XCOR vs. VUG

Last updated Apr 1, 2026

Compare and contrast key facts about Fundx ETF (XCOR) and Vanguard Growth ETF (VUG).

XCOR and VUG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XCOR is an actively managed fund by FundX. It was launched on Nov 1, 2001. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP US Large Cap Growth Index. It was launched on Nov 13, 2000.

Performance

XCOR vs. VUG - Performance Comparison

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

XCOR vs. VUG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
XCOR Fundx ETF	-4.58%	12.50%	29.57%	14.34%	7.11%
VUG Vanguard Growth ETF	-10.37%	19.40%	32.69%	46.83%	-1.09%

Returns By Period

In the year-to-date period, XCOR achieves a -4.58% return, which is significantly higher than VUG's -10.37% return.

XCOR

• 1D: 3.10%
• 1M: -5.24%
• YTD: -4.58%
• 6M: -1.67%
• 1Y: 17.67%
• 3Y*: 17.37%
• 5Y*: —
• 10Y*: —

VUG

• 1D: 4.00%
• 1M: -5.12%
• YTD: -10.37%
• 6M: -8.73%
• 1Y: 18.30%
• 3Y*: 21.15%
• 5Y*: 11.43%
• 10Y*: 16.03%

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

XCOR vs. VUG - Expense Ratio Comparison

XCOR has a 1.27% expense ratio, which is higher than VUG's 0.03% expense ratio.

XCOR

Fundx ETF

VUG

Vanguard Growth ETF

Return for Risk

XCOR vs. VUG — Risk / Return Rank

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

XCOR

XCOR Risk / Return Rank: 57
XCOR Sharpe Ratio Rank: 53
XCOR Sortino Ratio Rank: 54
XCOR Omega Ratio Rank: 59
XCOR Calmar Ratio Rank: 54
XCOR Martin Ratio Rank: 66

VUG

VUG Risk / Return Rank: 50
VUG Sharpe Ratio Rank: 49
VUG Sortino Ratio Rank: 54
VUG Omega Ratio Rank: 53
VUG Calmar Ratio Rank: 49
VUG Martin Ratio Rank: 45

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.

XCOR vs. VUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fundx ETF (XCOR) 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.

	XCOR	VUG	Difference
Sharpe ratio Return per unit of total volatility	0.96	0.81	+0.15
Sortino ratio Return per unit of downside risk	1.46	1.31	+0.15
Omega ratio Gain probability vs. loss probability	1.22	1.18	+0.04
Calmar ratio Return relative to maximum drawdown	1.43	1.11	+0.32
Martin ratio Return relative to average drawdown	6.78	3.96	+2.82
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XCOR vs. VUG - Sharpe Ratio Comparison

The current XCOR Sharpe Ratio is 0.96, which is comparable to the VUG Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of XCOR 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.

Sharpe Ratios by Period

	XCOR	VUG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.96	0.81	+0.15
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.52	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.75	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.98	0.57	+0.40

Correlation

The correlation between XCOR and VUG is 0.92, 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.

Dividends

XCOR vs. VUG - Dividend Comparison

XCOR's dividend yield for the trailing twelve months is around 0.45%, less than VUG's 0.46% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
XCOR Fundx ETF	0.45%	0.43%	0.00%	0.95%	2.52%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VUG Vanguard Growth ETF	0.46%	0.41%	0.47%	0.58%	0.70%	0.48%	0.66%	0.95%	1.32%	1.14%	1.39%	1.30%

Drawdowns

XCOR vs. VUG - Drawdown Comparison

The maximum XCOR drawdown since its inception was -22.54%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for XCOR and VUG.

Drawdown Indicators

	XCOR	VUG	Difference
Max Drawdown Largest peak-to-trough decline	-22.54%	-50.68%	+28.14%
Max Drawdown (1Y) Largest decline over 1 year	-12.54%	-16.53%	+3.99%
Max Drawdown (5Y) Largest decline over 5 years	—	-35.61%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.61%	—
Current Drawdown Current decline from peak	-6.79%	-13.20%	+6.41%
Average Drawdown Average peak-to-trough decline	-3.22%	-7.13%	+3.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.65%	4.66%	-2.01%

Volatility

XCOR vs. VUG - Volatility Comparison

The current volatility for Fundx ETF (XCOR) is 6.08%, while Vanguard Growth ETF (VUG) has a volatility of 7.00%. This indicates that XCOR 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.

Volatility by Period

	XCOR	VUG	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.08%	7.00%	-0.92%
Volatility (6M) Calculated over the trailing 6-month period	10.25%	12.65%	-2.40%
Volatility (1Y) Calculated over the trailing 1-year period	18.52%	22.68%	-4.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.21%	22.23%	-5.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.21%	21.38%	-4.17%