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DARP vs. VONG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DARP and VONG is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

DARP vs. VONG - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
13.84%
14.74%
DARP
VONG

Key characteristics

Sharpe Ratio

DARP:

1.01

VONG:

1.57

Sortino Ratio

DARP:

1.43

VONG:

2.10

Omega Ratio

DARP:

1.19

VONG:

1.29

Calmar Ratio

DARP:

1.35

VONG:

2.11

Martin Ratio

DARP:

4.12

VONG:

7.98

Ulcer Index

DARP:

6.09%

VONG:

3.47%

Daily Std Dev

DARP:

24.87%

VONG:

17.67%

Max Drawdown

DARP:

-24.36%

VONG:

-32.72%

Current Drawdown

DARP:

-4.02%

VONG:

-0.51%

Returns By Period

In the year-to-date period, DARP achieves a 5.32% return, which is significantly higher than VONG's 3.71% return.


DARP

YTD

5.32%

1M

-1.20%

6M

11.24%

1Y

28.48%

5Y*

N/A

10Y*

N/A

VONG

YTD

3.71%

1M

2.30%

6M

13.04%

1Y

29.92%

5Y*

18.24%

10Y*

16.57%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DARP vs. VONG - Expense Ratio Comparison

DARP has a 0.75% expense ratio, which is higher than VONG's 0.08% expense ratio.


DARP
Grizzle Growth ETF
Expense ratio chart for DARP: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
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%

Risk-Adjusted Performance

DARP vs. VONG — Risk-Adjusted Performance Rank

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

DARP
The Risk-Adjusted Performance Rank of DARP is 4040
Overall Rank
The Sharpe Ratio Rank of DARP is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of DARP is 3535
Sortino Ratio Rank
The Omega Ratio Rank of DARP is 3737
Omega Ratio Rank
The Calmar Ratio Rank of DARP is 4949
Calmar Ratio Rank
The Martin Ratio Rank of DARP is 4141
Martin Ratio Rank

VONG
The Risk-Adjusted Performance Rank of VONG is 6565
Overall Rank
The Sharpe Ratio Rank of VONG is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VONG is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VONG is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VONG is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VONG is 6666
Martin 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.

DARP vs. VONG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Grizzle Growth ETF (DARP) 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.


Sharpe ratio
The chart of Sharpe ratio for DARP, currently valued at 1.01, compared to the broader market0.002.004.001.011.57
The chart of Sortino ratio for DARP, currently valued at 1.43, compared to the broader market-2.000.002.004.006.008.0010.0012.001.432.10
The chart of Omega ratio for DARP, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.191.29
The chart of Calmar ratio for DARP, currently valued at 1.35, compared to the broader market0.005.0010.0015.001.352.11
The chart of Martin ratio for DARP, currently valued at 4.12, compared to the broader market0.0020.0040.0060.0080.00100.004.127.98
DARP
VONG

The current DARP Sharpe Ratio is 1.01, which is lower than the VONG Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of DARP 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.01
1.57
DARP
VONG

Dividends

DARP vs. VONG - Dividend Comparison

DARP's dividend yield for the trailing twelve months is around 1.83%, more than VONG's 0.53% yield.


TTM20242023202220212020201920182017201620152014
DARP
Grizzle Growth ETF
1.83%1.92%0.32%1.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VONG
Vanguard Russell 1000 Growth ETF
0.53%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%

Drawdowns

DARP vs. VONG - Drawdown Comparison

The maximum DARP drawdown since its inception was -24.36%, smaller than the maximum VONG drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for DARP and VONG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.02%
-0.51%
DARP
VONG

Volatility

DARP vs. VONG - Volatility Comparison

Grizzle Growth ETF (DARP) has a higher volatility of 9.40% compared to Vanguard Russell 1000 Growth ETF (VONG) at 4.91%. This indicates that DARP'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.


4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
9.40%
4.91%
DARP
VONG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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