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

Correlation

The correlation between VONG and VUG is 0.94, 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.


-0.50.00.51.0
Correlation: 0.9

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%December2025FebruaryMarchAprilMay
765.84%
716.70%
VONG
VUG

Key characteristics

Sharpe Ratio

VONG:

0.69

VUG:

0.74

Sortino Ratio

VONG:

1.11

VUG:

1.16

Omega Ratio

VONG:

1.16

VUG:

1.17

Calmar Ratio

VONG:

0.74

VUG:

0.80

Martin Ratio

VONG:

2.52

VUG:

2.76

Ulcer Index

VONG:

6.84%

VUG:

6.62%

Daily Std Dev

VONG:

24.80%

VUG:

24.86%

Max Drawdown

VONG:

-32.72%

VUG:

-50.68%

Current Drawdown

VONG:

-10.34%

VUG:

-9.35%

Returns By Period

In the year-to-date period, VONG achieves a -6.54% return, which is significantly lower than VUG's -5.56% return. Both investments have delivered pretty close results over the past 10 years, with VONG having a 15.29% annualized return and VUG not far behind at 14.59%.


VONG

YTD

-6.54%

1M

14.94%

6M

0.00%

1Y

13.73%

5Y*

17.82%

10Y*

15.29%

VUG

YTD

-5.56%

1M

15.90%

6M

0.84%

1Y

14.77%

5Y*

17.35%

10Y*

14.59%

*Annualized

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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%.


Expense ratio chart for VONG: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VONG: 0.08%
Expense ratio chart for VUG: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VUG: 0.04%

Risk-Adjusted Performance

VONG vs. VUG — Risk-Adjusted Performance Rank

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

VONG
The Risk-Adjusted Performance Rank of VONG is 6363
Overall Rank
The Sharpe Ratio Rank of VONG is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VONG is 6363
Sortino Ratio Rank
The Omega Ratio Rank of VONG is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VONG is 6969
Calmar Ratio Rank
The Martin Ratio Rank of VONG is 6060
Martin Ratio Rank

VUG
The Risk-Adjusted Performance Rank of VUG is 6767
Overall Rank
The Sharpe Ratio Rank of VUG is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VUG is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VUG is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VUG is 7373
Calmar Ratio Rank
The Martin Ratio Rank of VUG is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for VONG, currently valued at 0.69, compared to the broader market-1.000.001.002.003.004.00
VONG: 0.69
VUG: 0.74
The chart of Sortino ratio for VONG, currently valued at 1.11, compared to the broader market-2.000.002.004.006.008.00
VONG: 1.11
VUG: 1.16
The chart of Omega ratio for VONG, currently valued at 1.16, compared to the broader market0.501.001.502.002.50
VONG: 1.16
VUG: 1.17
The chart of Calmar ratio for VONG, currently valued at 0.74, compared to the broader market0.002.004.006.008.0010.0012.00
VONG: 0.74
VUG: 0.80
The chart of Martin ratio for VONG, currently valued at 2.52, compared to the broader market0.0020.0040.0060.00
VONG: 2.52
VUG: 2.76

The current VONG Sharpe Ratio is 0.69, which is comparable to the VUG Sharpe Ratio of 0.74. 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 Ratio0.000.501.001.502.002.50December2025FebruaryMarchAprilMay
0.69
0.74
VONG
VUG

Dividends

VONG vs. VUG - Dividend Comparison

VONG's dividend yield for the trailing twelve months is around 0.58%, more than VUG's 0.50% yield.


TTM20242023202220212020201920182017201620152014
VONG
Vanguard Russell 1000 Growth ETF
0.58%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%
VUG
Vanguard Growth ETF
0.50%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-10.34%
-9.35%
VONG
VUG

Volatility

VONG vs. VUG - Volatility Comparison

Vanguard Russell 1000 Growth ETF (VONG) and Vanguard Growth ETF (VUG) have volatilities of 15.27% and 15.38%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
15.27%
15.38%
VONG
VUG