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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 compared to other funds.


Expense ratio chart for VONE: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
VONE vs. VONG VONE vs. VOO VONE vs. IWB VONE vs. IWD VONE vs. VONV VONE vs. VTHR VONE vs. IWY VONE vs. SPY VONE vs. VB VONE vs. FXAIX
Popular comparisons:
VONE vs. VONG VONE vs. VOO VONE vs. IWB VONE vs. IWD VONE vs. VONV VONE vs. VTHR VONE vs. IWY VONE vs. SPY VONE vs. VB VONE vs. FXAIX

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.


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
10.51%
9.66%
VONE (Vanguard Russell 1000 ETF)
Benchmark (^GSPC)

Returns By Period

Vanguard Russell 1000 ETF had a return of 25.78% year-to-date (YTD) and 26.30% in the last 12 months. Over the past 10 years, Vanguard Russell 1000 ETF had an annualized return of 12.76%, outperforming the S&P 500 benchmark which had an annualized return of 11.11%.


VONE

YTD

25.78%

1M

-0.64%

6M

10.51%

1Y

26.30%

5Y*

14.56%

10Y*

12.76%

^GSPC (Benchmark)

YTD

25.25%

1M

0.08%

6M

9.66%

1Y

25.65%

5Y*

13.17%

10Y*

11.11%

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
20241.32%5.43%3.15%-4.22%4.80%3.20%1.56%2.27%2.09%-0.72%6.56%25.78%
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%
20135.57%1.32%3.76%1.78%2.07%-1.35%5.54%-2.93%3.67%4.67%2.48%2.66%33.02%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 83, VONE is among the top 17% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of VONE is 8383
Overall Rank
The Sharpe Ratio Rank of VONE is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of VONE is 8282
Sortino Ratio Rank
The Omega Ratio Rank of VONE is 8484
Omega Ratio Rank
The Calmar Ratio Rank of VONE is 8383
Calmar Ratio Rank
The Martin Ratio Rank of VONE is 8585
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.


Sharpe ratio
The chart of Sharpe ratio for VONE, currently valued at 2.11, compared to the broader market0.002.004.002.112.07
The chart of Sortino ratio for VONE, currently valued at 2.81, compared to the broader market-2.000.002.004.006.008.0010.002.812.76
The chart of Omega ratio for VONE, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.391.39
The chart of Calmar ratio for VONE, currently valued at 3.09, compared to the broader market0.005.0010.0015.003.093.05
The chart of Martin ratio for VONE, currently valued at 13.58, compared to the broader market0.0020.0040.0060.0080.00100.0013.5813.27
VONE
^GSPC

The current Vanguard Russell 1000 ETF Sharpe ratio is 2.11. 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.11
2.07
VONE (Vanguard Russell 1000 ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Russell 1000 ETF provided a 0.87% dividend yield over the last twelve months, with an annual payout of $2.35 per share. The fund has been increasing its distributions for 2 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$3.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$2.35$3.04$2.76$2.53$2.55$2.44$2.24$2.07$1.94$1.77$1.59$1.45

Dividend yield

0.87%1.40%1.59%1.16%1.45%1.66%1.96%1.69%1.89%1.89%1.68%1.70%

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
2024$0.00$0.00$0.72$0.00$0.00$0.81$0.00$0.00$0.82$0.00$0.00$0.00$2.35
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$0.00$0.00$0.33$0.00$0.00$0.39$0.00$0.00$0.37$0.00$0.00$0.49$1.59
2013$0.29$0.00$0.00$0.36$0.00$0.00$0.35$0.00$0.00$0.45$1.45

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.69%
-1.91%
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 2.69%.


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
-14.3%May 22, 2015183Feb 11, 201679Jun 6, 2016262

Volatility

Volatility Chart

The current Vanguard Russell 1000 ETF volatility is 3.85%, 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%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.85%
3.82%
VONE (Vanguard Russell 1000 ETF)
Benchmark (^GSPC)
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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