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VUG vs. VONG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VUGVONG
YTD Return7.32%7.61%
1Y Return35.08%34.86%
3Y Return (Ann)7.50%8.90%
5Y Return (Ann)16.07%16.57%
10Y Return (Ann)14.62%15.46%
Sharpe Ratio2.202.27
Daily Std Dev15.60%15.10%
Max Drawdown-50.68%-32.72%
Current Drawdown-3.77%-3.91%

Correlation

-0.50.00.51.01.0

The correlation between VUG and VONG is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

VUG vs. VONG - Performance Comparison

The year-to-date returns for both investments are quite close, with VUG having a 7.32% return and VONG slightly higher at 7.61%. Over the past 10 years, VUG has underperformed VONG with an annualized return of 14.62%, while VONG has yielded a comparatively higher 15.46% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


500.00%550.00%600.00%650.00%December2024FebruaryMarchAprilMay
599.43%
648.42%
VUG
VONG

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Vanguard Growth ETF

Vanguard Russell 1000 Growth ETF

VUG vs. VONG - Expense Ratio Comparison

VUG has a 0.04% expense ratio, which is lower than VONG's 0.08% 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%.


VONG
Vanguard Russell 1000 Growth ETF
Expense ratio chart for VONG: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

VUG vs. VONG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth ETF (VUG) and Vanguard Russell 1000 Growth ETF (VONG). 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.


VUG
Sharpe ratio
The chart of Sharpe ratio for VUG, currently valued at 2.20, compared to the broader market-1.000.001.002.003.004.005.002.20
Sortino ratio
The chart of Sortino ratio for VUG, currently valued at 3.04, compared to the broader market-2.000.002.004.006.008.003.04
Omega ratio
The chart of Omega ratio for VUG, currently valued at 1.38, compared to the broader market0.501.001.502.002.501.38
Calmar ratio
The chart of Calmar ratio for VUG, currently valued at 1.47, compared to the broader market0.002.004.006.008.0010.0012.0014.001.47
Martin ratio
The chart of Martin ratio for VUG, currently valued at 10.84, compared to the broader market0.0020.0040.0060.0080.0010.84
VONG
Sharpe ratio
The chart of Sharpe ratio for VONG, currently valued at 2.27, compared to the broader market-1.000.001.002.003.004.005.002.27
Sortino ratio
The chart of Sortino ratio for VONG, currently valued at 3.14, compared to the broader market-2.000.002.004.006.008.003.14
Omega ratio
The chart of Omega ratio for VONG, currently valued at 1.39, compared to the broader market0.501.001.502.002.501.39
Calmar ratio
The chart of Calmar ratio for VONG, currently valued at 1.65, compared to the broader market0.002.004.006.008.0010.0012.0014.001.65
Martin ratio
The chart of Martin ratio for VONG, currently valued at 11.72, compared to the broader market0.0020.0040.0060.0080.0011.73

VUG vs. VONG - Sharpe Ratio Comparison

The current VUG Sharpe Ratio is 2.20, which roughly equals the VONG Sharpe Ratio of 2.27. The chart below compares the 12-month rolling Sharpe Ratio of VUG and VONG.


Rolling 12-month Sharpe Ratio1.502.002.503.00December2024FebruaryMarchAprilMay
2.20
2.27
VUG
VONG

Dividends

VUG vs. VONG - Dividend Comparison

VUG's dividend yield for the trailing twelve months is around 0.55%, less than VONG's 0.69% yield.


TTM20232022202120202019201820172016201520142013
VUG
Vanguard Growth ETF
0.55%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%
VONG
Vanguard Russell 1000 Growth ETF
0.69%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%1.28%

Drawdowns

VUG vs. VONG - Drawdown Comparison

The maximum VUG drawdown since its inception was -50.68%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for VUG and VONG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-3.77%
-3.91%
VUG
VONG

Volatility

VUG vs. VONG - Volatility Comparison

Vanguard Growth ETF (VUG) has a higher volatility of 5.72% compared to Vanguard Russell 1000 Growth ETF (VONG) at 5.42%. This indicates that VUG's price experiences larger fluctuations and is considered to be riskier than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%December2024FebruaryMarchAprilMay
5.72%
5.42%
VUG
VONG