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VUG vs. LQD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VUG vs. LQD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Growth ETF (VUG) and iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD). 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 LQD's 0.88% return. Over the past 10 years, VUG has outperformed LQD with an annualized return of 17.88%, while LQD has yielded a comparatively lower 2.53% 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%

LQD

1D
0.85%
1M
0.86%
YTD
0.88%
6M
0.69%
1Y
5.82%
3Y*
5.17%
5Y*
-0.20%
10Y*
2.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUG vs. LQD - 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%
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
0.88%7.90%0.86%9.40%-17.92%-1.84%10.97%17.37%-3.79%7.06%

Correlation

The correlation between VUG and LQD is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.27

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

0.30

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

0.25

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2004

0.08

Over the past year, VUG and LQD have become more correlated (0.34) than their long-term average of 0.08, meaning their price movements have been converging.

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Return for Risk

VUG vs. LQD — 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

LQD
LQD Risk / Return Rank: 3737
Overall Rank
LQD Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
LQD Sortino Ratio Rank: 3636
Sortino Ratio Rank
LQD Omega Ratio Rank: 3333
Omega Ratio Rank
LQD Calmar Ratio Rank: 4343
Calmar Ratio Rank
LQD Martin Ratio Rank: 3737
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. LQD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth ETF (VUG) and iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD). 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.


VUGLQDDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.18

Omega ratioGain probability vs. loss probability

1.23

1.19

+0.04

Calmar ratioReturn relative to maximum drawdown

1.29

1.75

-0.46

Martin ratioReturn relative to average drawdown

4.44

4.92

-0.47

VUG vs. LQD - Sharpe Ratio Comparison

The current VUG Sharpe Ratio is 1.29, which is comparable to the LQD Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of VUG and LQD, 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. LQD - Drawdown Comparison

The maximum VUG drawdown since its inception was -50.68%, which is greater than LQD's maximum drawdown of -24.95%. Use the drawdown chart below to compare losses from any high point for VUG and LQD.


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Drawdown Indicators


VUGLQDDifference

Max Drawdown

Largest peak-to-trough decline

-50.68%

-24.95%

-25.73%

Max Drawdown (1Y)

Largest decline over 1 year

-16.53%

-3.34%

-13.19%

Max Drawdown (3Y)

Largest decline over 3 years

-22.85%

-8.43%

-14.42%

Max Drawdown (5Y)

Largest decline over 5 years

-35.61%

-24.95%

-10.66%

Max Drawdown (10Y)

Largest decline over 10 years

-35.61%

-24.95%

-10.66%

Current Drawdown

Current decline from peak

-5.73%

-3.31%

-2.42%

Average Drawdown

Average peak-to-trough decline

-7.09%

-3.99%

-3.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.78%

1.19%

+3.59%

Volatility

VUG vs. LQD - Volatility Comparison

Vanguard Growth ETF (VUG) has a higher volatility of 5.86% compared to iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) at 1.77%. This indicates that VUG's price experiences larger fluctuations and is considered to be riskier than LQD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VUGLQDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.86%

1.77%

+4.09%

Volatility (6M)

Calculated over the trailing 6-month period

13.00%

4.04%

+8.96%

Volatility (1Y)

Calculated over the trailing 1-year period

16.47%

5.38%

+11.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.31%

8.65%

+13.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.48%

8.69%

+12.79%

VUG vs. LQD - Expense Ratio Comparison

VUG has a 0.03% expense ratio, which is lower than LQD'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. LQD - Dividend Comparison

VUG's dividend yield for the trailing twelve months is around 0.39%, less than LQD's 4.55% yield.


PositionTTM20252024202320222021202020192018201720162015
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
4.55%4.48%4.45%3.99%3.30%2.30%2.66%3.29%3.67%3.10%3.34%3.47%
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 LQD have a correlation of 0.34, 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 LQD (1.77%). In terms of maximum drawdown, VUG dropped -50.68% vs LQD's -24.95%.

On 10-year performance, VUG leads with 17.88% vs 2.53% for LQD. On fees, VUG is cheaper at 0.03% per year. On volatility, LQD has been the lower-risk option at 1.77%. 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 2.53%. 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 LQD.

LQD has the higher dividend yield at 4.55%, compared with 0.39% for VUG.

VUG is categorized as Large Cap Growth Equities, while LQD is Corporate Bonds. VUG tracks CRSP US Large Cap Growth Index, while LQD tracks iBoxx $ Liquid Investment Grade Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.03% for VUG and 0.15% for LQD.

VUG currently has the higher Sharpe Ratio (1.29 vs 1.09), 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

Find the right allocation for VUG and LQD

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