VSDA vs. VUG

Last updated Jun 23, 2026

VSDA (VictoryShares Dividend Accelerator ETF) and VUG (Vanguard Growth ETF) are both Large Cap Growth Equities funds - VSDA tracks the Nasdaq Victory Dividend Accelerator Index while VUG tracks the CRSP US Large Cap Growth Index. Both are passively managed. Over the past 5 years, VSDA returned 7.77%/yr vs 13.40%/yr for VUG. A 0.54 correlation means they provide meaningful diversification when combined. VSDA charges 0.35%/yr vs 0.03%/yr for VUG.

Performance

VSDA vs. VUG - Performance Comparison

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

Returns By Period

In the year-to-date period, VSDA achieves a 8.59% return, which is significantly higher than VUG's 5.76% return.

VSDA

• 1D: -0.14%
• 1M: 2.53%
• YTD: 8.59%
• 6M: 7.67%
• 1Y: 15.32%
• 3Y*: 10.75%
• 5Y*: 7.77%
• 10Y*: —

VUG

• 1D: -1.24%
• 1M: -1.87%
• YTD: 5.76%
• 6M: 5.17%
• 1Y: 24.00%
• 3Y*: 23.62%
• 5Y*: 13.40%
• 10Y*: 18.28%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VSDA vs. VUG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VSDA VictoryShares Dividend Accelerator ETF	8.59%	6.67%	9.40%	8.74%	-4.42%	21.95%	12.72%	31.39%	-1.40%	14.07%
VUG Vanguard Growth ETF	5.76%	19.40%	32.69%	46.83%	-33.16%	27.35%	40.25%	37.03%	-3.32%	16.94%

Correlation

The correlation between VSDA and VUG is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.19
Correlation (3Y) Calculated over the trailing 3-year period	0.34
Correlation (5Y) Calculated over the trailing 5-year period	0.53
Correlation (All Time) Calculated using the full available price history since Apr 18, 2017	0.54

Over the past year, the correlation between VSDA and VUG has dropped to 0.19 - well below their long-term average of 0.54, suggesting their price drivers have been diverging.

VSDA vs. VUG - Sectors Allocation Comparison

Sectors	VSDA	VUG
Consumer Defensive	31.6%	1.5%
Financial Services	21.2%	4.3%
Industrials	17.1%	3.6%
Basic Materials	8.1%	0.6%
Healthcare	7.4%	4.6%
Consumer Cyclical	4.9%	12.2%
Technology	4.7%	53.5%
Utilities	2.6%	0.9%
Energy	2.4%	0.4%
Communication Services	0.0%	17.3%
Real Estate	0.0%	1.0%

Return for Risk

VSDA vs. VUG — Risk / Return Rank

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

VSDA

VSDA Risk / Return Rank: 36
VSDA Sharpe Ratio Rank: 39
VSDA Sortino Ratio Rank: 42
VSDA Omega Ratio Rank: 35
VSDA Calmar Ratio Rank: 34
VSDA Martin Ratio Rank: 30

VUG

VUG Risk / Return Rank: 37
VUG Sharpe Ratio Rank: 42
VUG Sortino Ratio Rank: 39
VUG Omega Ratio Rank: 39
VUG Calmar Ratio Rank: 30
VUG Martin Ratio Rank: 34

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.

VSDA vs. VUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares Dividend Accelerator ETF (VSDA) 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.

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.

	VSDA	VUG	Difference
Sharpe ratio: Return per unit of total volatility	1.35	1.44	-0.08
Sortino ratio: Return per unit of downside risk	2.05	1.97	+0.08
Omega ratio: Gain probability vs. loss probability	1.23	1.25	-0.02
Calmar ratio: Return relative to maximum drawdown	1.63	1.46	+0.17
Martin ratio: Return relative to average drawdown	4.10	4.99	-0.88

VSDA vs. VUG - Sharpe Ratio Comparison

The current VSDA Sharpe Ratio is 1.35, which is comparable to the VUG Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of VSDA and VUG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VSDA vs. VUG - Drawdown Comparison

The maximum VSDA drawdown since its inception was -32.12%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for VSDA and VUG.

Drawdown Indicators

	VSDA	VUG	Difference
Max Drawdown Largest peak-to-trough decline	-32.12%	-50.68%	+18.56%
Max Drawdown (1Y) Largest decline over 1 year	-9.44%	-16.53%	+7.09%
Max Drawdown (3Y) Largest decline over 3 years	-15.54%	-22.85%	+7.31%
Max Drawdown (5Y) Largest decline over 5 years	-16.14%	-35.61%	+19.47%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.61%	—
Current Drawdown Current decline from peak	-2.80%	-4.86%	+2.06%
Average Drawdown Average peak-to-trough decline	-3.63%	-7.09%	+3.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.74%	4.82%	-1.08%

Volatility

VSDA vs. VUG - Volatility Comparison

The current volatility for VictoryShares Dividend Accelerator ETF (VSDA) is 3.25%, while Vanguard Growth ETF (VUG) has a volatility of 6.55%. This indicates that VSDA 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.

Volatility by Period

	VSDA	VUG	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.25%	6.55%	-3.30%
Volatility (6M) Calculated over the trailing 6-month period	8.35%	13.32%	-4.97%
Volatility (1Y) Calculated over the trailing 1-year period	11.38%	16.80%	-5.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.05%	22.36%	-8.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.57%	21.53%	-4.96%

VSDA vs. VUG - Expense Ratio Comparison

VSDA has a 0.35% expense ratio, which is higher than VUG's 0.03% expense ratio.

Dividends

VSDA vs. VUG - Dividend Comparison

VSDA's dividend yield for the trailing twelve months is around 2.56%, more than VUG's 0.39% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VSDA VictoryShares Dividend Accelerator ETF	2.56%	2.65%	2.36%	1.92%	1.83%	1.40%	1.49%	1.36%	1.69%	1.23%	0.00%	0.00%
VUG Vanguard Growth ETF	0.39%	0.41%	0.47%	0.58%	0.70%	0.48%	0.66%	0.95%	1.32%	1.14%	1.39%	1.30%

Frequently Asked Questions

Can I hold both VSDA and VUG in my portfolio?

VSDA and VUG have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VSDA or VUG?

VUG has higher volatility (6.55%) compared to VSDA (3.25%). In terms of maximum drawdown, VSDA dropped -32.12% vs VUG's -50.68%.

Which ETF is better, VSDA or VUG?

On 5-year performance, VUG leads with 13.40% vs 7.77% for VSDA. On fees, VUG is cheaper at 0.03% per year. On volatility, VSDA has been the lower-risk option at 3.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VSDA or VUG?

Over the 5-year period, VUG has performed better with a 13.40% return vs 7.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VSDA or VUG?

VUG is cheaper with a 0.03% expense ratio, compared with 0.35% for VSDA.

Which ETF pays a higher dividend yield, VSDA or VUG?

VSDA has the higher dividend yield at 2.56%, compared with 0.39% for VUG.

What is the main difference between VSDA and VUG?

VSDA tracks Nasdaq Victory Dividend Accelerator Index, while VUG tracks CRSP US Large Cap Growth Index. They also come from different issuers: Crestview and Vanguard. Their fees differ too: 0.35% for VSDA and 0.03% for VUG.

Which has better risk-adjusted returns?

VUG currently has the higher Sharpe Ratio (1.44 vs 1.35), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.