VWUAX vs. VFTNX

Last updated Jun 24, 2026

VWUAX (Vanguard U.S. Growth Fund Admiral Shares) and VFTNX (Vanguard FTSE Social Index Fund Institutional Shares) are both mutual funds - VWUAX is a Large Cap Growth Equities fund actively managed by Vanguard, while VFTNX is a Large Cap Blend Equities fund tracking the FTSE US Choice Index. VWUAX is actively managed, while VFTNX is passively managed. Over the past 10 years, VWUAX returned 16.18%/yr vs 16.41%/yr for VFTNX. Their correlation of 0.91 suggests significant overlap in exposure. VWUAX charges 0.25%/yr vs 0.03%/yr for VFTNX.

Performance

VWUAX vs. VFTNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard U.S. Growth Fund Admiral Shares (VWUAX) and Vanguard FTSE Social Index Fund Institutional Shares (VFTNX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VWUAX achieves a -0.28% return, which is significantly lower than VFTNX's 9.06% return. Both investments have delivered pretty close results over the past 10 years, with VWUAX having a 16.18% annualized return and VFTNX not far ahead at 16.41%.

VWUAX

• 1D: -1.74%
• 1M: -1.87%
• YTD: -0.28%
• 6M: -1.58%
• 1Y: 10.68%
• 3Y*: 19.75%
• 5Y*: 4.46%
• 10Y*: 16.18%

VFTNX

• 1D: -0.58%
• 1M: 0.13%
• YTD: 9.06%
• 6M: 8.05%
• 1Y: 25.14%
• 3Y*: 21.66%
• 5Y*: 12.78%
• 10Y*: 16.41%

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

VWUAX vs. VFTNX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VWUAX Vanguard U.S. Growth Fund Admiral Shares	-0.28%	15.49%	31.79%	45.32%	-39.58%	2.43%	58.80%	48.42%	0.77%	31.26%
VFTNX Vanguard FTSE Social Index Fund Institutional Shares	9.06%	17.32%	26.01%	31.77%	-24.20%	27.76%	22.62%	33.96%	-3.41%	24.19%

Correlation

The correlation between VWUAX and VFTNX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (10Y) Calculated over the trailing 10-year period	0.92
Correlation (All Time) Calculated using the full available price history since Aug 13, 2001	0.91

The correlation between VWUAX and VFTNX has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.

VWUAX vs. VFTNX - Sectors Allocation Comparison

Sectors	VWUAX	VFTNX
Technology	45.1%	45.2%
Communication Services	16.2%	13.1%
Consumer Cyclical	12.4%	11.7%
Healthcare	10.3%	9.1%
Industrials	5.6%	3.0%
Financial Services	5.5%	10.6%
Real Estate	1.3%	2.0%
Consumer Defensive	1.2%	3.6%
Utilities	0.5%	0.1%
Basic Materials	0.4%	1.5%
Energy	-	0.0%

Return for Risk

VWUAX vs. VFTNX — Risk / Return Rank

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

VWUAX

VWUAX Risk / Return Rank: 8
VWUAX Sharpe Ratio Rank: 9
VWUAX Sortino Ratio Rank: 9
VWUAX Omega Ratio Rank: 9
VWUAX Calmar Ratio Rank: 7
VWUAX Martin Ratio Rank: 7

VFTNX

VFTNX Risk / Return Rank: 45
VFTNX Sharpe Ratio Rank: 48
VFTNX Sortino Ratio Rank: 44
VFTNX Omega Ratio Rank: 46
VFTNX Calmar Ratio Rank: 39
VFTNX Martin Ratio Rank: 47

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.

VWUAX vs. VFTNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Growth Fund Admiral Shares (VWUAX) and Vanguard FTSE Social Index Fund Institutional Shares (VFTNX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	VWUAX	VFTNX	Difference
Sharpe ratio: Return per unit of total volatility	0.69	1.89	-1.20
Sortino ratio: Return per unit of downside risk	1.03	2.56	-1.53
Omega ratio: Gain probability vs. loss probability	1.13	1.34	-0.21
Calmar ratio: Return relative to maximum drawdown	0.63	2.24	-1.61
Martin ratio: Return relative to average drawdown	1.85	9.28	-7.43

VWUAX vs. VFTNX - Sharpe Ratio Comparison

The current VWUAX Sharpe Ratio is 0.69, which is lower than the VFTNX Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of VWUAX and VFTNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VWUAX vs. VFTNX - Drawdown Comparison

The maximum VWUAX drawdown since its inception was -50.37%, smaller than the maximum VFTNX drawdown of -64.04%. Use the drawdown chart below to compare losses from any high point for VWUAX and VFTNX.

Drawdown Indicators

	VWUAX	VFTNX	Difference
Max Drawdown Largest peak-to-trough decline	-50.37%	-64.04%	+13.67%
Max Drawdown (1Y) Largest decline over 1 year	-19.12%	-11.83%	-7.29%
Max Drawdown (3Y) Largest decline over 3 years	-25.01%	-20.18%	-4.83%
Max Drawdown (5Y) Largest decline over 5 years	-50.17%	-29.11%	-21.06%
Max Drawdown (10Y) Largest decline over 10 years	-50.17%	-34.22%	-15.95%
Current Drawdown Current decline from peak	-5.58%	-2.35%	-3.23%
Average Drawdown Average peak-to-trough decline	-12.81%	-15.67%	+2.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.51%	2.86%	+3.65%

Volatility

VWUAX vs. VFTNX - Volatility Comparison

Vanguard U.S. Growth Fund Admiral Shares (VWUAX) has a higher volatility of 6.71% compared to Vanguard FTSE Social Index Fund Institutional Shares (VFTNX) at 5.49%. This indicates that VWUAX's price experiences larger fluctuations and is considered to be riskier than VFTNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VWUAX	VFTNX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.71%	5.49%	+1.22%
Volatility (6M) Calculated over the trailing 6-month period	13.68%	11.22%	+2.46%
Volatility (1Y) Calculated over the trailing 1-year period	17.56%	14.08%	+3.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.04%	18.49%	+6.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.78%	19.13%	+4.65%

VWUAX vs. VFTNX - Expense Ratio Comparison

VWUAX has a 0.25% expense ratio, which is higher than VFTNX's 0.03% 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%.

Dividends

VWUAX vs. VFTNX - Dividend Comparison

VWUAX's dividend yield for the trailing twelve months is around 9.53%, more than VFTNX's 0.89% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VFTNX Vanguard FTSE Social Index Fund Institutional Shares	0.89%	0.90%	1.01%	1.12%	1.37%	0.95%	1.23%	1.46%	1.81%	1.49%	1.82%	1.60%
VWUAX Vanguard U.S. Growth Fund Admiral Shares	9.53%	9.50%	4.70%	0.37%	0.49%	3.60%	4.00%	13.28%	9.80%	4.63%	1.67%	9.10%

Frequently Asked Questions

Can I hold both VWUAX and VFTNX in my portfolio?

With a correlation of 0.93, VWUAX and VFTNX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, VWUAX or VFTNX?

VWUAX has higher volatility (6.71%) compared to VFTNX (5.49%). In terms of maximum drawdown, VWUAX dropped -50.37% vs VFTNX's -64.04%.

Which has better risk-adjusted returns?

VFTNX currently has the higher Sharpe Ratio (1.89 vs 0.69), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.