Vanguard Growth Index Fund ETF Shares (VUG) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Vanguard Growth Index Fund ETF Shares (VUG): 1Y return 17.5%, Sharpe ratio 1.01, volatility 16.8%, max drawdown -16.5%. A ETF in the Equity asset class. Compare VUG with other assets and invest through your own broker with pfolio.
Vanguard Growth Index Fund ETF Shares (VUG) Overview
- Type: ETF
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
VUG Performance
- MTD
- Return: 0.0%, Sharpe: 0.09, Volatility: 14.8%, Max Drawdown: -1.4%
- YTD
- Return: 6.2%, Sharpe: 0.68, Volatility: 18.8%, Max Drawdown: -14.6%
- 1Y
- Return: 17.5%, Sharpe: 1.01, Volatility: 16.8%, Max Drawdown: -16.5%
- 5Y
- Return: 81.2%, Sharpe: 0.63, Volatility: 22.0%, Max Drawdown: -35.6%
- 10Y
- Return: 408.3%, Sharpe: 0.85, Volatility: 21.1%, Max Drawdown: -35.6%
Frequently Asked Questions
- What is Vanguard Growth Index Fund ETF Shares (VUG)?
- Vanguard Growth Index Fund ETF Shares (VUG) is a ETF in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does VUG compare to other assets?
- You can compare VUG with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in VUG through pfolio?
- pfolio helps you build diversified portfolios that may include VUG. You invest through your own broker — pfolio provides the analytics.