VFMF vs. VUG
Compare and contrast key facts about Vanguard U.S. Multifactor ETF (VFMF) and Vanguard Growth ETF (VUG).
VFMF and VUG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VFMF is managed by Vanguard. It was launched on Feb 13, 2018. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP US Large Cap Growth Index. It was launched on Nov 13, 2000.
Performance
VFMF vs. VUG - Performance Comparison
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VFMF vs. VUG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VFMF Vanguard U.S. Multifactor ETF | 3.32% | 17.38% | 15.60% | 18.52% | -5.70% | 30.05% | 4.99% | 22.34% | -11.29% |
VUG Vanguard Growth ETF | -10.37% | 19.40% | 32.69% | 46.83% | -33.16% | 27.35% | 40.25% | 37.03% | -7.04% |
Returns By Period
In the year-to-date period, VFMF achieves a 3.32% return, which is significantly higher than VUG's -10.37% return.
VFMF
- 1D
- 1.80%
- 1M
- -4.04%
- YTD
- 3.32%
- 6M
- 8.39%
- 1Y
- 24.79%
- 3Y*
- 18.13%
- 5Y*
- 11.66%
- 10Y*
- —
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%
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VFMF vs. VUG - Expense Ratio Comparison
VFMF has a 0.18% expense ratio, which is higher than VUG's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
VFMF vs. VUG — Risk / Return Rank
VFMF
VUG
VFMF vs. VUG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Multifactor ETF (VFMF) 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.
| VFMF | VUG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.33 | 0.81 | +0.52 |
Sortino ratioReturn per unit of downside risk | 1.90 | 1.31 | +0.59 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.18 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.93 | 1.11 | +0.81 |
Martin ratioReturn relative to average drawdown | 8.90 | 3.96 | +4.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VFMF | VUG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 0.81 | +0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.52 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.57 | -0.06 |
Correlation
The correlation between VFMF and VUG is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
VFMF vs. VUG - Dividend Comparison
VFMF's dividend yield for the trailing twelve months is around 1.53%, more than VUG's 0.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFMF Vanguard U.S. Multifactor ETF | 1.53% | 1.54% | 1.60% | 1.78% | 2.21% | 1.39% | 1.56% | 1.61% | 1.22% | 0.00% | 0.00% | 0.00% |
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
VFMF vs. VUG - Drawdown Comparison
The maximum VFMF drawdown since its inception was -41.34%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for VFMF and VUG.
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Drawdown Indicators
| VFMF | VUG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.34% | -50.68% | +9.34% |
Max Drawdown (1Y)Largest decline over 1 year | -13.32% | -16.53% | +3.21% |
Max Drawdown (5Y)Largest decline over 5 years | -20.57% | -35.61% | +15.04% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.61% | — |
Current DrawdownCurrent decline from peak | -4.99% | -13.20% | +8.21% |
Average DrawdownAverage peak-to-trough decline | -5.85% | -7.13% | +1.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 4.66% | -1.78% |
Volatility
VFMF vs. VUG - Volatility Comparison
The current volatility for Vanguard U.S. Multifactor ETF (VFMF) is 4.62%, while Vanguard Growth ETF (VUG) has a volatility of 7.00%. This indicates that VFMF experiences smaller price fluctuations and is considered to be less risky 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
| VFMF | VUG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.62% | 7.00% | -2.38% |
Volatility (6M)Calculated over the trailing 6-month period | 10.05% | 12.65% | -2.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.79% | 22.68% | -3.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.25% | 22.23% | -3.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.31% | 21.38% | -0.07% |