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Vanguard Russell 1000 Growth ETF (VONG)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS92206C6802
CUSIP92206C680
IssuerVanguard
Inception DateSep 20, 2010
RegionNorth America (U.S.)
CategoryLarge Cap Blend Equities
Index TrackedRussell 1000 Growth Index
Home Pageadvisors.vanguard.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

The Vanguard Russell 1000 Growth ETF has an expense ratio of 0.08% which is considered to be low.


0.50%1.00%1.50%2.00%0.08%

Share Price Chart


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Compare to other instruments

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Vanguard Russell 1000 Growth ETF

Popular comparisons: VONG vs. VUG, VONG vs. VOO, VONG vs. VOOG, VONG vs. VONE, VONG vs. VTI, VONG vs. MGK, VONG vs. IWF, VONG vs. IWY, VONG vs. VONV, VONG vs. COWZ

Performance

Performance Chart

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


300.00%400.00%500.00%600.00%700.00%NovemberDecember2024FebruaryMarchApril
651.45%
339.76%
VONG (Vanguard Russell 1000 Growth ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Vanguard Russell 1000 Growth ETF had a return of 8.05% year-to-date (YTD) and 34.72% in the last 12 months. Over the past 10 years, Vanguard Russell 1000 Growth ETF had an annualized return of 15.66%, outperforming the S&P 500 benchmark which had an annualized return of 10.50%.


PeriodReturnBenchmark
Year-To-Date8.05%5.90%
1 month-0.81%-1.28%
6 months19.56%15.51%
1 year34.72%21.68%
5 years (annualized)17.12%11.74%
10 years (annualized)15.66%10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.42%6.80%1.74%
2023-5.53%-1.42%10.91%4.48%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of VONG is 90, placing it in the top 10% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of VONG is 9090
Vanguard Russell 1000 Growth ETF(VONG)
The Sharpe Ratio Rank of VONG is 9393Sharpe Ratio Rank
The Sortino Ratio Rank of VONG is 9191Sortino Ratio Rank
The Omega Ratio Rank of VONG is 9090Omega Ratio Rank
The Calmar Ratio Rank of VONG is 8383Calmar Ratio Rank
The Martin Ratio Rank of VONG is 9191Martin 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 Growth ETF (VONG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


VONG
Sharpe ratio
The chart of Sharpe ratio for VONG, currently valued at 2.35, compared to the broader market-1.000.001.002.003.004.005.002.35
Sortino ratio
The chart of Sortino ratio for VONG, currently valued at 3.26, compared to the broader market-2.000.002.004.006.008.003.26
Omega ratio
The chart of Omega ratio for VONG, currently valued at 1.41, compared to the broader market1.001.502.002.501.41
Calmar ratio
The chart of Calmar ratio for VONG, currently valued at 1.61, compared to the broader market0.002.004.006.008.0010.0012.001.61
Martin ratio
The chart of Martin ratio for VONG, currently valued at 12.76, compared to the broader market0.0020.0040.0060.0080.0012.76
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.62, compared to the broader market0.0020.0040.0060.0080.007.62

Sharpe Ratio

The current Vanguard Russell 1000 Growth ETF Sharpe ratio is 2.35. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
2.35
1.89
VONG (Vanguard Russell 1000 Growth ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Russell 1000 Growth ETF granted a 0.69% dividend yield in the last twelve months. The annual payout for that period amounted to $0.58 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.58$0.55$0.54$0.46$0.47$0.47$0.40$0.41$0.40$0.38$0.35$0.28

Dividend yield

0.69%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%1.28%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.15
2023$0.00$0.00$0.13$0.00$0.00$0.13$0.00$0.00$0.13$0.00$0.00$0.17
2022$0.00$0.00$0.11$0.00$0.00$0.13$0.00$0.00$0.15$0.00$0.00$0.15
2021$0.00$0.00$0.10$0.00$0.00$0.11$0.00$0.00$0.12$0.00$0.00$0.13
2020$0.00$0.00$0.12$0.00$0.00$0.11$0.00$0.00$0.08$0.00$0.00$0.16
2019$0.00$0.00$0.09$0.00$0.00$0.12$0.00$0.00$0.13$0.00$0.00$0.12
2018$0.00$0.00$0.09$0.00$0.00$0.11$0.00$0.00$0.17$0.00$0.00$0.02
2017$0.00$0.00$0.09$0.00$0.00$0.11$0.00$0.00$0.10$0.00$0.00$0.11
2016$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.11$0.00$0.00$0.11
2015$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.11
2014$0.00$0.00$0.08$0.00$0.00$0.09$0.00$0.00$0.08$0.00$0.00$0.11
2013$0.05$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.08

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.52%
-3.86%
VONG (Vanguard Russell 1000 Growth ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Russell 1000 Growth 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 Growth ETF was 32.72%, occurring on Oct 14, 2022. Recovery took 301 trading sessions.

The current Vanguard Russell 1000 Growth ETF drawdown is 3.52%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.72%Dec 28, 2021202Oct 14, 2022301Dec 27, 2023503
-31.71%Feb 20, 202023Mar 23, 202053Jun 8, 202076
-22.01%Oct 2, 201858Dec 24, 201875Apr 12, 2019133
-18%Jul 8, 201161Oct 3, 201184Feb 3, 2012145
-13.8%Jul 21, 2015143Feb 11, 2016102Jul 8, 2016245

Volatility

Volatility Chart

The current Vanguard Russell 1000 Growth ETF volatility is 3.97%, 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%NovemberDecember2024FebruaryMarchApril
3.97%
3.39%
VONG (Vanguard Russell 1000 Growth ETF)
Benchmark (^GSPC)