VTCLX vs. VUG
Compare and contrast key facts about Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX) and Vanguard Growth ETF (VUG).
VTCLX is managed by Blackrock. It was launched on Sep 6, 1994. 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: VTCLX or VUG.
Key characteristics
| VTCLX | VUG | |
|---|---|---|
| YTD Return | 22.21% | 27.96% |
| 1Y Return | 41.16% | 49.80% |
| 3Y Return (Ann) | 8.86% | 8.74% |
| 5Y Return (Ann) | 15.52% | 19.22% |
| 10Y Return (Ann) | 13.12% | 15.61% |
| Sharpe Ratio | 3.47 | 3.13 |
| Sortino Ratio | 4.56 | 3.94 |
| Omega Ratio | 1.65 | 1.56 |
| Calmar Ratio | 3.64 | 3.00 |
| Martin Ratio | 22.31 | 15.90 |
| Ulcer Index | 1.92% | 3.26% |
| Daily Std Dev | 12.35% | 16.58% |
| Max Drawdown | -55.18% | -50.68% |
| Current Drawdown | -0.58% | 0.00% |
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.
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.
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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%.
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.
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.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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.