VUG vs. FITZ
VUG (Vanguard Growth ETF) and FITZ (Fitz-Gerald Must Have Portfolio ETF) are both Large Cap Growth Equities funds. VUG is passively managed, while FITZ is actively managed. A 0.60 correlation means they provide meaningful diversification when combined. VUG charges 0.03%/yr vs 0.75%/yr for FITZ.
Performance
VUG vs. FITZ - Performance Comparison
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Returns By Period
VUG
- 1D
- -3.62%
- 1M
- 0.03%
- YTD
- 5.80%
- 6M
- 4.57%
- 1Y
- 23.98%
- 3Y*
- 24.49%
- 5Y*
- 14.33%
- 10Y*
- 17.81%
FITZ
- 1D
- -2.89%
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VUG vs. FITZ - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
VUG Vanguard Growth ETF | -3.69% |
FITZ Fitz-Gerald Must Have Portfolio ETF | -4.50% |
Correlation
The correlation between VUG and FITZ is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 29, 2026 | 0.60 |
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Return for Risk
VUG vs. FITZ — Risk / Return Rank
VUG
FITZ
VUG vs. FITZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth ETF (VUG) and Fitz-Gerald Must Have Portfolio ETF (FITZ). 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.
| VUG | FITZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.26 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.46 | — | — |
| Martin ratioReturn relative to average drawdown | 5.09 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VUG | FITZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | -5.11 | +5.72 |
Drawdowns
VUG vs. FITZ - Drawdown Comparison
The maximum VUG drawdown since its inception was -50.68%, which is greater than FITZ's maximum drawdown of -4.81%. Use the drawdown chart below to compare losses from any high point for VUG and FITZ.
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Drawdown Indicators
| VUG | FITZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.68% | -4.81% | -45.87% |
Max Drawdown (1Y)Largest decline over 1 year | -16.53% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -22.85% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -35.61% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.61% | — | — |
Current DrawdownCurrent decline from peak | -4.83% | -4.81% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -7.09% | -1.70% | -5.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.72% | — | — |
Volatility
VUG vs. FITZ - Volatility Comparison
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Volatility by Period
| VUG | FITZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.17% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 12.68% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 16.26% | 18.34% | -2.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.27% | 18.34% | +3.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.47% | 18.34% | +3.13% |
VUG vs. FITZ - Expense Ratio Comparison
VUG has a 0.03% expense ratio, which is lower than FITZ's 0.75% expense ratio.
Dividends
VUG vs. FITZ - Dividend Comparison
VUG's dividend yield for the trailing twelve months is around 0.39%, while FITZ has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FITZ Fitz-Gerald Must Have Portfolio ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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
VUG and FITZ have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VUG is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUG is cheaper with a 0.03% expense ratio, compared with 0.75% for FITZ.
VUG has the higher dividend yield at 0.39%, compared with 0.00% for FITZ.
They also come from different issuers: Vanguard and Nicholas. Their fees differ too: 0.03% for VUG and 0.75% for FITZ.
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