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

Correlation

The correlation between VONG and VUG is 0.98, 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.


-0.50.00.51.01.0

Performance

VONG vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Russell 1000 Growth ETF (VONG) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

600.00%650.00%700.00%750.00%800.00%850.00%JulyAugustSeptemberOctoberNovemberDecember
840.40%
779.08%
VONG
VUG

Key characteristics

Sharpe Ratio

VONG:

2.15

VUG:

2.11

Sortino Ratio

VONG:

2.77

VUG:

2.74

Omega Ratio

VONG:

1.39

VUG:

1.39

Calmar Ratio

VONG:

2.81

VUG:

2.81

Martin Ratio

VONG:

11.01

VUG:

11.02

Ulcer Index

VONG:

3.35%

VUG:

3.31%

Daily Std Dev

VONG:

17.17%

VUG:

17.27%

Max Drawdown

VONG:

-32.72%

VUG:

-50.68%

Current Drawdown

VONG:

-2.62%

VUG:

-2.41%

Returns By Period

The year-to-date returns for both stocks are quite close, with VONG having a 35.22% return and VUG slightly lower at 34.89%. Over the past 10 years, VONG has outperformed VUG with an annualized return of 16.75%, while VUG has yielded a comparatively lower 15.88% annualized return.


VONG

YTD

35.22%

1M

3.63%

6M

12.28%

1Y

35.39%

5Y*

19.34%

10Y*

16.75%

VUG

YTD

34.89%

1M

3.42%

6M

12.16%

1Y

35.02%

5Y*

18.91%

10Y*

15.88%

Compare stocks, funds, or ETFs

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


VONG vs. VUG - Expense Ratio Comparison

VONG has a 0.08% expense ratio, which is higher than VUG's 0.04% 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%.


VONG
Vanguard Russell 1000 Growth ETF
Expense ratio chart for VONG: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
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%

Risk-Adjusted Performance

VONG vs. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 1000 Growth ETF (VONG) 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 VONG, currently valued at 2.15, compared to the broader market0.002.004.002.152.11
The chart of Sortino ratio for VONG, currently valued at 2.77, compared to the broader market-2.000.002.004.006.008.0010.002.772.74
The chart of Omega ratio for VONG, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.391.39
The chart of Calmar ratio for VONG, currently valued at 2.81, compared to the broader market0.005.0010.0015.002.812.81
The chart of Martin ratio for VONG, currently valued at 11.01, compared to the broader market0.0020.0040.0060.0080.00100.0011.0111.02
VONG
VUG

The current VONG Sharpe Ratio is 2.15, which is comparable to the VUG Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of VONG 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 Ratio1.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.15
2.11
VONG
VUG

Dividends

VONG vs. VUG - Dividend Comparison

VONG's dividend yield for the trailing twelve months is around 0.41%, more than VUG's 0.33% yield.


TTM20232022202120202019201820172016201520142013
VONG
Vanguard Russell 1000 Growth ETF
0.41%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%1.28%
VUG
Vanguard Growth ETF
0.33%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%

Drawdowns

VONG vs. VUG - Drawdown Comparison

The maximum VONG drawdown since its inception was -32.72%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for VONG and VUG. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.62%
-2.41%
VONG
VUG

Volatility

VONG vs. VUG - Volatility Comparison

Vanguard Russell 1000 Growth ETF (VONG) and Vanguard Growth ETF (VUG) have volatilities of 4.94% and 4.86%, 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%JulyAugustSeptemberOctoberNovemberDecember
4.94%
4.86%
VONG
VUG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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