VUG vs. MAGS

Last updated Aug 1, 2026

VUG (Vanguard Growth ETF) and MAGS (Roundhill Magnificent Seven ETF) are both exchange-traded funds - VUG is a Large Cap Growth Equities fund tracking the CRSP US Large Cap Growth Index, while MAGS is a Technology Equities fund actively managed by Roundhill. VUG is passively managed, while MAGS is actively managed. Over the past 3 years, VUG returned 21.19%/yr vs 28.94%/yr for MAGS. Their correlation of 0.91 means they have usually moved in the same direction. VUG charges 0.03%/yr vs 0.29%/yr for MAGS.

Performance

VUG vs. MAGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Growth ETF (VUG) and Roundhill Magnificent Seven ETF (MAGS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

VUG

• 1D: 1.10%
• 1M: -1.13%
• 6M: 6.39%
• YTD: 5.02%
• 1Y: 12.79%
• 3Y*: 21.19%
• 5Y*: 12.16%
• 10Y*: 17.38%
• ALL TIME*: 12.08%

MAGS

• 1D: 3.19%
• 1M: 0.18%
• 6M: -0.29%
• YTD: 0.00%
• 1Y: 14.23%
• 3Y*: 28.94%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 35.62%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
MAGS Roundhill Magnificent Seven ETF	$254.73M	$303.60M	$278.63M
VUG Vanguard Growth ETF	$556.11M	$661.72M	$650.91M

VUG vs. MAGS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
VUG Vanguard Growth ETF	5.02%	19.40%	32.69%	26.41%
MAGS Roundhill Magnificent Seven ETF	0.00%	22.99%	63.97%	35.74%

Correlation

The correlation between VUG and MAGS is 0.91, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.91
Correlation (3Y) Balances recent behavior with more history.	0.92
Correlation (All Time) Calculated using the full available price history since Apr 11, 2023	0.91

The correlation between VUG and MAGS has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.

VUG vs. MAGS - Sectors Allocation Comparison

Sectors	VUG	MAGS
Technology	56.2%	13.8%
Communication Services	15.4%	7.7%
Consumer Cyclical	11.5%	7.4%
Industrials	5.3%	-
Healthcare	4.7%	-
Financial Services	3.8%	-
Consumer Defensive	1.4%	-
Real Estate	1.0%	-
Utilities	0.7%	-
Basic Materials	0.5%	-
Energy	0.3%	-

Return for Risk

VUG vs. MAGS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VUG

VUG Risk / Return Rank: 28
VUG Sharpe Ratio Rank: 30
VUG Sortino Ratio Rank: 29
VUG Omega Ratio Rank: 28
VUG Calmar Ratio Rank: 25
VUG Martin Ratio Rank: 29

MAGS

MAGS Risk / Return Rank: 27
MAGS Sharpe Ratio Rank: 27
MAGS Sortino Ratio Rank: 27
MAGS Omega Ratio Rank: 26
MAGS Calmar Ratio Rank: 25
MAGS Martin Ratio Rank: 27

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VUG vs. MAGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth ETF (VUG) and Roundhill Magnificent Seven ETF (MAGS). 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.

	VUG	MAGS	Difference
Sharpe ratio: Return per unit of total volatility	0.72	0.64	+0.08
Sortino ratio: Return per unit of downside risk	1.10	1.01	+0.09
Omega ratio: Gain probability vs. loss probability	1.13	1.12	+0.01
Calmar ratio: Return relative to maximum drawdown	0.78	0.77	+0.01
Martin ratio: Return relative to average drawdown	2.47	2.26	+0.21

VUG vs. MAGS - Sharpe Ratio Comparison

The current VUG Sharpe Ratio is 0.72, which is comparable to the MAGS Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of VUG and MAGS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VUG vs. MAGS - Drawdown Comparison

The maximum VUG drawdown since its inception was -50.68%, which is greater than MAGS's maximum drawdown of -29.91%. Use the drawdown chart below to compare losses from any high point for VUG and MAGS.

Drawdown Indicators

	VUG	MAGS	Difference
Max Drawdown Largest peak-to-trough decline	-50.68%	-29.91%	-20.77%
Max Drawdown (1Y) Largest decline over 1 year	-16.53%	-18.62%	+2.09%
Max Drawdown (3Y) Largest decline over 3 years	-22.85%	-29.91%	+7.06%
Max Drawdown (5Y) Largest decline over 5 years	-35.61%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-35.61%	—	—
Current Drawdown Current decline from peak	-5.53%	-7.02%	+1.49%
Average Drawdown Average peak-to-trough decline	-7.08%	-4.86%	-2.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.20%	6.31%	-1.11%

Volatility

VUG vs. MAGS - Volatility Comparison

The current volatility for Vanguard Growth ETF (VUG) is 5.58%, while Roundhill Magnificent Seven ETF (MAGS) has a volatility of 8.02%. This indicates that VUG experiences smaller price fluctuations and is considered to be less risky than MAGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VUG	MAGS	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.58%	8.02%	-2.44%
Volatility (6M) Calculated over the trailing 6-month period	14.24%	17.37%	-3.13%
Volatility (1Y) Calculated over the trailing 1-year period	17.74%	22.30%	-4.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.49%	26.09%	-3.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.55%	26.09%	-4.54%

VUG vs. MAGS - Expense Ratio Comparison

VUG has a 0.03% expense ratio, which is lower than MAGS's 0.29% expense ratio.

Dividends

VUG vs. MAGS - Dividend Comparison

VUG's dividend yield for the trailing twelve months is around 0.40%, less than MAGS's 1.48% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MAGS Roundhill Magnificent Seven ETF	1.48%	1.48%	0.81%	0.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VUG Vanguard Growth ETF	0.40%	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

Can I hold both VUG and MAGS in my portfolio?

With a correlation of 0.91, VUG and MAGS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, VUG or MAGS?

MAGS has higher volatility (8.02%) compared to VUG (5.58%). In terms of maximum drawdown, VUG dropped -50.68% vs MAGS's -29.91%.

Which ETF is better, VUG or MAGS?

On 3-year performance, MAGS leads with 28.94% vs 21.19% for VUG. On fees, VUG is cheaper at 0.03% per year. On volatility, VUG has been the lower-risk option at 5.58%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VUG or MAGS?

Over the 3-year period, MAGS has performed better with a 28.94% return vs 21.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VUG or MAGS?

VUG is cheaper with a 0.03% expense ratio, compared with 0.29% for MAGS.

Which ETF pays a higher dividend yield, VUG or MAGS?

MAGS has the higher dividend yield at 1.48%, compared with 0.40% for VUG.

What is the main difference between VUG and MAGS?

VUG is categorized as Large Cap Growth Equities, while MAGS is Technology Equities. They also come from different issuers: Vanguard and Roundhill. Their fees differ too: 0.03% for VUG and 0.29% for MAGS.

Which has better risk-adjusted returns?

VUG currently has the higher Sharpe Ratio (0.72 vs 0.64), 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.