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FRPT vs. VONG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FRPT vs. VONG - Performance Comparison

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

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Returns By Period

In the year-to-date period, FRPT achieves a -17.94% return, which is significantly lower than VONG's 7.17% return. Both investments have delivered pretty close results over the past 10 years, with FRPT having a 18.10% annualized return and VONG not far ahead at 18.61%.


FRPT

1D
0.28%
1M
-21.33%
YTD
-17.94%
6M
-19.59%
1Y
-38.51%
3Y*
-6.75%
5Y*
-21.85%
10Y*
18.10%

VONG

1D
-1.32%
1M
5.68%
YTD
7.17%
6M
6.52%
1Y
25.74%
3Y*
24.92%
5Y*
15.38%
10Y*
18.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FRPT vs. VONG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FRPT
Freshpet, Inc.
-17.94%-58.86%70.71%64.41%-44.61%-32.90%140.29%83.74%69.71%86.70%
VONG
Vanguard Russell 1000 Growth ETF
7.17%18.45%33.20%42.67%-29.18%27.60%38.30%36.06%-1.53%30.05%

Correlation

The correlation between FRPT and VONG is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.16

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (10Y)
Calculated over the trailing 10-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2014

0.37

Over the past year, the correlation between FRPT and VONG has dropped to 0.16 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.

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Return for Risk

FRPT vs. VONG — Risk / Return Rank

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

FRPT
FRPT Risk / Return Rank: 99
Overall Rank
FRPT Sharpe Ratio Rank: 99
Sharpe Ratio Rank
FRPT Sortino Ratio Rank: 1111
Sortino Ratio Rank
FRPT Omega Ratio Rank: 1212
Omega Ratio Rank
FRPT Calmar Ratio Rank: 77
Calmar Ratio Rank
FRPT Martin Ratio Rank: 66
Martin Ratio Rank

VONG
VONG Risk / Return Rank: 4141
Overall Rank
VONG Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
VONG Sortino Ratio Rank: 4545
Sortino Ratio Rank
VONG Omega Ratio Rank: 4545
Omega Ratio Rank
VONG Calmar Ratio Rank: 3232
Calmar Ratio Rank
VONG Martin Ratio Rank: 3434
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FRPT vs. VONG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Freshpet, Inc. (FRPT) 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.


FRPTVONGDifference
Sharpe ratioReturn per unit of total volatility

-2.46

Sortino ratioReturn per unit of downside risk

-3.30

Omega ratioGain probability vs. loss probability

0.88

1.29

-0.41

Calmar ratioReturn relative to maximum drawdown

-0.87

1.59

-2.46

Martin ratioReturn relative to average drawdown

-1.47

5.34

-6.80

FRPT vs. VONG - Sharpe Ratio Comparison

The current FRPT Sharpe Ratio is -0.78, which is lower than the VONG Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of FRPT and VONG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FRPTVONGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.78

1.68

-2.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.44

0.72

-1.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.89

-0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.90

-0.73

Drawdowns

FRPT vs. VONG - Drawdown Comparison

The maximum FRPT drawdown since its inception was -79.01%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for FRPT and VONG.


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Drawdown Indicators


FRPTVONGDifference

Max Drawdown

Largest peak-to-trough decline

-79.01%

-32.72%

-46.29%

Max Drawdown (1Y)

Largest decline over 1 year

-44.57%

-16.23%

-28.34%

Max Drawdown (3Y)

Largest decline over 3 years

-70.85%

-23.27%

-47.58%

Max Drawdown (5Y)

Largest decline over 5 years

-77.90%

-32.72%

-45.18%

Max Drawdown (10Y)

Largest decline over 10 years

-79.01%

-32.72%

-46.29%

Current Drawdown

Current decline from peak

-72.95%

-1.66%

-71.29%

Average Drawdown

Average peak-to-trough decline

-37.24%

-4.88%

-32.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.31%

4.83%

+21.48%

Volatility

FRPT vs. VONG - Volatility Comparison

Freshpet, Inc. (FRPT) has a higher volatility of 17.32% compared to Vanguard Russell 1000 Growth ETF (VONG) at 3.60%. This indicates that FRPT'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


FRPTVONGDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.32%

3.60%

+13.72%

Volatility (6M)

Calculated over the trailing 6-month period

33.80%

11.61%

+22.19%

Volatility (1Y)

Calculated over the trailing 1-year period

49.73%

15.37%

+34.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.98%

21.33%

+28.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.84%

20.87%

+27.97%

Dividends

FRPT vs. VONG - Dividend Comparison

FRPT has not paid dividends to shareholders, while VONG's dividend yield for the trailing twelve months is around 0.43%.


PositionTTM20252024202320222021202020192018201720162015
FRPT
Freshpet, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VONG
Vanguard Russell 1000 Growth ETF
0.43%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


FRPT and VONG have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FRPT has higher volatility (17.32%) compared to VONG (3.60%). In terms of maximum drawdown, FRPT dropped -79.01% vs VONG's -32.72%.

VONG currently has the higher Sharpe Ratio (1.68 vs -0.78), 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.

Portfolio Optimizer

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