PortfoliosLab logo
Vanguard Russell 1000 ETF (VONE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US92206C7305

CUSIP

92206C730

Issuer

Vanguard

Inception Date

Sep 20, 2010

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Russell 1000 Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

VONE has an expense ratio of 0.08%, which is considered low.


Expense ratio chart for VONE: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VONE: 0.08%

Share Price Chart


Loading data...

Compare to other instruments

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


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard Russell 1000 ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


350.00%400.00%450.00%500.00%550.00%600.00%NovemberDecember2025FebruaryMarchApril
497.95%
368.01%
VONE (Vanguard Russell 1000 ETF)
Benchmark (^GSPC)

Returns By Period

Vanguard Russell 1000 ETF had a return of -8.50% year-to-date (YTD) and 7.02% in the last 12 months. Over the past 10 years, Vanguard Russell 1000 ETF had an annualized return of 11.38%, outperforming the S&P 500 benchmark which had an annualized return of 9.79%.


VONE

YTD

-8.50%

1M

-6.84%

6M

-6.65%

1Y

7.02%

5Y*

15.29%

10Y*

11.38%

^GSPC (Benchmark)

YTD

-8.60%

1M

-6.79%

6M

-7.27%

1Y

6.02%

5Y*

13.70%

10Y*

9.79%

*Annualized

Monthly Returns

The table below presents the monthly returns of VONE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.17%-1.78%-5.79%-4.16%-8.50%
20241.32%5.43%3.15%-4.22%4.80%3.20%1.56%2.27%2.09%-0.72%6.56%-2.75%24.51%
20236.62%-2.45%3.20%1.33%0.42%6.68%3.46%-1.75%-4.63%-2.56%9.44%4.95%26.41%
2022-5.74%-2.73%3.57%-9.09%0.02%-8.43%9.33%-3.83%-9.16%7.83%5.43%-5.80%-19.14%
2021-0.86%3.00%3.83%5.37%0.43%2.49%2.07%2.94%-4.57%6.88%-1.29%3.99%26.49%
20200.25%-8.14%-13.18%13.10%5.40%1.98%5.86%7.29%-3.65%-2.24%11.71%4.12%20.95%
20198.36%3.30%1.75%4.03%-6.34%6.91%1.53%-1.85%1.83%2.10%3.84%2.74%31.12%
20185.55%-3.74%-2.26%0.29%2.63%0.56%3.44%3.41%0.39%-7.13%2.02%-8.98%-4.84%
20171.95%3.84%0.18%0.98%1.25%0.70%2.03%0.21%2.10%2.30%3.03%1.16%21.55%
2016-5.49%-0.07%7.11%0.36%1.73%0.26%3.75%0.10%0.36%-2.21%4.02%1.81%11.78%
2015-2.98%5.86%-1.29%0.68%1.40%-2.01%2.01%-6.10%-2.74%8.09%0.39%-1.83%0.67%
2014-3.11%4.46%0.78%0.36%2.29%2.33%-1.50%4.06%-1.65%2.32%2.84%-0.33%13.29%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VONE is 65, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of VONE is 6565
Overall Rank
The Sharpe Ratio Rank of VONE is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of VONE is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VONE is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VONE is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VONE is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard Russell 1000 ETF (VONE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The chart of Sharpe ratio for VONE, currently valued at 0.48, compared to the broader market-1.000.001.002.003.004.00
VONE: 0.48
^GSPC: 0.43
The chart of Sortino ratio for VONE, currently valued at 0.80, compared to the broader market-2.000.002.004.006.008.00
VONE: 0.80
^GSPC: 0.72
The chart of Omega ratio for VONE, currently valued at 1.12, compared to the broader market0.501.001.502.002.50
VONE: 1.12
^GSPC: 1.11
The chart of Calmar ratio for VONE, currently valued at 0.49, compared to the broader market0.002.004.006.008.0010.0012.00
VONE: 0.49
^GSPC: 0.44
The chart of Martin ratio for VONE, currently valued at 2.02, compared to the broader market0.0020.0040.0060.00
VONE: 2.02
^GSPC: 1.82

The current Vanguard Russell 1000 ETF Sharpe ratio is 0.48. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard Russell 1000 ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.48
0.43
VONE (Vanguard Russell 1000 ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Russell 1000 ETF provided a 1.35% dividend yield over the last twelve months, with an annual payout of $3.28 per share. The fund has been increasing its distributions for 3 consecutive years.


1.20%1.40%1.60%1.80%2.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$3.28$3.20$3.04$2.76$2.53$2.55$2.44$2.24$2.07$1.94$1.77$1.59

Dividend yield

1.35%1.20%1.40%1.59%1.16%1.45%1.66%1.96%1.69%1.89%1.89%1.68%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Russell 1000 ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.79$0.00$0.79
2024$0.00$0.00$0.72$0.00$0.00$0.81$0.00$0.00$0.82$0.00$0.00$0.85$3.20
2023$0.00$0.00$0.68$0.00$0.00$0.69$0.00$0.00$0.76$0.00$0.00$0.91$3.04
2022$0.00$0.00$0.59$0.00$0.00$0.68$0.00$0.00$0.76$0.00$0.00$0.73$2.76
2021$0.00$0.00$0.54$0.00$0.00$0.57$0.00$0.00$0.65$0.00$0.00$0.78$2.53
2020$0.00$0.00$0.64$0.00$0.00$0.59$0.00$0.00$0.52$0.00$0.00$0.80$2.55
2019$0.00$0.00$0.52$0.00$0.00$0.58$0.00$0.00$0.67$0.00$0.00$0.67$2.44
2018$0.00$0.00$0.44$0.00$0.00$0.56$0.00$0.00$0.63$0.00$0.00$0.61$2.24
2017$0.00$0.00$0.41$0.00$0.00$0.52$0.00$0.00$0.56$0.00$0.00$0.58$2.07
2016$0.00$0.00$0.42$0.00$0.00$0.44$0.00$0.00$0.50$0.00$0.00$0.59$1.94
2015$0.00$0.00$0.35$0.00$0.00$0.44$0.00$0.00$0.44$0.00$0.00$0.54$1.77
2014$0.33$0.00$0.00$0.39$0.00$0.00$0.37$0.00$0.00$0.49$1.59

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.67%
-12.50%
VONE (Vanguard Russell 1000 ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Russell 1000 ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Vanguard Russell 1000 ETF was 34.67%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.

The current Vanguard Russell 1000 ETF drawdown is 12.67%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.67%Feb 20, 202023Mar 23, 202095Aug 6, 2020118
-25.12%Dec 28, 2021202Oct 14, 2022292Dec 13, 2023494
-19.72%Sep 21, 201865Dec 24, 201875Apr 12, 2019140
-19.72%May 2, 2011108Oct 3, 201188Feb 8, 2012196
-19.06%Feb 20, 202534Apr 8, 2025

Volatility

Volatility Chart

The current Vanguard Russell 1000 ETF volatility is 13.76%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.76%
14.04%
VONE (Vanguard Russell 1000 ETF)
Benchmark (^GSPC)