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Vanguard Russell 1000 Growth ETF (VONG)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US92206C6802
CUSIP
92206C680
Issuer
Vanguard
Inception Date
Sep 20, 2010
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Russell 1000 Growth Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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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.


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S&P 500 Index

Returns By Period

Vanguard Russell 1000 Growth ETF (VONG) has returned -9.79% so far this year and 18.79% over the past 12 months. Looking at the last ten years, VONG has achieved an annualized return of 16.65%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.


Vanguard Russell 1000 Growth ETF

1D
3.76%
1M
-5.21%
YTD
-9.79%
6M
-8.75%
1Y
18.79%
3Y*
21.10%
5Y*
12.35%
10Y*
16.65%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 22, 2010, VONG's average daily return is +0.07%, while the average monthly return is +1.34%. At this rate, your investment would double in approximately 4.3 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +15.0%, while the worst month was Apr 2022 at -12.1%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, VONG closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +11.7%, while the worst single day was Mar 16, 2020 at -11.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.41%-3.47%-5.21%-9.79%
20251.95%-3.64%-8.43%1.59%9.06%6.35%3.86%1.11%5.21%3.66%-1.80%-0.63%18.45%
20242.42%6.80%1.74%-4.19%6.05%6.69%-1.74%2.06%2.74%-0.32%6.61%0.84%33.20%
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%

Benchmark Metrics

Vanguard Russell 1000 Growth ETF has an annualized alpha of 3.18%, beta of 1.06, and R² of 0.91 versus S&P 500 Index. Calculated based on daily prices since September 23, 2010.

  • This ETF captured 115.38% of S&P 500 Index gains but only 97.37% of its losses — a favorable profile for investors.
  • This ETF generated an annualized alpha of 3.18% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • With beta of 1.06 and R² of 0.91, 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
3.18%
Beta
1.06
0.91
Upside Capture
115.38%
Downside Capture
97.37%

Expense Ratio

VONG has an expense ratio of 0.06%, which is considered low.


Return for Risk

Risk / Return Rank

VONG ranks 45 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.


VONG Risk / Return Rank: 4545
Overall Rank
VONG Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
VONG Sortino Ratio Rank: 4848
Sortino Ratio Rank
VONG Omega Ratio Rank: 4848
Omega Ratio Rank
VONG Calmar Ratio Rank: 4343
Calmar Ratio Rank
VONG Martin Ratio Rank: 4141
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Vanguard Russell 1000 Growth ETF (VONG) and compare them to a chosen benchmark (S&P 500 Index).


VONGBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.90

-0.05

Sortino ratio

Return per unit of downside risk

1.36

1.39

-0.02

Omega ratio

Gain probability vs. loss probability

1.19

1.21

-0.02

Calmar ratio

Return relative to maximum drawdown

1.16

1.40

-0.24

Martin ratio

Return relative to average drawdown

4.00

6.61

-2.60

Explore VONG 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 Growth ETF provided a 0.51% dividend yield over the last twelve months, with an annual payout of $0.56 per share.


0.40%0.60%0.80%1.00%1.20%1.40%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.56$0.55$0.57$0.55$0.54$0.46$0.47$0.47$0.40$0.41$0.40$0.38

Dividend yield

0.51%0.45%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%

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
2026$0.00$0.00$0.14$0.14
2025$0.00$0.00$0.14$0.00$0.00$0.13$0.00$0.00$0.14$0.00$0.00$0.14$0.55
2024$0.00$0.00$0.15$0.00$0.00$0.14$0.00$0.00$0.14$0.00$0.00$0.14$0.57
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

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 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 13.09%.


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
-23.27%Dec 17, 202476Apr 8, 202554Jun 26, 2025130
-22.01%Oct 2, 201858Dec 24, 201875Apr 12, 2019133
-18%Jul 8, 201161Oct 3, 201185Feb 3, 2012146

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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