VQNPX vs. VUG
Compare and contrast key facts about Vanguard Growth and Income Fund Investor Shares (VQNPX) and Vanguard Growth ETF (VUG).
VQNPX is managed by Vanguard. It was launched on Dec 10, 1986. 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: VQNPX or VUG.
Performance
VQNPX vs. VUG - Performance Comparison
Returns By Period
In the year-to-date period, VQNPX achieves a 26.30% return, which is significantly lower than VUG's 30.27% return. Over the past 10 years, VQNPX has underperformed VUG with an annualized return of 6.12%, while VUG has yielded a comparatively higher 15.55% annualized return.
VQNPX
26.30%
1.22%
11.20%
23.36%
7.54%
6.12%
VUG
30.27%
2.44%
14.56%
36.37%
19.10%
15.55%
Key characteristics
| VQNPX | VUG | |
|---|---|---|
| Sharpe Ratio | 1.59 | 2.14 |
| Sortino Ratio | 2.03 | 2.79 |
| Omega Ratio | 1.32 | 1.39 |
| Calmar Ratio | 1.00 | 2.77 |
| Martin Ratio | 8.05 | 10.94 |
| Ulcer Index | 2.86% | 3.29% |
| Daily Std Dev | 14.48% | 16.84% |
| Max Drawdown | -61.71% | -50.68% |
| Current Drawdown | -1.40% | -1.30% |
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VQNPX vs. VUG - Expense Ratio Comparison
VQNPX has a 0.32% expense ratio, which is higher than VUG's 0.04% expense ratio.
Correlation
The correlation between VQNPX and VUG is 0.93, 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.
Risk-Adjusted Performance
VQNPX vs. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth and Income Fund Investor Shares (VQNPX) 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
VQNPX vs. VUG - Dividend Comparison
VQNPX's dividend yield for the trailing twelve months is around 0.87%, more than VUG's 0.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VQNPX Vanguard Growth and Income Fund Investor Shares | 0.87% | 1.20% | 1.64% | 1.15% | 1.36% | 1.58% | 1.79% | 1.47% | 2.07% | 1.87% | 1.65% | 1.50% |
VUG Vanguard Growth ETF | 0.49% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
VQNPX vs. VUG - Drawdown Comparison
The maximum VQNPX drawdown since its inception was -61.71%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for VQNPX and VUG. For additional features, visit the drawdowns tool.
Volatility
VQNPX vs. VUG - Volatility Comparison
The current volatility for Vanguard Growth and Income Fund Investor Shares (VQNPX) is 4.25%, while Vanguard Growth ETF (VUG) has a volatility of 5.55%. This indicates that VQNPX 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.