GVUS vs. VONV
Compare and contrast key facts about Goldman Sachs MarketBeta Russell 1000 Value Equity ETF (GVUS) and Vanguard Russell 1000 Value ETF (VONV).
GVUS and VONV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GVUS is a passively managed fund by Goldman Sachs that tracks the performance of the Russell 1000 Value 40 Act Daily Capped Index - Benchmark TR Gross. It was launched on Nov 28, 2023. VONV is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 Value Index. It was launched on Sep 20, 2010. Both GVUS and VONV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
GVUS vs. VONV - Performance Comparison
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GVUS vs. VONV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
GVUS Goldman Sachs MarketBeta Russell 1000 Value Equity ETF | 2.54% | 15.90% | 14.08% | 5.51% |
VONV Vanguard Russell 1000 Value ETF | 2.63% | 15.81% | 14.28% | 5.61% |
Returns By Period
The year-to-date returns for both investments are quite close, with GVUS having a 2.54% return and VONV slightly higher at 2.63%.
GVUS
- 1D
- 0.59%
- 1M
- -4.19%
- YTD
- 2.54%
- 6M
- 6.39%
- 1Y
- 16.45%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VONV
- 1D
- 0.61%
- 1M
- -4.14%
- YTD
- 2.63%
- 6M
- 6.42%
- 1Y
- 16.49%
- 3Y*
- 14.48%
- 5Y*
- 9.28%
- 10Y*
- 10.52%
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GVUS vs. VONV - Expense Ratio Comparison
GVUS has a 0.12% expense ratio, which is higher than VONV's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
GVUS vs. VONV — Risk / Return Rank
GVUS
VONV
GVUS vs. VONV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs MarketBeta Russell 1000 Value Equity ETF (GVUS) and Vanguard Russell 1000 Value ETF (VONV). 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.
| GVUS | VONV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 1.06 | -0.01 |
Sortino ratioReturn per unit of downside risk | 1.51 | 1.51 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.23 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 1.38 | -0.02 |
Martin ratioReturn relative to average drawdown | 6.43 | 6.46 | -0.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GVUS | VONV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 1.06 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.63 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.61 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.25 | 0.67 | +0.57 |
Correlation
The correlation between GVUS and VONV is 0.99, 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.
Dividends
GVUS vs. VONV - Dividend Comparison
GVUS's dividend yield for the trailing twelve months is around 1.76%, less than VONV's 1.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GVUS Goldman Sachs MarketBeta Russell 1000 Value Equity ETF | 1.76% | 1.77% | 2.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VONV Vanguard Russell 1000 Value ETF | 1.81% | 1.82% | 1.97% | 2.10% | 2.22% | 1.67% | 2.25% | 2.30% | 2.56% | 2.18% | 2.39% | 2.38% |
Drawdowns
GVUS vs. VONV - Drawdown Comparison
The maximum GVUS drawdown since its inception was -15.82%, smaller than the maximum VONV drawdown of -38.21%. Use the drawdown chart below to compare losses from any high point for GVUS and VONV.
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Drawdown Indicators
| GVUS | VONV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.82% | -38.21% | +22.39% |
Max Drawdown (1Y)Largest decline over 1 year | -12.00% | -11.94% | -0.06% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.87% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.21% | — |
Current DrawdownCurrent decline from peak | -4.23% | -4.30% | +0.07% |
Average DrawdownAverage peak-to-trough decline | -2.11% | -3.94% | +1.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 2.55% | -0.02% |
Volatility
GVUS vs. VONV - Volatility Comparison
Goldman Sachs MarketBeta Russell 1000 Value Equity ETF (GVUS) and Vanguard Russell 1000 Value ETF (VONV) have volatilities of 4.26% and 4.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GVUS | VONV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 4.27% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 8.34% | 8.30% | +0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.80% | 15.68% | +0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.41% | 14.77% | -1.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.41% | 17.23% | -3.82% |