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VUG vs. IEI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VUG vs. IEI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Growth ETF (VUG) and iShares 3-7 Year Treasury Bond ETF (IEI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VUG achieves a 4.80% return, which is significantly higher than IEI's -0.18% return. Over the past 10 years, VUG has outperformed IEI with an annualized return of 17.88%, while IEI has yielded a comparatively lower 1.25% annualized return.


VUG

1D
1.77%
1M
-1.66%
YTD
4.80%
6M
3.81%
1Y
21.18%
3Y*
23.60%
5Y*
13.74%
10Y*
17.88%

IEI

1D
0.43%
1M
0.16%
YTD
-0.18%
6M
0.03%
1Y
3.35%
3Y*
3.65%
5Y*
0.24%
10Y*
1.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUG vs. IEI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VUG
Vanguard Growth ETF
4.80%19.40%32.69%46.83%-33.16%27.35%40.25%37.03%-3.32%27.72%
IEI
iShares 3-7 Year Treasury Bond ETF
-0.18%6.96%1.81%4.42%-9.51%-2.54%6.95%5.71%1.36%1.22%

Correlation

The correlation between VUG and IEI is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.09

Correlation (5Y)
Calculated over the trailing 5-year period

0.08

Correlation (10Y)
Calculated over the trailing 10-year period

-0.04

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2007

-0.22

The correlation between VUG and IEI shifts across timeframes, from -0.22 (all time) to 0.15 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VUG vs. IEI — Risk / Return Rank

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

VUG
VUG Risk / Return Rank: 3939
Overall Rank
VUG Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
VUG Sortino Ratio Rank: 4242
Sortino Ratio Rank
VUG Omega Ratio Rank: 4242
Omega Ratio Rank
VUG Calmar Ratio Rank: 3232
Calmar Ratio Rank
VUG Martin Ratio Rank: 3535
Martin Ratio Rank

IEI
IEI Risk / Return Rank: 3535
Overall Rank
IEI Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
IEI Sortino Ratio Rank: 3939
Sortino Ratio Rank
IEI Omega Ratio Rank: 3535
Omega Ratio Rank
IEI Calmar Ratio Rank: 3333
Calmar Ratio Rank
IEI Martin Ratio Rank: 3131
Martin Ratio Rank
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.

VUG vs. IEI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth ETF (VUG) and iShares 3-7 Year Treasury Bond ETF (IEI). 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.


VUGIEIDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.23

1.20

+0.03

Calmar ratioReturn relative to maximum drawdown

1.29

1.35

-0.06

Martin ratioReturn relative to average drawdown

4.44

3.80

+0.64

VUG vs. IEI - Sharpe Ratio Comparison

The current VUG Sharpe Ratio is 1.29, which is comparable to the IEI Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of VUG and IEI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VUG vs. IEI - Drawdown Comparison

The maximum VUG drawdown since its inception was -50.68%, which is greater than IEI's maximum drawdown of -14.60%. Use the drawdown chart below to compare losses from any high point for VUG and IEI.


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Drawdown Indicators


VUGIEIDifference

Max Drawdown

Largest peak-to-trough decline

-50.68%

-14.60%

-36.08%

Max Drawdown (1Y)

Largest decline over 1 year

-16.53%

-2.50%

-14.03%

Max Drawdown (3Y)

Largest decline over 3 years

-22.85%

-3.66%

-19.19%

Max Drawdown (5Y)

Largest decline over 5 years

-35.61%

-13.88%

-21.73%

Max Drawdown (10Y)

Largest decline over 10 years

-35.61%

-14.60%

-21.01%

Current Drawdown

Current decline from peak

-5.73%

-1.62%

-4.11%

Average Drawdown

Average peak-to-trough decline

-7.09%

-2.67%

-4.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.78%

0.88%

+3.90%

Volatility

VUG vs. IEI - Volatility Comparison

Vanguard Growth ETF (VUG) has a higher volatility of 5.86% compared to iShares 3-7 Year Treasury Bond ETF (IEI) at 0.97%. This indicates that VUG's price experiences larger fluctuations and is considered to be riskier than IEI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VUGIEIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.86%

0.97%

+4.89%

Volatility (6M)

Calculated over the trailing 6-month period

13.00%

2.19%

+10.81%

Volatility (1Y)

Calculated over the trailing 1-year period

16.47%

3.01%

+13.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.31%

4.78%

+17.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.48%

3.93%

+17.55%

VUG vs. IEI - Expense Ratio Comparison

VUG has a 0.03% expense ratio, which is lower than IEI's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VUG vs. IEI - Dividend Comparison

VUG's dividend yield for the trailing twelve months is around 0.39%, less than IEI's 3.63% yield.


PositionTTM20252024202320222021202020192018201720162015
IEI
iShares 3-7 Year Treasury Bond ETF
3.63%3.48%3.18%2.36%1.37%0.73%1.12%2.01%1.95%1.51%1.33%1.39%
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 IEI have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VUG has higher volatility (5.86%) compared to IEI (0.97%). In terms of maximum drawdown, VUG dropped -50.68% vs IEI's -14.60%.

On 10-year performance, VUG leads with 17.88% vs 1.25% for IEI. On fees, VUG is cheaper at 0.03% per year. On volatility, IEI has been the lower-risk option at 0.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VUG has performed better with a 17.88% return vs 1.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VUG is cheaper with a 0.03% expense ratio, compared with 0.15% for IEI.

IEI has the higher dividend yield at 3.63%, compared with 0.39% for VUG.

VUG is categorized as Large Cap Growth Equities, while IEI is Government Bonds. VUG tracks CRSP US Large Cap Growth Index, while IEI tracks ICE U.S. Treasury 3-7 Year Bond Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.03% for VUG and 0.15% for IEI.

VUG currently has the higher Sharpe Ratio (1.29 vs 1.12), 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.

Portfolio Optimizer

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