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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
Leveraged1x
Index TrackedRussell 1000 Growth Index
Home Pageadvisors.vanguard.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

VONG has an expense ratio of 0.08%, which is considered low compared to other funds.


Expense ratio chart for VONG: 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: VONG vs. VUG, VONG vs. VOO, VONG vs. VOOG, VONG vs. MGK, VONG vs. VONE, VONG vs. IWF, VONG vs. VTI, 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.


0.00%5.00%10.00%15.00%20.00%MayJuneJulyAugustSeptemberOctober
20.30%
17.04%
VONG (Vanguard Russell 1000 Growth ETF)
Benchmark (^GSPC)

Returns By Period

Vanguard Russell 1000 Growth ETF had a return of 26.90% year-to-date (YTD) and 43.71% in the last 12 months. Over the past 10 years, Vanguard Russell 1000 Growth ETF had an annualized return of 16.85%, outperforming the S&P 500 benchmark which had an annualized return of 11.71%.


PeriodReturnBenchmark
Year-To-Date26.90%22.95%
1 month5.13%4.39%
6 months21.44%18.07%
1 year43.71%37.09%
5 years (annualized)19.95%14.48%
10 years (annualized)16.85%11.71%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.42%6.80%1.74%-4.19%6.05%6.69%-1.74%2.06%2.74%26.90%
20238.33%-1.29%6.93%0.99%4.63%6.68%3.49%-0.89%-5.53%-1.42%10.91%4.48%42.67%
2022-8.62%-4.26%4.03%-12.08%-2.33%-7.95%11.94%-4.67%-9.49%5.63%4.33%-7.50%-29.18%
2021-0.68%-0.06%1.81%6.88%-1.38%6.14%3.27%3.79%-5.67%8.70%0.65%2.03%27.60%
20202.17%-6.71%-10.01%14.97%6.68%4.25%7.76%10.18%-4.71%-2.99%10.06%4.39%38.30%
20198.76%3.64%2.81%4.52%-6.28%6.86%2.21%-0.90%0.19%2.73%4.44%3.01%36.06%
20187.01%-2.55%-2.70%0.20%4.40%0.92%2.97%5.44%0.58%-8.98%0.90%-8.34%-1.53%
20173.35%4.09%1.21%2.23%2.57%-0.26%2.64%1.78%1.30%3.90%3.00%0.86%30.05%
2016-5.72%0.05%6.76%-0.94%1.92%-0.62%4.97%-0.47%0.29%-2.33%2.23%1.22%7.03%
2015-1.55%6.68%-1.11%0.48%1.41%-1.82%3.42%-5.94%-2.74%8.68%0.31%-1.50%5.57%
2014-2.97%5.16%-0.77%-0.18%3.06%2.04%-1.41%4.29%-1.12%2.35%3.36%-1.21%12.92%
20134.41%0.90%3.84%2.17%1.86%-1.94%5.51%-1.99%4.44%4.73%2.59%2.84%33.23%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VONG is 68, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of VONG is 6868
Combined Rank
The Sharpe Ratio Rank of VONG is 7070Sharpe Ratio Rank
The Sortino Ratio Rank of VONG is 6464Sortino Ratio Rank
The Omega Ratio Rank of VONG is 6969Omega Ratio Rank
The Calmar Ratio Rank of VONG is 7777Calmar Ratio Rank
The Martin Ratio Rank of VONG is 6161Martin 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 2.55, compared to the broader market-2.000.002.004.006.002.55
Sortino ratio
The chart of Sortino ratio for VONG, currently valued at 3.28, compared to the broader market0.005.0010.003.28
Omega ratio
The chart of Omega ratio for VONG, currently valued at 1.46, compared to the broader market1.001.502.002.503.001.46
Calmar ratio
The chart of Calmar ratio for VONG, currently valued at 2.71, compared to the broader market0.005.0010.0015.002.71
Martin ratio
The chart of Martin ratio for VONG, currently valued at 12.75, compared to the broader market0.0020.0040.0060.0080.00100.0012.75
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.89, compared to the broader market-2.000.002.004.006.002.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.84, compared to the broader market0.005.0010.003.84
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.53, compared to the broader market1.001.502.002.503.001.53
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.54, compared to the broader market0.005.0010.0015.002.54
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.73, compared to the broader market0.0020.0040.0060.0080.00100.0018.73

Sharpe Ratio

The current Vanguard Russell 1000 Growth ETF Sharpe ratio is 2.55. 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 Growth 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 Ratio1.502.002.503.00MayJuneJulyAugustSeptemberOctober
2.55
2.89
VONG (Vanguard Russell 1000 Growth ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Russell 1000 Growth ETF granted a 0.61% dividend yield in the last twelve months. The annual payout for that period amounted to $0.60 per share.


$0.00$0.10$0.20$0.30$0.40$0.50$0.6020232022202120202019201820172016201520142013
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.60$0.55$0.54$0.46$0.47$0.47$0.40$0.41$0.40$0.38$0.35$0.28

Dividend yield

0.61%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.15$0.00$0.00$0.14$0.00$0.00$0.14$0.00$0.43
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$0.55
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$0.54
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$0.46
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$0.47
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$0.47
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$0.40
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$0.41
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$0.40
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$0.38
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$0.35
2013$0.05$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.08$0.28

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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.15%
0
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 0.15%.


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 3.15%, 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%MayJuneJulyAugustSeptemberOctober
3.15%
2.56%
VONG (Vanguard Russell 1000 Growth ETF)
Benchmark (^GSPC)