BSY vs. VONG
Compare and contrast key facts about Bentley Systems, Incorporated (BSY) 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BSY or VONG.
Key characteristics
| BSY | VONG | |
|---|---|---|
| YTD Return | -7.50% | 31.22% |
| 1Y Return | -9.00% | 38.87% |
| 3Y Return (Ann) | -5.77% | 10.22% |
| Sharpe Ratio | -0.32 | 2.35 |
| Sortino Ratio | -0.25 | 3.05 |
| Omega Ratio | 0.97 | 1.43 |
| Calmar Ratio | -0.26 | 2.96 |
| Martin Ratio | -0.95 | 11.71 |
| Ulcer Index | 9.83% | 3.32% |
| Daily Std Dev | 29.11% | 16.55% |
| Max Drawdown | -61.00% | -32.72% |
| Current Drawdown | -31.63% | -0.71% |
Correlation
The correlation between BSY and VONG is 0.57, 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.
Performance
BSY vs. VONG - Performance Comparison
In the year-to-date period, BSY achieves a -7.50% return, which is significantly lower than VONG's 31.22% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BSY vs. VONG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Bentley Systems, Incorporated (BSY) 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.
Dividends
BSY vs. VONG - Dividend Comparison
BSY's dividend yield for the trailing twelve months is around 0.48%, less than VONG's 0.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSY Bentley Systems, Incorporated | 0.48% | 0.38% | 0.32% | 0.25% | 0.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VONG Vanguard Russell 1000 Growth ETF | 0.59% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% | 1.28% |
Drawdowns
BSY vs. VONG - Drawdown Comparison
The maximum BSY drawdown since its inception was -61.00%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for BSY and VONG. For additional features, visit the drawdowns tool.
Volatility
BSY vs. VONG - Volatility Comparison
Bentley Systems, Incorporated (BSY) has a higher volatility of 7.50% compared to Vanguard Russell 1000 Growth ETF (VONG) at 5.11%. This indicates that BSY'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.