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 9.61%/yr vs 18.39%/yr for VONG. At a 0.33 correlation, their price movements are largely independent.
Performance
EG vs. VONG - Performance Comparison
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Returns By Period
In the year-to-date period, EG achieves a 2.48% return, which is significantly higher than VONG's 1.56% return. Over the past 10 years, EG has underperformed VONG with an annualized return of 9.61%, while VONG has yielded a comparatively higher 18.39% annualized return.
EG
- 1D
- 1.26%
- 1M
- -2.01%
- YTD
- 2.48%
- 6M
- 3.18%
- 1Y
- 2.99%
- 3Y*
- 1.97%
- 5Y*
- 8.68%
- 10Y*
- 9.61%
VONG
- 1D
- -1.57%
- 1M
- -3.99%
- YTD
- 1.56%
- 6M
- 0.27%
- 1Y
- 18.03%
- 3Y*
- 21.88%
- 5Y*
- 13.07%
- 10Y*
- 18.39%
EG vs. VONG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EG Everest Group Ltd | 2.48% | -4.14% | 4.59% | 8.69% | 23.74% | 19.80% | -13.03% | 30.17% | 0.73% | 4.43% |
VONG Vanguard Russell 1000 Growth ETF | 1.56% | 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 -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2010 | 0.33 |
The correlation between EG and VONG shifts across timeframes, from -0.07 (1 year) to 0.33 (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 | -0.99 | ||
| Sortino ratioReturn per unit of downside risk | -1.26 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.20 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.18 | 1.12 | -0.93 |
| Martin ratioReturn relative to average drawdown | 0.40 | 3.64 | -3.24 |
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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 | -12.06% | -6.82% | -5.24% |
Average DrawdownAverage peak-to-trough decline | -12.14% | -4.88% | -7.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.58% | 4.97% | +2.61% |
Volatility
EG vs. VONG - Volatility Comparison
Everest Group Ltd (EG) has a higher volatility of 7.66% compared to Vanguard Russell 1000 Growth ETF (VONG) at 6.04%. 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 | 7.66% | 6.04% | +1.62% |
Volatility (6M)Calculated over the trailing 6-month period | 14.60% | 12.59% | +2.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.33% | 16.17% | +7.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.74% | 21.45% | +4.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.26% | 20.92% | +6.34% |
Dividends
EG vs. VONG - Dividend Comparison
EG's dividend yield for the trailing twelve months is around 2.33%, more than VONG's 0.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EG Everest Group Ltd | 2.33% | 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 | 0.47% | 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 -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EG has higher volatility (7.66%) compared to VONG (6.04%). In terms of maximum drawdown, EG dropped -52.97% vs VONG's -32.72%.
VONG currently has the higher Sharpe Ratio (1.12 vs 0.13), 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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