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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.
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Returns By Period
Vanguard Russell 1000 ETF (VONE) has returned -4.22% so far this year and 17.59% over the past 12 months. Looking at the last ten years, VONE has achieved an annualized return of 13.81%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.
Vanguard Russell 1000 ETF
- 1D
- 2.94%
- 1M
- -4.97%
- YTD
- -4.22%
- 6M
- -1.83%
- 1Y
- 17.59%
- 3Y*
- 18.08%
- 5Y*
- 10.99%
- 10Y*
- 13.81%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Sep 22, 2010, VONE's average daily return is +0.06%, while the average monthly return is +1.16%. At this rate, your investment would double in approximately 5.0 years.
Historically, 70% of months were positive and 30% were negative. The best month was Apr 2020 with a return of +13.1%, while the worst month was Mar 2020 at -13.2%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, VONE closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +9.7%, while the worst single day was Mar 16, 2020 at -12.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.39% | -0.60% | -4.97% | -4.22% | |||||||||
| 2025 | 3.17% | -1.78% | -5.79% | -0.68% | 6.30% | 5.09% | 2.32% | 2.07% | 3.37% | 2.22% | 0.24% | 0.04% | 17.21% |
| 2024 | 1.32% | 5.43% | 3.15% | -4.22% | 4.80% | 3.20% | 1.56% | 2.27% | 2.09% | -0.72% | 6.56% | -2.75% | 24.51% |
| 2023 | 6.62% | -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% |
Benchmark Metrics
Vanguard Russell 1000 ETF has an annualized alpha of 1.69%, beta of 1.00, and R² of 0.98 versus S&P 500 Index. Calculated based on daily prices since September 23, 2010.
- This ETF captured 106.07% of S&P 500 Index gains but only 97.82% of its losses — a favorable profile for investors.
- With beta of 1.00 and R² of 0.98, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.69%
- Beta
- 1.00
- R²
- 0.98
- Upside Capture
- 106.07%
- Downside Capture
- 97.82%
Expense Ratio
VONE has an expense ratio of 0.08%, which is considered low.
Return for Risk
Risk / Return Rank
VONE ranks 58 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Vanguard Russell 1000 ETF (VONE) and compare them to a chosen benchmark (S&P 500 Index).
| VONE | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.90 | +0.08 |
Sortino ratioReturn per unit of downside risk | 1.48 | 1.39 | +0.09 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.21 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.50 | 1.40 | +0.10 |
Martin ratioReturn relative to average drawdown | 7.13 | 6.61 | +0.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore VONE risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Vanguard Russell 1000 ETF provided a 1.14% dividend yield over the last twelve months, with an annual payout of $3.38 per share. The fund has been increasing its distributions for 4 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $3.38 | $3.30 | $3.20 | $3.04 | $2.76 | $2.53 | $2.55 | $2.44 | $2.24 | $2.07 | $1.94 | $1.77 |
Dividend yield | 1.14% | 1.07% | 1.20% | 1.40% | 1.59% | 1.16% | 1.45% | 1.65% | 1.96% | 1.69% | 1.89% | 1.89% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.87 | $0.87 | |||||||||
| 2025 | $0.00 | $0.00 | $0.79 | $0.00 | $0.00 | $0.78 | $0.00 | $0.00 | $0.85 | $0.00 | $0.00 | $0.87 | $3.30 |
| 2024 | $0.00 | $0.00 | $0.71 | $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 |
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.
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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 34.66%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current Vanguard Russell 1000 ETF drawdown is 6.17%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.66% | Feb 20, 2020 | 23 | Mar 23, 2020 | 95 | Aug 6, 2020 | 118 |
| -25.12% | Dec 28, 2021 | 202 | Oct 14, 2022 | 292 | Dec 13, 2023 | 494 |
| -19.73% | Sep 21, 2018 | 65 | Dec 24, 2018 | 75 | Apr 12, 2019 | 140 |
| -19.72% | May 2, 2011 | 108 | Oct 3, 2011 | 88 | Feb 8, 2012 | 196 |
| -19.06% | Feb 20, 2025 | 34 | Apr 8, 2025 | 54 | Jun 26, 2025 | 88 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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