VUG vs. VITSX

Last updated Jun 14, 2026

VUG (Vanguard Growth ETF) and VITSX (Vanguard Total Stock Market Index Fund Institutional Shares) are both funds - VUG is a Large Cap Growth Equities fund tracking the CRSP US Large Cap Growth Index, while VITSX is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Both are passively managed. Over the past 10 years, VUG returned 17.90%/yr vs 14.94%/yr for VITSX. Their correlation of 0.94 suggests significant overlap in exposure. Both charge a 0.03% expense ratio.

Performance

VUG vs. VITSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Growth ETF (VUG) and Vanguard Total Stock Market Index Fund Institutional Shares (VITSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VUG achieves a 4.99% return, which is significantly lower than VITSX's 9.11% return. Over the past 10 years, VUG has outperformed VITSX with an annualized return of 17.90%, while VITSX has yielded a comparatively lower 14.94% 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%

VITSX

• 1D: 1.88%
• 1M: -0.74%
• YTD: 9.11%
• 6M: 9.18%
• 1Y: 25.69%
• 3Y*: 20.73%
• 5Y*: 12.10%
• 10Y*: 14.94%

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

VUG vs. VITSX - 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%
VITSX Vanguard Total Stock Market Index Fund Institutional Shares	9.11%	17.14%	23.25%	26.51%	-19.51%	25.74%	20.99%	30.80%	-5.18%	21.16%

Correlation

The correlation between VUG and VITSX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (10Y) Calculated over the trailing 10-year period	0.93
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004	0.94

The correlation between VUG and VITSX has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.

VUG vs. VITSX - Sectors Allocation Comparison

Sectors	VUG	VITSX
Technology	53.5%	33.3%
Communication Services	17.3%	10.1%
Consumer Cyclical	12.2%	9.8%
Healthcare	4.6%	9.1%
Financial Services	4.3%	11.9%
Industrials	3.6%	9.5%
Consumer Defensive	1.5%	4.7%
Real Estate	1.0%	2.4%
Utilities	0.9%	2.7%
Basic Materials	0.6%	2.0%
Energy	0.4%	3.8%

Return for Risk

VUG vs. VITSX — Risk / Return Rank

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

VUG

VUG Risk / Return Rank: 36
VUG Sharpe Ratio Rank: 41
VUG Sortino Ratio Rank: 38
VUG Omega Ratio Rank: 40
VUG Calmar Ratio Rank: 30
VUG Martin Ratio Rank: 33

VITSX

VITSX Risk / Return Rank: 72
VITSX Sharpe Ratio Rank: 70
VITSX Sortino Ratio Rank: 66
VITSX Omega Ratio Rank: 66
VITSX Calmar Ratio Rank: 74
VITSX Martin Ratio Rank: 83

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. VITSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth ETF (VUG) and Vanguard Total Stock Market Index Fund Institutional Shares (VITSX). 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	VITSX	Difference
Sharpe ratio: Return per unit of total volatility	1.29	1.94	-0.65
Sortino ratio: Return per unit of downside risk	1.78	2.65	-0.87
Omega ratio: Gain probability vs. loss probability	1.23	1.35	-0.12
Calmar ratio: Return relative to maximum drawdown	1.29	2.77	-1.48
Martin ratio: Return relative to average drawdown	4.43	12.46	-8.04

VUG vs. VITSX - Sharpe Ratio Comparison

The current VUG Sharpe Ratio is 1.29, which is lower than the VITSX Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of VUG and VITSX, 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. VITSX - Drawdown Comparison

The maximum VUG drawdown since its inception was -50.68%, smaller than the maximum VITSX drawdown of -55.30%. Use the drawdown chart below to compare losses from any high point for VUG and VITSX.

Drawdown Indicators

	VUG	VITSX	Difference
Max Drawdown Largest peak-to-trough decline	-50.68%	-55.30%	+4.62%
Max Drawdown (1Y) Largest decline over 1 year	-16.53%	-8.92%	-7.61%
Max Drawdown (3Y) Largest decline over 3 years	-22.85%	-19.36%	-3.49%
Max Drawdown (5Y) Largest decline over 5 years	-35.61%	-25.36%	-10.25%
Max Drawdown (10Y) Largest decline over 10 years	-35.61%	-34.97%	-0.64%
Current Drawdown Current decline from peak	-5.56%	-2.56%	-3.00%
Average Drawdown Average peak-to-trough decline	-7.09%	-10.06%	+2.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.79%	1.98%	+2.81%

Volatility

VUG vs. VITSX - Volatility Comparison

Vanguard Growth ETF (VUG) has a higher volatility of 5.73% compared to Vanguard Total Stock Market Index Fund Institutional Shares (VITSX) at 4.60%. This indicates that VUG's price experiences larger fluctuations and is considered to be riskier than VITSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VUG	VITSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.73%	4.60%	+1.13%
Volatility (6M) Calculated over the trailing 6-month period	13.00%	9.93%	+3.07%
Volatility (1Y) Calculated over the trailing 1-year period	16.46%	12.72%	+3.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.30%	17.44%	+4.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.48%	18.44%	+3.04%

VUG vs. VITSX - Expense Ratio Comparison

Both VUG and VITSX have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

VUG vs. VITSX - Dividend Comparison

VUG's dividend yield for the trailing twelve months is around 0.39%, less than VITSX's 1.03% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VITSX Vanguard Total Stock Market Index Fund Institutional Shares	1.03%	1.12%	1.27%	1.43%	1.66%	1.21%	1.42%	1.77%	2.04%	1.71%	1.93%	1.99%
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

Can I hold both VUG and VITSX in my portfolio?

With a correlation of 0.91, VUG and VITSX 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 VITSX?

VUG has higher volatility (5.73%) compared to VITSX (4.60%). In terms of maximum drawdown, VUG dropped -50.68% vs VITSX's -55.30%.

Which has better risk-adjusted returns?

VITSX currently has the higher Sharpe Ratio (1.94 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.