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

Correlation

The correlation between VUG and VOOG is 0.97, 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.


-0.50.00.51.01.0

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.

600.00%650.00%700.00%750.00%800.00%850.00%JulyAugustSeptemberOctoberNovemberDecember
827.61%
774.07%
VUG
VOOG

Key characteristics

Sharpe Ratio

VUG:

2.11

VOOG:

2.24

Sortino Ratio

VUG:

2.74

VOOG:

2.88

Omega Ratio

VUG:

1.39

VOOG:

1.41

Calmar Ratio

VUG:

2.81

VOOG:

3.05

Martin Ratio

VUG:

11.02

VOOG:

12.09

Ulcer Index

VUG:

3.31%

VOOG:

3.24%

Daily Std Dev

VUG:

17.27%

VOOG:

17.50%

Max Drawdown

VUG:

-50.68%

VOOG:

-32.73%

Current Drawdown

VUG:

-2.41%

VOOG:

-2.43%

Returns By Period

In the year-to-date period, VUG achieves a 34.89% return, which is significantly lower than VOOG's 37.61% return. Both investments have delivered pretty close results over the past 10 years, with VUG having a 15.88% annualized return and VOOG not far behind at 15.20%.


VUG

YTD

34.89%

1M

3.42%

6M

12.16%

1Y

35.02%

5Y*

18.91%

10Y*

15.88%

VOOG

YTD

37.61%

1M

3.33%

6M

11.61%

1Y

37.72%

5Y*

17.40%

10Y*

15.20%

Compare stocks, funds, or ETFs

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


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%.


VOOG
Vanguard S&P 500 Growth ETF
Expense ratio chart for VOOG: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
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. 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.


Sharpe ratio
The chart of Sharpe ratio for VUG, currently valued at 2.11, compared to the broader market0.002.004.002.112.24
The chart of Sortino ratio for VUG, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.742.88
The chart of Omega ratio for VUG, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.391.41
The chart of Calmar ratio for VUG, currently valued at 2.81, compared to the broader market0.005.0010.0015.002.813.05
The chart of Martin ratio for VUG, currently valued at 11.02, compared to the broader market0.0020.0040.0060.0080.00100.0011.0212.09
VUG
VOOG

The current VUG Sharpe Ratio is 2.11, which is comparable to the VOOG Sharpe Ratio of 2.24. 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.


Rolling 12-month Sharpe Ratio1.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.11
2.24
VUG
VOOG

Dividends

VUG vs. VOOG - Dividend Comparison

VUG's dividend yield for the trailing twelve months is around 0.33%, less than VOOG's 0.34% yield.


TTM20232022202120202019201820172016201520142013
VUG
Vanguard Growth ETF
0.33%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%
VOOG
Vanguard S&P 500 Growth ETF
0.34%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%1.46%

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. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.41%
-2.43%
VUG
VOOG

Volatility

VUG vs. VOOG - Volatility Comparison

Vanguard Growth ETF (VUG) and Vanguard S&P 500 Growth ETF (VOOG) have volatilities of 4.86% and 4.77%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
4.86%
4.77%
VUG
VOOG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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