VWUAX vs. VUG
Compare and contrast key facts about Vanguard U.S. Growth Fund Admiral Shares (VWUAX) and Vanguard Growth ETF (VUG).
VWUAX is managed by Vanguard. It was launched on Aug 13, 2001. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VWUAX or VUG.
Performance
VWUAX vs. VUG - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with VWUAX having a 30.06% return and VUG slightly higher at 30.27%. Over the past 10 years, VWUAX has underperformed VUG with an annualized return of 14.66%, while VUG has yielded a comparatively higher 15.55% annualized return.
VWUAX
30.06%
2.51%
14.64%
38.06%
16.39%
14.66%
VUG
30.27%
2.44%
14.56%
36.37%
19.10%
15.55%
Key characteristics
| VWUAX | VUG | |
|---|---|---|
| Sharpe Ratio | 2.02 | 2.14 |
| Sortino Ratio | 2.65 | 2.79 |
| Omega Ratio | 1.37 | 1.39 |
| Calmar Ratio | 1.63 | 2.77 |
| Martin Ratio | 11.79 | 10.94 |
| Ulcer Index | 3.18% | 3.29% |
| Daily Std Dev | 18.58% | 16.84% |
| Max Drawdown | -50.37% | -50.68% |
| Current Drawdown | -1.52% | -1.30% |
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VWUAX vs. VUG - Expense Ratio Comparison
VWUAX has a 0.28% expense ratio, which is higher than VUG's 0.04% expense ratio.
Correlation
The correlation between VWUAX and VUG is 0.96, 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.
Risk-Adjusted Performance
VWUAX vs. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Growth Fund Admiral Shares (VWUAX) 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.
Dividends
VWUAX vs. VUG - Dividend Comparison
VWUAX's dividend yield for the trailing twelve months is around 0.28%, less than VUG's 0.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VWUAX Vanguard U.S. Growth Fund Admiral Shares | 0.28% | 0.37% | 0.49% | 0.08% | 0.13% | 0.47% | 0.53% | 0.40% | 0.57% | 0.65% | 0.81% | 0.53% |
VUG Vanguard Growth ETF | 0.49% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
VWUAX vs. VUG - Drawdown Comparison
The maximum VWUAX drawdown since its inception was -50.37%, roughly equal to the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for VWUAX and VUG. For additional features, visit the drawdowns tool.
Volatility
VWUAX vs. VUG - Volatility Comparison
Vanguard U.S. Growth Fund Admiral Shares (VWUAX) has a higher volatility of 5.92% compared to Vanguard Growth ETF (VUG) at 5.55%. This indicates that VWUAX's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.