VV vs. GQGU

Last updated Apr 2, 2026

Compare and contrast key facts about Vanguard Large-Cap ETF (VV) and GQG US Equity ETF (GQGU).

VV and GQGU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VV is a passively managed fund by Vanguard that tracks the performance of the CRSP US Large Cap Index. It was launched on Jan 27, 2004. GQGU is an actively managed fund by GQG Partners. It was launched on Jul 14, 2025.

Performance

VV vs. GQGU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Large-Cap ETF (VV) and GQG US Equity ETF (GQGU). The values are adjusted to include any dividend payments, if applicable.

VV vs. GQGU - Yearly Performance Comparison

	2026 (YTD)	2025
VV Vanguard Large-Cap ETF	-4.11%	9.77%
GQGU GQG US Equity ETF	8.19%	-1.14%

Returns By Period

In the year-to-date period, VV achieves a -4.11% return, which is significantly lower than GQGU's 8.19% return.

VV

• 1D: 0.72%
• 1M: -4.28%
• YTD: -4.11%
• 6M: -2.05%
• 1Y: 18.00%
• 3Y*: 18.78%
• 5Y*: 11.47%
• 10Y*: 14.13%

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)

VV vs. GQGU - Expense Ratio Comparison

VV has a 0.04% expense ratio, which is lower than GQGU's 0.49% expense ratio.

GQGU

GQG US Equity ETF

VV

Vanguard Large-Cap ETF

Return for Risk

VV vs. GQGU — Risk / Return Rank

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

VV

VV Risk / Return Rank: 58
VV Sharpe Ratio Rank: 52
VV Sortino Ratio Rank: 55
VV Omega Ratio Rank: 59
VV Calmar Ratio Rank: 58
VV Martin Ratio Rank: 67

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.

VV vs. GQGU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Large-Cap ETF (VV) 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.

	VV	GQGU	Difference
Sharpe ratio Return per unit of total volatility	0.97	—	—
Sortino ratio Return per unit of downside risk	1.49	—	—
Omega ratio Gain probability vs. loss probability	1.23	—	—
Calmar ratio Return relative to maximum drawdown	1.52	—	—
Martin ratio Return relative to average drawdown	7.05	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	VV	GQGU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.97	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.67	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.78	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	1.02	-0.46

Correlation

The correlation between VV and GQGU is -0.05. 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

VV vs. GQGU - Dividend Comparison

VV's dividend yield for the trailing twelve months is around 1.13%, more than GQGU's 0.94% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VV Vanguard Large-Cap ETF	1.13%	1.08%	1.24%	1.41%	1.66%	1.19%	1.46%	1.81%	2.09%	1.75%	1.98%	1.96%
GQGU GQG US Equity ETF	0.94%	1.02%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

VV vs. GQGU - Drawdown Comparison

The maximum VV drawdown since its inception was -54.81%, which is greater than GQGU's maximum drawdown of -6.65%. Use the drawdown chart below to compare losses from any high point for VV and GQGU.

Drawdown Indicators

	VV	GQGU	Difference
Max Drawdown Largest peak-to-trough decline	-54.81%	-6.65%	-48.16%
Max Drawdown (1Y) Largest decline over 1 year	-12.09%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-25.66%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-34.28%	—	—
Current Drawdown Current decline from peak	-5.85%	-3.24%	-2.61%
Average Drawdown Average peak-to-trough decline	-6.88%	-2.21%	-4.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.61%	—	—

Volatility

Volatility by Period

	VV	GQGU	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.34%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.60%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	18.61%	9.66%	+8.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.24%	9.66%	+7.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.18%	9.66%	+8.52%