VUG vs. PM
VUG (Vanguard Growth ETF) is Large Cap Growth Equities fund tracking the CRSP US Large Cap Growth Index, while PM (Philip Morris International Inc.) is a stock. Over the past 10 years, VUG returned 17.90%/yr vs 11.71%/yr for PM. At a 0.35 correlation, their price movements are largely independent.
Performance
VUG vs. PM - Performance Comparison
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Returns By Period
In the year-to-date period, VUG achieves a 4.99% return, which is significantly lower than PM's 15.93% return. Over the past 10 years, VUG has outperformed PM with an annualized return of 17.90%, while PM has yielded a comparatively lower 11.71% annualized return.
VUG
- 1D
- 0.18%
- 1M
- -3.64%
- YTD
- 4.99%
- 6M
- 5.66%
- 1Y
- 22.83%
- 3Y*
- 23.38%
- 5Y*
- 13.78%
- 10Y*
- 17.90%
PM
- 1D
- 1.95%
- 1M
- -2.80%
- YTD
- 15.93%
- 6M
- 22.12%
- 1Y
- 3.53%
- 3Y*
- 31.18%
- 5Y*
- 18.78%
- 10Y*
- 11.71%
VUG vs. PM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VUG Vanguard Growth ETF | 4.99% | 19.40% | 32.69% | 46.83% | -33.16% | 27.35% | 40.25% | 37.03% | -3.32% | 27.72% |
PM Philip Morris International Inc. | 15.93% | 37.99% | 34.34% | -1.85% | 12.31% | 20.78% | 3.69% | 35.02% | -33.30% | 19.85% |
Correlation
The correlation between VUG and PM is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2008 | 0.35 |
The correlation between VUG and PM shifts across timeframes, from -0.14 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VUG vs. PM — Risk / Return Rank
VUG
PM
VUG vs. PM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth ETF (VUG) and Philip Morris International Inc. (PM). 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 | PM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.16 | ||
| Sortino ratioReturn per unit of downside risk | +1.41 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.05 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 0.18 | +1.11 |
| Martin ratioReturn relative to average drawdown | 4.43 | 0.34 | +4.09 |
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Drawdowns
VUG vs. PM - Drawdown Comparison
The maximum VUG drawdown since its inception was -50.68%, which is greater than PM's maximum drawdown of -42.87%. Use the drawdown chart below to compare losses from any high point for VUG and PM.
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Drawdown Indicators
| VUG | PM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.68% | -42.87% | -7.81% |
Max Drawdown (1Y)Largest decline over 1 year | -16.53% | -20.64% | +4.11% |
Max Drawdown (3Y)Largest decline over 3 years | -22.85% | -20.64% | -2.21% |
Max Drawdown (5Y)Largest decline over 5 years | -35.61% | -22.78% | -12.83% |
Max Drawdown (10Y)Largest decline over 10 years | -35.61% | -42.87% | +7.26% |
Current DrawdownCurrent decline from peak | -5.56% | -3.94% | -1.62% |
Average DrawdownAverage peak-to-trough decline | -7.09% | -10.02% | +2.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.79% | 10.81% | -6.02% |
Volatility
VUG vs. PM - Volatility Comparison
The current volatility for Vanguard Growth ETF (VUG) is 5.73%, while Philip Morris International Inc. (PM) has a volatility of 7.76%. This indicates that VUG experiences smaller price fluctuations and is considered to be less risky than PM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VUG | PM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.73% | 7.76% | -2.03% |
Volatility (6M)Calculated over the trailing 6-month period | 13.00% | 21.07% | -8.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.46% | 27.73% | -11.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.30% | 22.73% | -0.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.48% | 24.46% | -2.98% |
Dividends
VUG vs. PM - Dividend Comparison
VUG's dividend yield for the trailing twelve months is around 0.39%, less than PM's 3.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PM Philip Morris International Inc. | 3.13% | 3.52% | 4.40% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% |
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 PM have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PM has higher volatility (7.76%) compared to VUG (5.73%). In terms of maximum drawdown, VUG dropped -50.68% vs PM's -42.87%.
VUG currently has the higher Sharpe Ratio (1.29 vs 0.13), 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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