PortfoliosLab logoPortfoliosLab logo
VFVA vs. VUG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VFVA vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard U.S. Value Factor ETF (VFVA) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VFVA vs. VUG - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VFVA
Vanguard U.S. Value Factor ETF
1.90%14.77%7.67%17.37%-3.96%36.94%2.28%25.42%-15.61%
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, VFVA achieves a 1.90% return, which is significantly higher than VUG's -10.37% return.


VFVA

1D
1.68%
1M
-4.22%
YTD
1.90%
6M
6.70%
1Y
20.72%
3Y*
14.30%
5Y*
9.65%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VFVA vs. VUG - Expense Ratio Comparison

VFVA has a 0.13% 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

VFVA vs. VUG — Risk / Return Rank

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

VFVA
VFVA Risk / Return Rank: 5757
Overall Rank
VFVA Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
VFVA Sortino Ratio Rank: 5858
Sortino Ratio Rank
VFVA Omega Ratio Rank: 5858
Omega Ratio Rank
VFVA Calmar Ratio Rank: 5757
Calmar Ratio Rank
VFVA Martin Ratio Rank: 5858
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.

VFVA vs. VUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Value Factor ETF (VFVA) 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.


VFVAVUGDifference

Sharpe ratio

Return per unit of total volatility

0.94

0.81

+0.13

Sortino ratio

Return per unit of downside risk

1.44

1.31

+0.13

Omega ratio

Gain probability vs. loss probability

1.20

1.18

+0.02

Calmar ratio

Return relative to maximum drawdown

1.35

1.11

+0.24

Martin ratio

Return relative to average drawdown

5.41

3.96

+1.45

VFVA vs. VUG - Sharpe Ratio Comparison

The current VFVA Sharpe Ratio is 0.94, which is comparable to the VUG Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of VFVA 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.


Loading graphics...

Sharpe Ratios by Period


VFVAVUGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

0.81

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.52

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.57

-0.18

Correlation

The correlation between VFVA and VUG is 0.57, 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

VFVA vs. VUG - Dividend Comparison

VFVA's dividend yield for the trailing twelve months is around 2.10%, more than VUG's 0.46% yield.


TTM20252024202320222021202020192018201720162015
VFVA
Vanguard U.S. Value Factor ETF
2.10%2.13%2.40%2.45%2.21%1.68%2.04%2.08%1.65%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

VFVA vs. VUG - Drawdown Comparison

The maximum VFVA drawdown since its inception was -48.58%, roughly equal to the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for VFVA and VUG.


Loading graphics...

Drawdown Indicators


VFVAVUGDifference

Max Drawdown

Largest peak-to-trough decline

-48.58%

-50.68%

+2.10%

Max Drawdown (1Y)

Largest decline over 1 year

-15.54%

-16.53%

+0.99%

Max Drawdown (5Y)

Largest decline over 5 years

-24.07%

-35.61%

+11.54%

Max Drawdown (10Y)

Largest decline over 10 years

-35.61%

Current Drawdown

Current decline from peak

-6.43%

-13.20%

+6.77%

Average Drawdown

Average peak-to-trough decline

-7.43%

-7.13%

-0.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.89%

4.66%

-0.77%

Volatility

VFVA vs. VUG - Volatility Comparison

The current volatility for Vanguard U.S. Value Factor ETF (VFVA) is 4.34%, while Vanguard Growth ETF (VUG) has a volatility of 7.00%. This indicates that VFVA 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.


Loading graphics...

Volatility by Period


VFVAVUGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.34%

7.00%

-2.66%

Volatility (6M)

Calculated over the trailing 6-month period

11.07%

12.65%

-1.58%

Volatility (1Y)

Calculated over the trailing 1-year period

22.24%

22.68%

-0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.26%

22.23%

-1.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.51%

21.38%

+3.13%