PortfoliosLab logo
VTCLX vs. VUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VTCLX and VUG is 0.95, 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

VTCLX vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

600.00%700.00%800.00%900.00%1,000.00%NovemberDecember2025FebruaryMarchApril
657.92%
852.77%
VTCLX
VUG

Key characteristics

Sharpe Ratio

VTCLX:

0.49

VUG:

0.57

Sortino Ratio

VTCLX:

0.82

VUG:

0.95

Omega Ratio

VTCLX:

1.12

VUG:

1.13

Calmar Ratio

VTCLX:

0.51

VUG:

0.62

Martin Ratio

VTCLX:

2.06

VUG:

2.22

Ulcer Index

VTCLX:

4.67%

VUG:

6.42%

Daily Std Dev

VTCLX:

19.61%

VUG:

24.95%

Max Drawdown

VTCLX:

-55.18%

VUG:

-50.68%

Current Drawdown

VTCLX:

-10.06%

VUG:

-11.84%

Returns By Period

In the year-to-date period, VTCLX achieves a -5.81% return, which is significantly higher than VUG's -8.15% return. Over the past 10 years, VTCLX has underperformed VUG with an annualized return of 12.06%, while VUG has yielded a comparatively higher 14.44% annualized return.


VTCLX

YTD

-5.81%

1M

-0.87%

6M

-4.14%

1Y

9.06%

5Y*

15.63%

10Y*

12.06%

VUG

YTD

-8.15%

1M

1.63%

6M

-3.83%

1Y

12.88%

5Y*

17.38%

10Y*

14.44%

*Annualized

Compare stocks, funds, or ETFs

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


VTCLX vs. VUG - Expense Ratio Comparison

VTCLX has a 0.09% 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 VTCLX: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTCLX: 0.09%
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

VTCLX vs. VUG — Risk-Adjusted Performance Rank

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

VTCLX
The Risk-Adjusted Performance Rank of VTCLX is 6060
Overall Rank
The Sharpe Ratio Rank of VTCLX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of VTCLX is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VTCLX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of VTCLX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VTCLX is 6060
Martin Ratio Rank

VUG
The Risk-Adjusted Performance Rank of VUG is 6666
Overall Rank
The Sharpe Ratio Rank of VUG is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of VUG is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VUG is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VUG is 7171
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.

VTCLX vs. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX) 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 VTCLX, currently valued at 0.49, compared to the broader market-1.000.001.002.003.00
VTCLX: 0.49
VUG: 0.57
The chart of Sortino ratio for VTCLX, currently valued at 0.82, compared to the broader market-2.000.002.004.006.008.00
VTCLX: 0.82
VUG: 0.95
The chart of Omega ratio for VTCLX, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.00
VTCLX: 1.12
VUG: 1.13
The chart of Calmar ratio for VTCLX, currently valued at 0.51, compared to the broader market0.002.004.006.008.0010.00
VTCLX: 0.51
VUG: 0.62
The chart of Martin ratio for VTCLX, currently valued at 2.06, compared to the broader market0.0010.0020.0030.0040.00
VTCLX: 2.06
VUG: 2.22

The current VTCLX Sharpe Ratio is 0.49, which is comparable to the VUG Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of VTCLX 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.49
0.57
VTCLX
VUG

Dividends

VTCLX vs. VUG - Dividend Comparison

VTCLX's dividend yield for the trailing twelve months is around 1.13%, more than VUG's 0.52% yield.


TTM20242023202220212020201920182017201620152014
VTCLX
Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares
1.13%1.04%1.24%1.47%1.04%1.32%1.52%1.83%1.57%1.76%1.69%1.56%
VUG
Vanguard Growth ETF
0.52%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%

Drawdowns

VTCLX vs. VUG - Drawdown Comparison

The maximum VTCLX drawdown since its inception was -55.18%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for VTCLX and VUG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.06%
-11.84%
VTCLX
VUG

Volatility

VTCLX vs. VUG - Volatility Comparison

The current volatility for Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX) is 14.24%, while Vanguard Growth ETF (VUG) has a volatility of 16.77%. This indicates that VTCLX 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.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
14.24%
16.77%
VTCLX
VUG