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VUG vs. MBB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VUG vs. MBB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Growth ETF (VUG) and iShares MBS Bond ETF (MBB). 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 MBB's 1.01% return. Over the past 10 years, VUG has outperformed MBB with an annualized return of 17.88%, while MBB has yielded a comparatively lower 1.33% 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%

MBB

1D
0.65%
1M
0.67%
YTD
1.01%
6M
1.29%
1Y
6.49%
3Y*
4.43%
5Y*
0.41%
10Y*
1.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUG vs. MBB - 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%
MBB
iShares MBS Bond ETF
1.01%8.38%1.31%5.01%-11.74%-1.43%4.08%6.18%0.82%2.49%

Correlation

The correlation between VUG and MBB is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.19

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

0.18

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

0.10

Correlation (All Time)
Calculated using the full available price history since Mar 16, 2007

-0.06

The correlation between VUG and MBB shifts across timeframes, from -0.06 (all time) to 0.27 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VUG vs. MBB — 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

MBB
MBB Risk / Return Rank: 5151
Overall Rank
MBB Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
MBB Sortino Ratio Rank: 5353
Sortino Ratio Rank
MBB Omega Ratio Rank: 5050
Omega Ratio Rank
MBB Calmar Ratio Rank: 5353
Calmar Ratio Rank
MBB Martin Ratio Rank: 5050
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. MBB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth ETF (VUG) and iShares MBS Bond ETF (MBB). 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.


VUGMBBDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

-0.37

Omega ratioGain probability vs. loss probability

1.23

1.26

-0.03

Calmar ratioReturn relative to maximum drawdown

1.29

2.21

-0.93

Martin ratioReturn relative to average drawdown

4.44

7.06

-2.62

VUG vs. MBB - Sharpe Ratio Comparison

The current VUG Sharpe Ratio is 1.29, which is comparable to the MBB Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of VUG and MBB, 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. MBB - Drawdown Comparison

The maximum VUG drawdown since its inception was -50.68%, which is greater than MBB's maximum drawdown of -17.64%. Use the drawdown chart below to compare losses from any high point for VUG and MBB.


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Drawdown Indicators


VUGMBBDifference

Max Drawdown

Largest peak-to-trough decline

-50.68%

-17.64%

-33.04%

Max Drawdown (1Y)

Largest decline over 1 year

-16.53%

-2.94%

-13.59%

Max Drawdown (3Y)

Largest decline over 3 years

-22.85%

-7.68%

-15.17%

Max Drawdown (5Y)

Largest decline over 5 years

-35.61%

-17.19%

-18.42%

Max Drawdown (10Y)

Largest decline over 10 years

-35.61%

-17.64%

-17.97%

Current Drawdown

Current decline from peak

-5.73%

-1.09%

-4.64%

Average Drawdown

Average peak-to-trough decline

-7.09%

-2.35%

-4.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.78%

0.92%

+3.86%

Volatility

VUG vs. MBB - Volatility Comparison

Vanguard Growth ETF (VUG) has a higher volatility of 5.86% compared to iShares MBS Bond ETF (MBB) at 1.57%. This indicates that VUG's price experiences larger fluctuations and is considered to be riskier than MBB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VUGMBBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.86%

1.57%

+4.29%

Volatility (6M)

Calculated over the trailing 6-month period

13.00%

3.31%

+9.69%

Volatility (1Y)

Calculated over the trailing 1-year period

16.47%

4.47%

+12.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.31%

6.82%

+15.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.48%

5.31%

+16.17%

VUG vs. MBB - Expense Ratio Comparison

VUG has a 0.03% expense ratio, which is lower than MBB's 0.06% 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. MBB - Dividend Comparison

VUG's dividend yield for the trailing twelve months is around 0.39%, less than MBB's 4.26% yield.


PositionTTM20252024202320222021202020192018201720162015
MBB
iShares MBS Bond ETF
4.26%4.21%3.94%3.40%2.31%1.05%2.10%2.77%2.64%2.23%2.58%2.66%
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 MBB have a correlation of 0.27, 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 MBB (1.57%). In terms of maximum drawdown, VUG dropped -50.68% vs MBB's -17.64%.

On 10-year performance, VUG leads with 17.88% vs 1.33% for MBB. On fees, VUG is cheaper at 0.03% per year. On volatility, MBB has been the lower-risk option at 1.57%. 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 1.33%. 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 0.06% for MBB.

MBB has the higher dividend yield at 4.26%, compared with 0.39% for VUG.

VUG is categorized as Large Cap Growth Equities, while MBB is Mortgage Backed Securities. VUG tracks CRSP US Large Cap Growth Index, while MBB tracks Barclays Capital U.S. MBS Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.03% for VUG and 0.06% for MBB.

MBB currently has the higher Sharpe Ratio (1.46 vs 1.29), 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.

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