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VUG vs. VXUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VUG vs. VXUS - Performance Comparison

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

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Returns By Period

In the year-to-date period, VUG achieves a 4.80% return, which is significantly lower than VXUS's 13.24% return. Over the past 10 years, VUG has outperformed VXUS with an annualized return of 17.88%, while VXUS has yielded a comparatively lower 10.05% annualized return.


VUG

1D
1.77%
1M
-1.66%
YTD
4.80%
6M
3.81%
1Y
21.18%
3Y*
23.60%
5Y*
13.74%
10Y*
17.88%

VXUS

1D
3.33%
1M
1.32%
YTD
13.24%
6M
14.27%
1Y
28.59%
3Y*
18.58%
5Y*
8.24%
10Y*
10.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUG vs. VXUS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VUG
Vanguard Growth ETF
4.80%19.40%32.69%46.83%-33.16%27.35%40.25%37.03%-3.32%27.72%
VXUS
Vanguard Total International Stock ETF
13.24%32.35%5.08%15.86%-16.08%8.98%10.66%21.75%-14.43%27.46%

Correlation

The correlation between VUG and VXUS is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.71

Correlation (3Y)
Calculated over the trailing 3-year period

0.64

Correlation (5Y)
Calculated over the trailing 5-year period

0.69

Correlation (10Y)
Calculated over the trailing 10-year period

0.71

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2011

0.75

The correlation between VUG and VXUS shifts across timeframes, from 0.64 (3 years) to 0.75 (all time), reflecting how their relationship changes across market environments.

VUG vs. VXUS - Sectors Allocation Comparison


Sectors
VUG
VXUS

Technology

53.5%
18.1%

Communication Services

17.3%
4.4%

Consumer Cyclical

12.2%
8.4%

Healthcare

4.6%
7.1%

Financial Services

4.3%
22.3%

Industrials

3.6%
16.1%

Consumer Defensive

1.5%
5.0%

Real Estate

1.0%
2.6%

Utilities

0.9%
3.2%

Basic Materials

0.6%
7.6%

Energy

0.4%
5.2%

Technology

VUG
53.5%
VXUS
18.1%

Communication Services

VUG
17.3%
VXUS
4.4%

Consumer Cyclical

VUG
12.2%
VXUS
8.4%

Healthcare

VUG
4.6%
VXUS
7.1%

Financial Services

VUG
4.3%
VXUS
22.3%

Industrials

VUG
3.6%
VXUS
16.1%

Consumer Defensive

VUG
1.5%
VXUS
5.0%

Real Estate

VUG
1.0%
VXUS
2.6%

Utilities

VUG
0.9%
VXUS
3.2%

Basic Materials

VUG
0.6%
VXUS
7.6%

Energy

VUG
0.4%
VXUS
5.2%

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Return for Risk

VUG vs. VXUS — Risk / Return Rank

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

VUG
VUG Risk / Return Rank: 3939
Overall Rank
VUG Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
VUG Sortino Ratio Rank: 4242
Sortino Ratio Rank
VUG Omega Ratio Rank: 4242
Omega Ratio Rank
VUG Calmar Ratio Rank: 3232
Calmar Ratio Rank
VUG Martin Ratio Rank: 3535
Martin Ratio Rank

VXUS
VXUS Risk / Return Rank: 6565
Overall Rank
VXUS Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 6565
Sortino Ratio Rank
VXUS Omega Ratio Rank: 6767
Omega Ratio Rank
VXUS Calmar Ratio Rank: 6161
Calmar Ratio Rank
VXUS Martin Ratio Rank: 6666
Martin Ratio Rank
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. VXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth ETF (VUG) and Vanguard Total International Stock ETF (VXUS). 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.


VUGVXUSDifference
Sharpe ratioReturn per unit of total volatility

-0.49

Sortino ratioReturn per unit of downside risk

-0.68

Omega ratioGain probability vs. loss probability

1.23

1.33

-0.10

Calmar ratioReturn relative to maximum drawdown

1.29

2.55

-1.26

Martin ratioReturn relative to average drawdown

4.44

9.77

-5.33

VUG vs. VXUS - Sharpe Ratio Comparison

The current VUG Sharpe Ratio is 1.29, which is comparable to the VXUS Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of VUG and VXUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VUG vs. VXUS - Drawdown Comparison

The maximum VUG drawdown since its inception was -50.68%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for VUG and VXUS.


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Drawdown Indicators


VUGVXUSDifference

Max Drawdown

Largest peak-to-trough decline

-50.68%

-35.97%

-14.71%

Max Drawdown (1Y)

Largest decline over 1 year

-16.53%

-11.27%

-5.26%

Max Drawdown (3Y)

Largest decline over 3 years

-22.85%

-13.58%

-9.27%

Max Drawdown (5Y)

Largest decline over 5 years

-35.61%

-29.44%

-6.17%

Max Drawdown (10Y)

Largest decline over 10 years

-35.61%

-35.97%

+0.36%

Current Drawdown

Current decline from peak

-5.73%

-1.86%

-3.87%

Average Drawdown

Average peak-to-trough decline

-7.09%

-8.21%

+1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.78%

2.93%

+1.85%

Volatility

VUG vs. VXUS - Volatility Comparison

The current volatility for Vanguard Growth ETF (VUG) is 5.86%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 6.78%. This indicates that VUG experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VUGVXUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.86%

6.78%

-0.92%

Volatility (6M)

Calculated over the trailing 6-month period

13.00%

14.05%

-1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

16.47%

16.09%

+0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.31%

16.21%

+6.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.48%

17.20%

+4.28%

VUG vs. VXUS - Expense Ratio Comparison

VUG has a 0.03% expense ratio, which is lower than VXUS's 0.05% 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%.


Dividends

VUG vs. VXUS - Dividend Comparison

VUG's dividend yield for the trailing twelve months is around 0.39%, less than VXUS's 2.68% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
VXUS
Vanguard Total International Stock ETF
2.68%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%

Frequently Asked Questions


VUG and VXUS have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VXUS has higher volatility (6.78%) compared to VUG (5.86%). In terms of maximum drawdown, VUG dropped -50.68% vs VXUS's -35.97%.

On 10-year performance, VUG leads with 17.88% vs 10.05% for VXUS. On fees, VUG is cheaper at 0.03% per year. On volatility, VUG has been the lower-risk option at 5.86%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VUG has performed better with a 17.88% return vs 10.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VUG is cheaper with a 0.03% expense ratio, compared with 0.05% for VXUS.

VXUS has the higher dividend yield at 2.68%, compared with 0.39% for VUG.

VUG is categorized as Large Cap Growth Equities, while VXUS is Global Equities. VUG tracks CRSP US Large Cap Growth Index, while VXUS tracks FTSE Global All Cap ex US Index. Their fees differ too: 0.03% for VUG and 0.05% for VXUS.

VXUS currently has the higher Sharpe Ratio (1.78 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.

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