VUG vs. VTI
Compare and contrast key facts about Vanguard Growth ETF (VUG) and Vanguard Total Stock Market ETF (VTI).
VUG and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both VUG and VTI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VUG or VTI.
Performance
VUG vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, VUG achieves a 30.27% return, which is significantly higher than VTI's 24.77% return. Over the past 10 years, VUG has outperformed VTI with an annualized return of 15.55%, while VTI has yielded a comparatively lower 12.63% annualized return.
VUG
30.27%
2.44%
14.56%
36.37%
19.10%
15.55%
VTI
24.77%
1.74%
12.48%
32.60%
14.96%
12.63%
Key characteristics
| VUG | VTI | |
|---|---|---|
| Sharpe Ratio | 2.14 | 2.58 |
| Sortino Ratio | 2.79 | 3.45 |
| Omega Ratio | 1.39 | 1.48 |
| Calmar Ratio | 2.77 | 3.76 |
| Martin Ratio | 10.94 | 16.48 |
| Ulcer Index | 3.29% | 1.96% |
| Daily Std Dev | 16.84% | 12.50% |
| Max Drawdown | -50.68% | -55.45% |
| Current Drawdown | -1.30% | -1.53% |
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VUG vs. VTI - Expense Ratio Comparison
VUG has a 0.04% expense ratio, which is higher than VTI's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between VUG and VTI is 0.94, 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.
Risk-Adjusted Performance
VUG vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth ETF (VUG) and Vanguard Total Stock Market ETF (VTI). 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.
Dividends
VUG vs. VTI - Dividend Comparison
VUG's dividend yield for the trailing twelve months is around 0.49%, less than VTI's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VUG Vanguard Growth ETF | 0.49% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
VTI Vanguard Total Stock Market ETF | 1.28% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
VUG vs. VTI - Drawdown Comparison
The maximum VUG drawdown since its inception was -50.68%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VUG and VTI. For additional features, visit the drawdowns tool.
Volatility
VUG vs. VTI - Volatility Comparison
Vanguard Growth ETF (VUG) has a higher volatility of 5.55% compared to Vanguard Total Stock Market ETF (VTI) at 4.28%. This indicates that VUG's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.