Vanguard Morningstar Growth ETF (VUG) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Vanguard Morningstar Growth ETF (VUG): 1Y return 17.4%, Sharpe ratio 0.98, volatility 17.4%, 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 Morningstar Growth ETF (VUG) Overview
- Type: ETF
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
VUG Performance
- MTD
- Return: 1.7%, Sharpe: 4.35, Volatility: 12.4%, Max Drawdown: -1.4%
- YTD
- Return: 13.1%, Sharpe: 0.94, Volatility: 17.8%, Max Drawdown: -14.6%
- 1Y
- Return: 17.4%, Sharpe: 0.98, Volatility: 17.4%, Max Drawdown: -16.5%
- 5Y
- Return: 93.5%, Sharpe: 0.69, Volatility: 22.1%, Max Drawdown: -35.6%
- 10Y
- Return: 438.0%, Sharpe: 0.87, Volatility: 21.2%, Max Drawdown: -35.6%
Frequently Asked Questions
- What is Vanguard Morningstar Growth ETF (VUG)?
- Vanguard Morningstar Growth ETF (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.