VUSG vs. VIG

Last updated Apr 1, 2026

Compare and contrast key facts about Vanguard Wellington U.S. Growth Active ETF (VUSG) and Vanguard Dividend Appreciation ETF (VIG).

VUSG and VIG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VUSG is an actively managed fund by Vanguard. It was launched on Nov 14, 2025. VIG is a passively managed fund by Vanguard that tracks the performance of the NASDAQ US Dividend Achievers Select Index. It was launched on Dec 19, 2013.

Performance

VUSG vs. VIG - Performance Comparison

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

VUSG vs. VIG - Yearly Performance Comparison

	2026 (YTD)	2025
VUSG Vanguard Wellington U.S. Growth Active ETF	-9.57%	3.21%
VIG Vanguard Dividend Appreciation ETF	-1.77%	2.96%

Returns By Period

In the year-to-date period, VUSG achieves a -9.57% return, which is significantly lower than VIG's -1.77% return.

VUSG

• 1D: 4.22%
• 1M: -4.83%
• YTD: -9.57%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

VIG

• 1D: 2.07%
• 1M: -5.18%
• YTD: -1.77%
• 6M: 0.45%
• 1Y: 12.67%
• 3Y*: 13.80%
• 5Y*: 9.76%
• 10Y*: 12.25%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VUSG vs. VIG - Expense Ratio Comparison

VUSG has a 0.35% expense ratio, which is higher than VIG's 0.04% expense ratio.

VUSG

Vanguard Wellington U.S. Growth Active ETF

VIG

Vanguard Dividend Appreciation ETF

Return for Risk

VUSG vs. VIG — Risk / Return Rank

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

VIG

VIG Risk / Return Rank: 55
VIG Sharpe Ratio Rank: 50
VIG Sortino Ratio Rank: 52
VIG Omega Ratio Rank: 53
VIG Calmar Ratio Rank: 57
VIG Martin Ratio Rank: 63

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.

VUSG vs. VIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Wellington U.S. Growth Active ETF (VUSG) and Vanguard Dividend Appreciation ETF (VIG). 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.

Sharpe Ratios by Period

	VUSG	VIG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.83	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.69	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.77	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.89	0.57	-1.46

Correlation

The correlation between VUSG and VIG is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

VUSG vs. VIG - Dividend Comparison

VUSG's dividend yield for the trailing twelve months is around 0.02%, less than VIG's 1.61% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VUSG Vanguard Wellington U.S. Growth Active ETF	0.02%	0.02%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VIG Vanguard Dividend Appreciation ETF	1.61%	1.62%	1.73%	1.88%	1.96%	1.55%	1.63%	1.71%	2.08%	1.88%	2.14%	2.34%

Drawdowns

VUSG vs. VIG - Drawdown Comparison

The maximum VUSG drawdown since its inception was -15.14%, smaller than the maximum VIG drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for VUSG and VIG.

Drawdown Indicators

	VUSG	VIG	Difference
Max Drawdown Largest peak-to-trough decline	-15.14%	-46.81%	+31.67%
Max Drawdown (1Y) Largest decline over 1 year	—	-10.83%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-20.39%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-31.72%	—
Current Drawdown Current decline from peak	-11.56%	-6.00%	-5.56%
Average Drawdown Average peak-to-trough decline	-4.12%	-5.55%	+1.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.42%	—

Volatility

Volatility by Period

	VUSG	VIG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.07%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.84%	—
Volatility (1Y) Calculated over the trailing 1-year period	19.96%	15.31%	+4.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.96%	14.26%	+5.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.96%	16.05%	+3.91%