VOYA vs. VUG
Compare and contrast key facts about Voya Financial, Inc. (VOYA) and Vanguard Growth ETF (VUG).
VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VOYA or VUG.
Key characteristics
| VOYA | VUG | |
|---|---|---|
| YTD Return | 1.50% | 11.33% |
| 1Y Return | 7.49% | 36.57% |
| 3Y Return (Ann) | 3.86% | 9.96% |
| 5Y Return (Ann) | 7.94% | 17.44% |
| 10Y Return (Ann) | 8.65% | 15.09% |
| Sharpe Ratio | 0.48 | 2.39 |
| Daily Std Dev | 19.79% | 15.55% |
| Max Drawdown | -52.15% | -50.68% |
| Current Drawdown | -3.14% | -0.18% |
Correlation
The correlation between VOYA and VUG is 0.49, 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.
Performance
VOYA vs. VUG - Performance Comparison
In the year-to-date period, VOYA achieves a 1.50% return, which is significantly lower than VUG's 11.33% return. Over the past 10 years, VOYA has underperformed VUG with an annualized return of 8.65%, while VUG has yielded a comparatively higher 15.09% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
VOYA vs. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Voya Financial, Inc. (VOYA) 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.
Dividends
VOYA vs. VUG - Dividend Comparison
VOYA's dividend yield for the trailing twelve months is around 1.90%, more than VUG's 0.53% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VOYA Voya Financial, Inc. | 1.90% | 1.64% | 1.37% | 1.05% | 1.02% | 0.52% | 0.10% | 0.08% | 0.10% | 0.11% | 0.09% | 0.06% |
VUG Vanguard Growth ETF | 0.53% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
VOYA vs. VUG - Drawdown Comparison
The maximum VOYA drawdown since its inception was -52.15%, roughly equal to the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for VOYA and VUG. For additional features, visit the drawdowns tool.
Volatility
VOYA vs. VUG - Volatility Comparison
Voya Financial, Inc. (VOYA) has a higher volatility of 5.83% compared to Vanguard Growth ETF (VUG) at 5.00%. This indicates that VOYA's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.