ADSK vs. VONG

Last updated Apr 2, 2026

Compare and contrast key facts about Autodesk, Inc. (ADSK) and Vanguard Russell 1000 Growth ETF (VONG).

VONG is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 Growth Index. It was launched on Sep 20, 2010.

Performance

ADSK vs. VONG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Autodesk, Inc. (ADSK) and Vanguard Russell 1000 Growth ETF (VONG). The values are adjusted to include any dividend payments, if applicable.

ADSK vs. VONG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ADSK Autodesk, Inc.	-19.64%	0.15%	21.39%	30.29%	-33.54%	-7.91%	66.43%	42.65%	22.68%	41.64%
VONG Vanguard Russell 1000 Growth ETF	-8.97%	18.45%	33.20%	42.67%	-29.18%	27.60%	38.30%	36.06%	-1.53%	30.05%

Returns By Period

In the year-to-date period, ADSK achieves a -19.64% return, which is significantly lower than VONG's -8.97% return. Over the past 10 years, ADSK has underperformed VONG with an annualized return of 15.20%, while VONG has yielded a comparatively higher 16.75% annualized return.

ADSK

• 1D: -0.64%
• 1M: -3.67%
• YTD: -19.64%
• 6M: -24.66%
• 1Y: -10.11%
• 3Y*: 4.55%
• 5Y*: -3.48%
• 10Y*: 15.20%

VONG

• 1D: 0.91%
• 1M: -4.62%
• YTD: -8.97%
• 6M: -8.47%
• 1Y: 18.72%
• 3Y*: 21.47%
• 5Y*: 12.55%
• 10Y*: 16.75%

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

Return for Risk

ADSK vs. VONG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ADSK

ADSK Risk / Return Rank: 27
ADSK Sharpe Ratio Rank: 26
ADSK Sortino Ratio Rank: 23
ADSK Omega Ratio Rank: 23
ADSK Calmar Ratio Rank: 32
ADSK Martin Ratio Rank: 29

VONG

VONG Risk / Return Rank: 45
VONG Sharpe Ratio Rank: 44
VONG Sortino Ratio Rank: 48
VONG Omega Ratio Rank: 47
VONG Calmar Ratio Rank: 45
VONG Martin Ratio Rank: 43

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.

ADSK vs. VONG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Autodesk, Inc. (ADSK) and Vanguard Russell 1000 Growth ETF (VONG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	ADSK	VONG	Difference
Sharpe ratio Return per unit of total volatility	-0.33	0.84	-1.17
Sortino ratio Return per unit of downside risk	-0.27	1.36	-1.62
Omega ratio Gain probability vs. loss probability	0.97	1.19	-0.22
Calmar ratio Return relative to maximum drawdown	-0.28	1.22	-1.50
Martin ratio Return relative to average drawdown	-0.71	4.16	-4.87
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ADSK vs. VONG - Sharpe Ratio Comparison

The current ADSK Sharpe Ratio is -0.33, which is lower than the VONG Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of ADSK and VONG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ADSK	VONG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.33	0.84	-1.17
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.10	0.59	-0.69
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.42	0.81	-0.38
Sharpe Ratio (All Time) Calculated using the full available price history	0.33	0.84	-0.51

Correlation

The correlation between ADSK and VONG is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

ADSK vs. VONG - Dividend Comparison

ADSK has not paid dividends to shareholders, while VONG's dividend yield for the trailing twelve months is around 0.50%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ADSK Autodesk, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VONG Vanguard Russell 1000 Growth ETF	0.50%	0.45%	0.55%	0.71%	0.98%	0.58%	0.77%	1.03%	1.18%	1.19%	1.48%	1.47%

Drawdowns

ADSK vs. VONG - Drawdown Comparison

The maximum ADSK drawdown since its inception was -76.92%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for ADSK and VONG.

Drawdown Indicators

	ADSK	VONG	Difference
Max Drawdown Largest peak-to-trough decline	-76.92%	-32.72%	-44.20%
Max Drawdown (1Y) Largest decline over 1 year	-33.09%	-16.23%	-16.86%
Max Drawdown (5Y) Largest decline over 5 years	-51.99%	-32.72%	-19.27%
Max Drawdown (10Y) Largest decline over 10 years	-51.99%	-32.72%	-19.27%
Current Drawdown Current decline from peak	-30.50%	-12.29%	-18.21%
Average Drawdown Average peak-to-trough decline	-22.59%	-4.90%	-17.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.86%	4.78%	+8.08%

Volatility

ADSK vs. VONG - Volatility Comparison

Autodesk, Inc. (ADSK) has a higher volatility of 8.36% compared to Vanguard Russell 1000 Growth ETF (VONG) at 6.81%. This indicates that ADSK's price experiences larger fluctuations and is considered to be riskier than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ADSK	VONG	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.36%	6.81%	+1.55%
Volatility (6M) Calculated over the trailing 6-month period	21.97%	12.37%	+9.60%
Volatility (1Y) Calculated over the trailing 1-year period	31.07%	22.42%	+8.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.47%	21.35%	+13.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.11%	20.82%	+15.29%