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VGRO vs. ILCG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGRO vs. ILCG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Silvant Growth Opportunities ETF (VGRO) and iShares Morningstar Growth ETF (ILCG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VGRO achieves a 2.80% return, which is significantly lower than ILCG's 11.74% return.


VGRO

1D
0.81%
1M
0.82%
6M
3.19%
YTD
2.80%
1Y
3Y*
5Y*
10Y*

ILCG

1D
1.23%
1M
1.77%
6M
11.10%
YTD
11.74%
1Y
19.36%
3Y*
24.16%
5Y*
12.53%
10Y*
17.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGRO vs. ILCG - Yearly Performance Comparison


Correlation

The correlation between VGRO and ILCG is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 23, 2025

0.93

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Return for Risk

VGRO vs. ILCG — Risk / Return Rank

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

VGRO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


ILCG
ILCG Risk / Return Rank: 3434
Overall Rank
ILCG Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
ILCG Sortino Ratio Rank: 3434
Sortino Ratio Rank
ILCG Omega Ratio Rank: 3636
Omega Ratio Rank
ILCG Calmar Ratio Rank: 3030
Calmar Ratio Rank
ILCG Martin Ratio Rank: 3434
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.

VGRO vs. ILCG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Silvant Growth Opportunities ETF (VGRO) and iShares Morningstar Growth ETF (ILCG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VGROILCGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.20

Calmar ratioReturn relative to maximum drawdown

1.24

Martin ratioReturn relative to average drawdown

4.18

VGRO vs. ILCG - Sharpe Ratio Comparison


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Drawdowns

VGRO vs. ILCG - Drawdown Comparison

The maximum VGRO drawdown since its inception was -15.49%, smaller than the maximum ILCG drawdown of -52.98%. Use the drawdown chart below to compare losses from any high point for VGRO and ILCG.


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Drawdown Indicators


VGROILCGDifference

Max Drawdown

Largest peak-to-trough decline

-15.49%

-52.98%

+37.49%

Max Drawdown (1Y)

Largest decline over 1 year

-15.65%

Max Drawdown (3Y)

Largest decline over 3 years

-23.10%

Max Drawdown (5Y)

Largest decline over 5 years

-35.38%

Max Drawdown (10Y)

Largest decline over 10 years

-35.38%

Current Drawdown

Current decline from peak

-5.01%

-3.39%

-1.62%

Average Drawdown

Average peak-to-trough decline

-4.49%

-8.20%

+3.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.65%

Volatility

VGRO vs. ILCG - Volatility Comparison


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Volatility by Period


VGROILCGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.46%

Volatility (6M)

Calculated over the trailing 6-month period

14.99%

Volatility (1Y)

Calculated over the trailing 1-year period

19.65%

17.98%

+1.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.65%

22.28%

-2.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.65%

21.63%

-1.98%

VGRO vs. ILCG - Expense Ratio Comparison

VGRO has a 0.35% expense ratio, which is higher than ILCG's 0.04% expense ratio.


Dividends

VGRO vs. ILCG - Dividend Comparison

VGRO has not paid dividends to shareholders, while ILCG's dividend yield for the trailing twelve months is around 0.41%.


PositionTTM20252024202320222021202020192018201720162015
ILCG
iShares Morningstar Growth ETF
0.41%0.47%0.50%0.69%0.75%0.34%0.28%0.54%0.81%0.89%0.95%0.99%
VGRO
Virtus Silvant Growth Opportunities ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.93, VGRO and ILCG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, ILCG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ILCG is cheaper with a 0.04% expense ratio, compared with 0.35% for VGRO.

ILCG has the higher dividend yield at 0.41%, compared with 0.00% for VGRO.

They also come from different issuers: Virtus and iShares. Their fees differ too: 0.35% for VGRO and 0.04% for ILCG.

Portfolio Optimizer

Find the right allocation for VGRO and ILCG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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