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VUSG vs. GQGU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VUSG vs. GQGU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Wellington U.S. Growth Active ETF (VUSG) and GQG US Equity ETF (GQGU). The values are adjusted to include any dividend payments, if applicable.

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VUSG vs. GQGU - Yearly Performance Comparison


2026 (YTD)2025
VUSG
Vanguard Wellington U.S. Growth Active ETF
-8.60%3.21%
GQGU
GQG US Equity ETF
8.19%-0.29%

Returns By Period

In the year-to-date period, VUSG achieves a -8.60% return, which is significantly lower than GQGU's 8.19% return.


VUSG

1D
1.08%
1M
-4.65%
YTD
-8.60%
6M
1Y
3Y*
5Y*
10Y*

GQGU

1D
-1.30%
1M
-3.10%
YTD
8.19%
6M
6.64%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VUSG vs. GQGU - Expense Ratio Comparison

VUSG has a 0.35% expense ratio, which is lower than GQGU's 0.49% expense ratio.


Return for Risk

VUSG vs. GQGU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Wellington U.S. Growth Active ETF (VUSG) and GQG US Equity ETF (GQGU). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

VUSG vs. GQGU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VUSGGQGUDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.75

1.02

-1.77

Correlation

The correlation between VUSG and GQGU is -0.30. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

VUSG vs. GQGU - Dividend Comparison

VUSG's dividend yield for the trailing twelve months is around 0.02%, less than GQGU's 0.94% yield.


Drawdowns

VUSG vs. GQGU - Drawdown Comparison

The maximum VUSG drawdown since its inception was -15.14%, which is greater than GQGU's maximum drawdown of -6.65%. Use the drawdown chart below to compare losses from any high point for VUSG and GQGU.


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Drawdown Indicators


VUSGGQGUDifference

Max Drawdown

Largest peak-to-trough decline

-15.14%

-6.65%

-8.49%

Current Drawdown

Current decline from peak

-10.60%

-3.24%

-7.36%

Average Drawdown

Average peak-to-trough decline

-4.19%

-2.21%

-1.98%

Volatility

VUSG vs. GQGU - Volatility Comparison


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Volatility by Period


VUSGGQGUDifference

Volatility (1Y)

Calculated over the trailing 1-year period

19.94%

9.66%

+10.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.94%

9.66%

+10.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.94%

9.66%

+10.28%