Correlation
The correlation between ^UTY and VUG is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
^UTY vs. VUG
Compare and contrast key facts about PHLX Utility Sector Index (^UTY) and Vanguard Growth ETF (VUG).
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: ^UTY or VUG.
Performance
^UTY vs. VUG - Performance Comparison
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Key characteristics
^UTY:
0.69
VUG:
0.73
^UTY:
1.04
VUG:
1.05
^UTY:
1.13
VUG:
1.15
^UTY:
0.82
VUG:
0.71
^UTY:
2.33
VUG:
2.38
^UTY:
5.18%
VUG:
6.79%
^UTY:
17.30%
VUG:
25.30%
^UTY:
-48.16%
VUG:
-50.68%
^UTY:
-2.73%
VUG:
-3.26%
Returns By Period
In the year-to-date period, ^UTY achieves a 8.21% return, which is significantly higher than VUG's 0.79% return. Over the past 10 years, ^UTY has underperformed VUG with an annualized return of 6.23%, while VUG has yielded a comparatively higher 15.26% annualized return.
^UTY
8.21%
1.53%
-0.57%
9.79%
2.03%
5.80%
6.23%
VUG
0.79%
6.12%
1.24%
18.40%
19.95%
17.15%
15.26%
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Risk-Adjusted Performance
^UTY vs. VUG — Risk-Adjusted Performance Rank
^UTY
VUG
^UTY vs. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PHLX Utility Sector Index (^UTY) 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.
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Drawdowns
^UTY vs. VUG - Drawdown Comparison
The maximum ^UTY drawdown since its inception was -48.16%, roughly equal to the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for ^UTY and VUG.
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Volatility
^UTY vs. VUG - Volatility Comparison
The current volatility for PHLX Utility Sector Index (^UTY) is 5.27%, while Vanguard Growth ETF (VUG) has a volatility of 5.79%. This indicates that ^UTY 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.
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