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VV vs. VUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VV and VUG is 0.95, 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.


Performance

VV vs. VUG - Performance Comparison

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

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Key characteristics

Sharpe Ratio

VV:

0.69

VUG:

0.72

Sortino Ratio

VV:

1.10

VUG:

1.18

Omega Ratio

VV:

1.16

VUG:

1.17

Calmar Ratio

VV:

0.74

VUG:

0.82

Martin Ratio

VV:

2.82

VUG:

2.75

Ulcer Index

VV:

4.98%

VUG:

6.76%

Daily Std Dev

VV:

20.06%

VUG:

25.16%

Max Drawdown

VV:

-54.81%

VUG:

-50.68%

Current Drawdown

VV:

-3.03%

VUG:

-3.18%

Returns By Period

In the year-to-date period, VV achieves a 1.63% return, which is significantly higher than VUG's 0.87% return. Over the past 10 years, VV has underperformed VUG with an annualized return of 12.72%, while VUG has yielded a comparatively higher 15.18% annualized return.


VV

YTD

1.63%

1M

12.66%

6M

1.21%

1Y

13.66%

3Y*

17.05%

5Y*

16.62%

10Y*

12.72%

VUG

YTD

0.87%

1M

17.42%

6M

2.67%

1Y

17.89%

3Y*

22.58%

5Y*

17.72%

10Y*

15.18%

*Annualized

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Vanguard Large-Cap ETF

Vanguard Growth ETF

VV vs. VUG - Expense Ratio Comparison

Both VV and VUG have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Risk-Adjusted Performance

VV vs. VUG — Risk-Adjusted Performance Rank

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

VV
The Risk-Adjusted Performance Rank of VV is 6969
Overall Rank
The Sharpe Ratio Rank of VV is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VV is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VV is 7070
Omega Ratio Rank
The Calmar Ratio Rank of VV is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VV is 7070
Martin Ratio Rank

VUG
The Risk-Adjusted Performance Rank of VUG is 7171
Overall Rank
The Sharpe Ratio Rank of VUG is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of VUG is 7171
Sortino Ratio Rank
The Omega Ratio Rank of VUG is 7272
Omega Ratio Rank
The Calmar Ratio Rank of VUG is 7575
Calmar Ratio Rank
The Martin Ratio Rank of VUG is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VV vs. VUG - Risk-Adjusted Performance Comparison

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


The current VV Sharpe Ratio is 0.69, which is comparable to the VUG Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of VV and VUG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

VV vs. VUG - Dividend Comparison

VV's dividend yield for the trailing twelve months is around 1.25%, more than VUG's 0.47% yield.


TTM20242023202220212020201920182017201620152014
VV
Vanguard Large-Cap ETF
1.25%1.24%1.41%1.66%1.19%1.46%1.81%2.09%1.75%1.98%1.96%1.77%
VUG
Vanguard Growth ETF
0.47%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%

Drawdowns

VV vs. VUG - Drawdown Comparison

The maximum VV drawdown since its inception was -54.81%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for VV and VUG. For additional features, visit the drawdowns tool.


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Volatility

VV vs. VUG - Volatility Comparison

The current volatility for Vanguard Large-Cap ETF (VV) is 4.71%, while Vanguard Growth ETF (VUG) has a volatility of 5.95%. This indicates that VV experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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