%

Drawdowns

VEXRX vs. VUG - Drawdown Comparison

The maximum VEXRX drawdown since its inception was -57.26%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for VEXRX and VUG.


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Drawdown Indicators


VEXRXVUGDifference

Max Drawdown

Largest peak-to-trough decline

-57.26%

-50.68%

-6.58%

Max Drawdown (1Y)

Largest decline over 1 year

-14.14%

-16.53%

+2.39%

Max Drawdown (5Y)

Largest decline over 5 years

-32.67%

-35.61%

+2.94%

Max Drawdown (10Y)

Largest decline over 10 years

-39.86%

-35.61%

-4.25%

Current Drawdown

Current decline from peak

-6.76%

-12.25%

+5.49%

Average Drawdown

Average peak-to-trough decline

-10.00%

-7.13%

-2.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

4.72%

-1.34%

Volatility

VEXRX vs. VUG - Volatility Comparison

Vanguard Explorer Fund Admiral Shares (VEXRX) has a higher volatility of 7.50% compared to Vanguard Growth ETF (VUG) at 7.12%. This indicates that VEXRX'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


VEXRXVUGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.50%

7.12%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

13.17%

12.70%

+0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

22.25%

22.70%

-0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.32%

22.22%

-0.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.81%

21.38%

+0.43%