EG vs. VONG
Compare and contrast key facts about Everest Group Ltd (EG) 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: EG or VONG.
Key characteristics
| EG | VONG | |
|---|---|---|
| YTD Return | 6.04% | 32.16% |
| 1Y Return | -2.12% | 42.49% |
| 3Y Return (Ann) | 12.82% | 10.47% |
| 5Y Return (Ann) | 9.20% | 20.05% |
| 10Y Return (Ann) | 10.54% | 16.74% |
| Sharpe Ratio | -0.04 | 2.70 |
| Sortino Ratio | 0.12 | 3.45 |
| Omega Ratio | 1.02 | 1.49 |
| Calmar Ratio | -0.06 | 3.45 |
| Martin Ratio | -0.12 | 13.62 |
| Ulcer Index | 8.24% | 3.32% |
| Daily Std Dev | 25.80% | 16.67% |
| Max Drawdown | -52.96% | -32.72% |
| Current Drawdown | -9.24% | 0.00% |
Correlation
The correlation between EG and VONG is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
EG vs. VONG - Performance Comparison
In the year-to-date period, EG achieves a 6.04% return, which is significantly lower than VONG's 32.16% return. Over the past 10 years, EG has underperformed VONG with an annualized return of 10.54%, while VONG has yielded a comparatively higher 16.74% annualized 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
EG vs. VONG - Risk-Adjusted Performance 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.
Dividends
EG vs. VONG - Dividend Comparison
EG's dividend yield for the trailing twelve months is around 2.03%, more than VONG's 0.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EG Everest Group Ltd | 2.03% | 1.92% | 1.96% | 2.26% | 2.65% | 2.08% | 2.43% | 2.28% | 2.17% | 2.18% | 1.88% | 1.41% |
VONG Vanguard Russell 1000 Growth ETF | 0.58% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% | 1.28% |
Drawdowns
EG vs. VONG - Drawdown Comparison
The maximum EG drawdown since its inception was -52.96%, 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. For additional features, visit the drawdowns tool.
Volatility
EG vs. VONG - Volatility Comparison
Everest Group Ltd (EG) has a higher volatility of 9.16% compared to Vanguard Russell 1000 Growth ETF (VONG) at 5.20%. 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.