PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VWUSX vs. VGT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VWUSX vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard U.S. Growth Fund Investor Shares (VWUSX) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
14.94%
14.33%
VWUSX
VGT

Returns By Period

In the year-to-date period, VWUSX achieves a 31.06% return, which is significantly higher than VGT's 29.10% return. Over the past 10 years, VWUSX has underperformed VGT with an annualized return of 14.60%, while VGT has yielded a comparatively higher 20.77% annualized return.


VWUSX

YTD

31.06%

1M

5.13%

6M

14.95%

1Y

38.37%

5Y (annualized)

16.53%

10Y (annualized)

14.60%

VGT

YTD

29.10%

1M

4.10%

6M

14.33%

1Y

35.99%

5Y (annualized)

22.83%

10Y (annualized)

20.77%

Key characteristics


VWUSXVGT
Sharpe Ratio2.071.72
Sortino Ratio2.702.24
Omega Ratio1.371.31
Calmar Ratio1.672.36
Martin Ratio12.068.49
Ulcer Index3.18%4.24%
Daily Std Dev18.56%20.98%
Max Drawdown-71.26%-54.63%
Current Drawdown-0.68%-0.64%

Compare stocks, funds, or ETFs

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


VWUSX vs. VGT - Expense Ratio Comparison

VWUSX has a 0.38% expense ratio, which is higher than VGT's 0.10% expense ratio.


VWUSX
Vanguard U.S. Growth Fund Investor Shares
Expense ratio chart for VWUSX: current value at 0.38% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.38%
Expense ratio chart for VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Correlation

-0.50.00.51.00.9

The correlation between VWUSX and VGT is 0.91, 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

VWUSX vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Growth Fund Investor Shares (VWUSX) and Vanguard Information Technology ETF (VGT). 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 VWUSX, currently valued at 2.07, compared to the broader market-1.000.001.002.003.004.005.002.071.72
The chart of Sortino ratio for VWUSX, currently valued at 2.70, compared to the broader market0.005.0010.002.702.24
The chart of Omega ratio for VWUSX, currently valued at 1.37, compared to the broader market1.002.003.004.001.371.31
The chart of Calmar ratio for VWUSX, currently valued at 1.67, compared to the broader market0.005.0010.0015.0020.001.672.36
The chart of Martin ratio for VWUSX, currently valued at 12.06, compared to the broader market0.0020.0040.0060.0080.00100.0012.068.49
VWUSX
VGT

The current VWUSX Sharpe Ratio is 2.07, which is comparable to the VGT Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of VWUSX and VGT, 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.07
1.72
VWUSX
VGT

Dividends

VWUSX vs. VGT - Dividend Comparison

VWUSX's dividend yield for the trailing twelve months is around 0.21%, less than VGT's 0.60% yield.


TTM20232022202120202019201820172016201520142013
VWUSX
Vanguard U.S. Growth Fund Investor Shares
0.21%0.28%0.37%0.00%0.03%0.35%0.39%0.40%0.42%0.49%0.65%0.39%
VGT
Vanguard Information Technology ETF
0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%

Drawdowns

VWUSX vs. VGT - Drawdown Comparison

The maximum VWUSX drawdown since its inception was -71.26%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for VWUSX and VGT. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.68%
-0.64%
VWUSX
VGT

Volatility

VWUSX vs. VGT - Volatility Comparison

The current volatility for Vanguard U.S. Growth Fund Investor Shares (VWUSX) is 5.65%, while Vanguard Information Technology ETF (VGT) has a volatility of 6.47%. This indicates that VWUSX experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.65%
6.47%
VWUSX
VGT