EG vs. VONG
EG (Everest Group Ltd) 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 10 years, EG returned 9.49%/yr vs 17.43%/yr for VONG. Their 0.32 correlation means their historical movements had little consistent relationship.
Performance
EG vs. VONG - Performance Comparison
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Returns By Period
In the year-to-date period, EG achieves a 11.61% return, which is significantly higher than VONG's 0.39% return. Over the past 10 years, EG has underperformed VONG with an annualized return of 9.49%, while VONG has yielded a comparatively higher 17.43% annualized return.
EG
- 1D
- -0.32%
- 1M
- 0.75%
- 6M
- 14.33%
- YTD
- 11.61%
- 1Y
- 15.71%
- 3Y*
- 3.58%
- 5Y*
- 10.53%
- 10Y*
- 9.49%
- ALL TIME*
- 11.97%
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) |
|---|---|---|---|
| $160.37M | $141.62M | $144.70M | |
| $121.41M | $148.04M | $174.70M |
EG vs. VONG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EG Everest Group Ltd | 11.61% | -4.14% | 4.59% | 8.69% | 23.74% | 19.80% | -13.03% | 30.17% | 0.73% | 4.43% |
VONG Vanguard Russell 1000 Growth ETF | 0.39% | 18.45% | 33.20% | 42.67% | -29.18% | 27.60% | 38.30% | 36.06% | -1.53% | 30.05% |
Correlation
The correlation between EG and VONG is -0.11, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.11 |
Correlation (3Y) Balances recent behavior with more history. | 0.06 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.19 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.23 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2010 | 0.32 |
The correlation between EG and VONG shifts across timeframes, from -0.11 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EG vs. VONG — Risk / Return Rank
EG
VONG
EG vs. VONG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Everest Group Ltd (EG) 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.
| EG | VONG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.09 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.87 | 0.50 | +0.37 |
| Martin ratioReturn relative to average drawdown | 1.88 | 1.48 | +0.40 |
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Drawdowns
EG vs. VONG - Drawdown Comparison
The maximum EG drawdown since its inception was -52.97%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for EG and VONG.
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Drawdown Indicators
| EG | VONG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.97% | -32.72% | -20.25% |
Max Drawdown (1Y)Largest decline over 1 year | -16.43% | -16.23% | -0.20% |
Max Drawdown (3Y)Largest decline over 3 years | -23.39% | -23.27% | -0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -23.39% | -32.72% | +9.33% |
Max Drawdown (10Y)Largest decline over 10 years | -44.21% | -32.72% | -11.49% |
Current DrawdownCurrent decline from peak | -6.16% | -7.89% | +1.73% |
Average DrawdownAverage peak-to-trough decline | -12.12% | -4.89% | -7.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.57% | 5.42% | +2.15% |
Volatility
EG vs. VONG - Volatility Comparison
Everest Group Ltd (EG) has a higher volatility of 8.77% compared to Vanguard Russell 1000 Growth ETF (VONG) at 6.45%. This indicates that EG'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
| EG | VONG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.77% | 6.45% | +2.32% |
Volatility (6M)Calculated over the trailing 6-month period | 16.14% | 14.00% | +2.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.40% | 17.45% | +6.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.80% | 21.64% | +4.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.32% | 21.01% | +6.31% |
Dividends
EG vs. VONG - Dividend Comparison
EG's dividend yield for the trailing twelve months is around 2.14%, more than VONG's 0.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EG Everest Group Ltd | 2.14% | 2.36% | 2.14% | 1.92% | 1.96% | 2.26% | 2.65% | 2.08% | 2.43% | 2.28% | 2.17% | 2.18% |
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
EG and VONG have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EG has higher volatility (8.77%) compared to VONG (6.45%). In terms of maximum drawdown, EG dropped -52.97% vs VONG's -32.72%.
EG currently has the higher Sharpe Ratio (0.58 vs 0.46), 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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