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

Correlation

The correlation between VWLUX and VUG is -0.08. 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.


-0.50.00.51.0-0.1

Performance

VWLUX vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Long-Term Tax-Exempt Fund Admiral Shares (VWLUX) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
0.92%
13.26%
VWLUX
VUG

Key characteristics

Sharpe Ratio

VWLUX:

0.49

VUG:

2.11

Sortino Ratio

VWLUX:

0.69

VUG:

2.74

Omega Ratio

VWLUX:

1.10

VUG:

1.39

Calmar Ratio

VWLUX:

0.32

VUG:

2.81

Martin Ratio

VWLUX:

1.83

VUG:

11.02

Ulcer Index

VWLUX:

1.04%

VUG:

3.31%

Daily Std Dev

VWLUX:

3.85%

VUG:

17.27%

Max Drawdown

VWLUX:

-16.38%

VUG:

-50.68%

Current Drawdown

VWLUX:

-2.90%

VUG:

-2.41%

Returns By Period

In the year-to-date period, VWLUX achieves a 1.35% return, which is significantly lower than VUG's 34.89% return. Over the past 10 years, VWLUX has underperformed VUG with an annualized return of 2.52%, while VUG has yielded a comparatively higher 15.88% annualized return.


VWLUX

YTD

1.35%

1M

-0.90%

6M

0.92%

1Y

1.81%

5Y*

1.11%

10Y*

2.52%

VUG

YTD

34.89%

1M

3.42%

6M

12.16%

1Y

35.02%

5Y*

18.91%

10Y*

15.88%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VWLUX vs. VUG - Expense Ratio Comparison

VWLUX has a 0.09% expense ratio, which is higher than VUG's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VWLUX
Vanguard Long-Term Tax-Exempt Fund Admiral Shares
Expense ratio chart for VWLUX: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%
Expense ratio chart for VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

VWLUX vs. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Tax-Exempt Fund Admiral Shares (VWLUX) 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.


Sharpe ratio
The chart of Sharpe ratio for VWLUX, currently valued at 0.49, compared to the broader market-1.000.001.002.003.004.000.492.11
The chart of Sortino ratio for VWLUX, currently valued at 0.69, compared to the broader market-2.000.002.004.006.008.0010.000.692.74
The chart of Omega ratio for VWLUX, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.003.501.101.39
The chart of Calmar ratio for VWLUX, currently valued at 0.32, compared to the broader market0.002.004.006.008.0010.0012.0014.000.322.81
The chart of Martin ratio for VWLUX, currently valued at 1.83, compared to the broader market0.0020.0040.0060.001.8311.02
VWLUX
VUG

The current VWLUX Sharpe Ratio is 0.49, which is lower than the VUG Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of VWLUX 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.49
2.11
VWLUX
VUG

Dividends

VWLUX vs. VUG - Dividend Comparison

VWLUX's dividend yield for the trailing twelve months is around 3.47%, more than VUG's 0.33% yield.


TTM20232022202120202019201820172016201520142013
VWLUX
Vanguard Long-Term Tax-Exempt Fund Admiral Shares
3.47%3.17%2.99%2.63%2.85%3.23%3.54%3.55%3.75%3.73%3.88%4.14%
VUG
Vanguard Growth ETF
0.33%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%

Drawdowns

VWLUX vs. VUG - Drawdown Comparison

The maximum VWLUX drawdown since its inception was -16.38%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for VWLUX and VUG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.90%
-2.41%
VWLUX
VUG

Volatility

VWLUX vs. VUG - Volatility Comparison

The current volatility for Vanguard Long-Term Tax-Exempt Fund Admiral Shares (VWLUX) is 1.49%, while Vanguard Growth ETF (VUG) has a volatility of 4.86%. This indicates that VWLUX 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.


0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
1.49%
4.86%
VWLUX
VUG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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