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

Key characteristics


VTCLXVUG
YTD Return22.21%27.96%
1Y Return41.16%49.80%
3Y Return (Ann)8.86%8.74%
5Y Return (Ann)15.52%19.22%
10Y Return (Ann)13.12%15.61%
Sharpe Ratio3.473.13
Sortino Ratio4.563.94
Omega Ratio1.651.56
Calmar Ratio3.643.00
Martin Ratio22.3115.90
Ulcer Index1.92%3.26%
Daily Std Dev12.35%16.58%
Max Drawdown-55.18%-50.68%
Current Drawdown-0.58%0.00%

Correlation

-0.50.00.51.00.9

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.

Performance

VTCLX vs. VUG - Performance Comparison

In the year-to-date period, VTCLX achieves a 22.21% return, which is significantly lower than VUG's 27.96% return. Over the past 10 years, VTCLX has underperformed VUG with an annualized return of 13.12%, while VUG has yielded a comparatively higher 15.61% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%MayJuneJulyAugustSeptemberOctober
15.85%
20.44%
VTCLX
VUG

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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%.


VTCLX
Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares
Expense ratio chart for VTCLX: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%
Expense ratio chart for VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

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.


VTCLX
Sharpe ratio
The chart of Sharpe ratio for VTCLX, currently valued at 3.47, compared to the broader market-2.000.002.004.003.47
Sortino ratio
The chart of Sortino ratio for VTCLX, currently valued at 4.56, compared to the broader market0.005.0010.004.56
Omega ratio
The chart of Omega ratio for VTCLX, currently valued at 1.65, compared to the broader market1.002.003.004.001.65
Calmar ratio
The chart of Calmar ratio for VTCLX, currently valued at 3.64, compared to the broader market0.005.0010.0015.0020.003.64
Martin ratio
The chart of Martin ratio for VTCLX, currently valued at 22.31, compared to the broader market0.0020.0040.0060.0080.00100.0022.31
VUG
Sharpe ratio
The chart of Sharpe ratio for VUG, currently valued at 3.13, compared to the broader market-2.000.002.004.003.13
Sortino ratio
The chart of Sortino ratio for VUG, currently valued at 3.94, compared to the broader market0.005.0010.003.94
Omega ratio
The chart of Omega ratio for VUG, currently valued at 1.56, compared to the broader market1.002.003.004.001.56
Calmar ratio
The chart of Calmar ratio for VUG, currently valued at 3.00, compared to the broader market0.005.0010.0015.0020.003.00
Martin ratio
The chart of Martin ratio for VUG, currently valued at 15.90, compared to the broader market0.0020.0040.0060.0080.00100.0015.90

VTCLX vs. VUG - Sharpe Ratio Comparison

The current VTCLX Sharpe Ratio is 3.47, which is comparable to the VUG Sharpe Ratio of 3.13. 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 Ratio1.502.002.503.003.50MayJuneJulyAugustSeptemberOctober
3.47
3.13
VTCLX
VUG

Dividends

VTCLX vs. VUG - Dividend Comparison

VTCLX's dividend yield for the trailing twelve months is around 1.09%, more than VUG's 0.50% yield.


TTM20232022202120202019201820172016201520142013
VTCLX
Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares
1.09%1.24%1.47%1.04%1.32%1.52%1.83%1.57%1.76%1.69%1.56%1.52%
VUG
Vanguard Growth ETF
0.50%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.58%
0
VTCLX
VUG

Volatility

VTCLX vs. VUG - Volatility Comparison

The current volatility for Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX) is 2.73%, while Vanguard Growth ETF (VUG) has a volatility of 3.65%. 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.


2.00%4.00%6.00%8.00%MayJuneJulyAugustSeptemberOctober
2.73%
3.65%
VTCLX
VUG