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

Correlation

The correlation between VUG and VOOG is 0.95, 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. VOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Growth ETF (VUG) and Vanguard S&P 500 Growth ETF (VOOG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VUG:

0.73

VOOG:

0.81

Sortino Ratio

VUG:

1.05

VOOG:

1.14

Omega Ratio

VUG:

1.15

VOOG:

1.16

Calmar Ratio

VUG:

0.71

VOOG:

0.81

Martin Ratio

VUG:

2.38

VOOG:

2.71

Ulcer Index

VUG:

6.79%

VOOG:

6.66%

Daily Std Dev

VUG:

25.30%

VOOG:

25.20%

Max Drawdown

VUG:

-50.68%

VOOG:

-32.73%

Current Drawdown

VUG:

-3.26%

VOOG:

-2.88%

Returns By Period

In the year-to-date period, VUG achieves a 0.79% return, which is significantly lower than VOOG's 2.14% return. Both investments have delivered pretty close results over the past 10 years, with VUG having a 15.26% annualized return and VOOG not far behind at 14.84%.


VUG

YTD

0.79%

1M

7.63%

6M

1.24%

1Y

18.40%

3Y*

19.95%

5Y*

17.15%

10Y*

15.26%

VOOG

YTD

2.14%

1M

8.20%

6M

2.92%

1Y

20.09%

3Y*

17.26%

5Y*

16.67%

10Y*

14.84%

*Annualized

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Vanguard Growth ETF

Vanguard S&P 500 Growth ETF

VUG vs. VOOG - Expense Ratio Comparison

VUG has a 0.04% expense ratio, which is lower than VOOG's 0.10% 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%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

VUG vs. VOOG — Risk-Adjusted Performance Rank

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

VUG
The Risk-Adjusted Performance Rank of VUG is 6262
Overall Rank
The Sharpe Ratio Rank of VUG is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VUG is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VUG is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VUG is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VUG is 6060
Martin Ratio Rank

VOOG
The Risk-Adjusted Performance Rank of VOOG is 6767
Overall Rank
The Sharpe Ratio Rank of VOOG is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of VOOG is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VOOG is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VOOG is 7373
Calmar Ratio Rank
The Martin Ratio Rank of VOOG is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VUG vs. VOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth ETF (VUG) and Vanguard S&P 500 Growth ETF (VOOG). 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.


The current VUG Sharpe Ratio is 0.73, which is comparable to the VOOG Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of VUG and VOOG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

VUG vs. VOOG - Dividend Comparison

VUG's dividend yield for the trailing twelve months is around 0.47%, less than VOOG's 0.55% yield.


TTM20242023202220212020201920182017201620152014
VUG
Vanguard Growth ETF
0.47%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%
VOOG
Vanguard S&P 500 Growth ETF
0.55%0.49%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%

Drawdowns

VUG vs. VOOG - Drawdown Comparison

The maximum VUG drawdown since its inception was -50.68%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for VUG and VOOG.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

VUG vs. VOOG - Volatility Comparison

Vanguard Growth ETF (VUG) and Vanguard S&P 500 Growth ETF (VOOG) have volatilities of 5.79% and 5.54%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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