BSY vs. VONG
BSY (Bentley Systems, Incorporated) is a stock, while VONG (Vanguard Russell 1000 Growth ETF) is Large Cap Growth Equities fund tracking the Russell 1000 Growth Index. Over the past 5 years, BSY returned -9.82%/yr vs 11.83%/yr for VONG. Their 0.50 correlation means their historical movements had little consistent relationship.
Performance
BSY vs. VONG - Performance Comparison
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Returns By Period
In the year-to-date period, BSY achieves a -6.79% return, which is significantly lower than VONG's 0.39% return.
BSY
- 1D
- 0.65%
- 1M
- 9.86%
- 6M
- 1.29%
- YTD
- -6.79%
- 1Y
- -37.54%
- 3Y*
- -12.51%
- 5Y*
- -9.82%
- 10Y*
- —
- ALL TIME*
- 4.56%
VONG
- 1D
- 0.84%
- 1M
- -2.27%
- 6M
- 1.82%
- YTD
- 0.39%
- 1Y
- 10.18%
- 3Y*
- 19.33%
- 5Y*
- 11.83%
- 10Y*
- 17.43%
- ALL TIME*
- 16.45%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $95.56M | $89.20M | $99.07M | |
| $121.41M | $148.04M | $174.70M |
BSY vs. VONG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BSY Bentley Systems, Incorporated | -6.79% | -17.78% | -10.07% | 41.78% | -23.27% | 19.57% | 44.81% |
VONG Vanguard Russell 1000 Growth ETF | 0.39% | 18.45% | 33.20% | 42.67% | -29.18% | 27.60% | 13.60% |
Correlation
The correlation between BSY and VONG is 0.20, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.20 |
Correlation (3Y) Balances recent behavior with more history. | 0.41 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.56 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2020 | 0.50 |
Over the past year, the correlation between BSY and VONG has dropped to 0.20 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.
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Return for Risk
BSY vs. VONG — Risk / Return Rank
BSY
VONG
BSY vs. VONG - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BSY | VONG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.43 | ||
| Sortino ratioReturn per unit of downside risk | -2.21 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.09 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.76 | 0.50 | -1.26 |
| Martin ratioReturn relative to average drawdown | -1.16 | 1.48 | -2.64 |
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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.
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Drawdown Indicators
| BSY | VONG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.00% | -32.72% | -28.28% |
Max Drawdown (1Y)Largest decline over 1 year | -50.59% | -16.23% | -34.36% |
Max Drawdown (3Y)Largest decline over 3 years | -51.28% | -23.27% | -28.01% |
Max Drawdown (5Y)Largest decline over 5 years | -61.00% | -32.72% | -28.28% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.72% | — |
Current DrawdownCurrent decline from peak | -49.06% | -7.89% | -41.17% |
Average DrawdownAverage peak-to-trough decline | -31.58% | -4.89% | -26.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 33.30% | 5.42% | +27.88% |
Volatility
BSY vs. VONG - Volatility Comparison
Bentley Systems, Incorporated (BSY) has a higher volatility of 15.23% compared to Vanguard Russell 1000 Growth ETF (VONG) at 6.45%. 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.
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Volatility by Period
| BSY | VONG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.23% | 6.45% | +8.78% |
Volatility (6M)Calculated over the trailing 6-month period | 33.94% | 14.00% | +19.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.89% | 17.45% | +22.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.65% | 21.64% | +15.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.55% | 21.01% | +18.54% |
Dividends
BSY vs. VONG - Dividend Comparison
BSY's dividend yield for the trailing twelve months is around 0.79%, more than VONG's 0.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSY Bentley Systems, Incorporated | 0.79% | 0.73% | 0.51% | 0.38% | 0.32% | 0.25% | 0.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VONG Vanguard Russell 1000 Growth ETF | 0.48% | 0.45% | 0.55% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% |
Frequently Asked Questions
BSY and VONG have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BSY has higher volatility (15.23%) compared to VONG (6.45%). In terms of maximum drawdown, BSY dropped -61.00% vs VONG's -32.72%.
VONG currently has the higher Sharpe Ratio (0.46 vs -0.97), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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