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IWL vs. VONG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IWL and VONG is 0.94, 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.


Performance

IWL vs. VONG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell Top 200 ETF (IWL) and Vanguard Russell 1000 Growth ETF (VONG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

IWL:

0.61

VONG:

0.58

Sortino Ratio

IWL:

1.01

VONG:

1.02

Omega Ratio

IWL:

1.15

VONG:

1.14

Calmar Ratio

IWL:

0.67

VONG:

0.66

Martin Ratio

IWL:

2.47

VONG:

2.20

Ulcer Index

IWL:

5.16%

VONG:

7.03%

Daily Std Dev

IWL:

20.13%

VONG:

25.16%

Max Drawdown

IWL:

-32.71%

VONG:

-32.72%

Current Drawdown

IWL:

-4.91%

VONG:

-5.84%

Returns By Period

In the year-to-date period, IWL achieves a -0.30% return, which is significantly higher than VONG's -1.85% return. Over the past 10 years, IWL has underperformed VONG with an annualized return of 13.35%, while VONG has yielded a comparatively higher 15.67% annualized return.


IWL

YTD

-0.30%

1M

14.03%

6M

-0.11%

1Y

12.23%

3Y*

17.57%

5Y*

16.77%

10Y*

13.35%

VONG

YTD

-1.85%

1M

18.37%

6M

0.36%

1Y

14.56%

3Y*

21.75%

5Y*

17.77%

10Y*

15.67%

*Annualized

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iShares Russell Top 200 ETF

Vanguard Russell 1000 Growth ETF

IWL vs. VONG - Expense Ratio Comparison

IWL has a 0.15% expense ratio, which is higher than VONG'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%.


Risk-Adjusted Performance

IWL vs. VONG — Risk-Adjusted Performance Rank

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

IWL
The Risk-Adjusted Performance Rank of IWL is 6363
Overall Rank
The Sharpe Ratio Rank of IWL is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of IWL is 6161
Sortino Ratio Rank
The Omega Ratio Rank of IWL is 6565
Omega Ratio Rank
The Calmar Ratio Rank of IWL is 6666
Calmar Ratio Rank
The Martin Ratio Rank of IWL is 6464
Martin Ratio Rank

VONG
The Risk-Adjusted Performance Rank of VONG is 6060
Overall Rank
The Sharpe Ratio Rank of VONG is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of VONG is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VONG is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VONG is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VONG is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IWL vs. VONG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell Top 200 ETF (IWL) 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.


The current IWL Sharpe Ratio is 0.61, which is comparable to the VONG Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of IWL and VONG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

IWL vs. VONG - Dividend Comparison

IWL's dividend yield for the trailing twelve months is around 1.06%, more than VONG's 0.55% yield.


TTM20242023202220212020201920182017201620152014
IWL
iShares Russell Top 200 ETF
1.06%1.04%1.30%1.53%1.12%1.30%1.96%1.93%1.69%1.96%2.14%1.68%
VONG
Vanguard Russell 1000 Growth ETF
0.55%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%

Drawdowns

IWL vs. VONG - Drawdown Comparison

The maximum IWL drawdown since its inception was -32.71%, roughly equal to the maximum VONG drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for IWL and VONG. For additional features, visit the drawdowns tool.


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Volatility

IWL vs. VONG - Volatility Comparison

The current volatility for iShares Russell Top 200 ETF (IWL) is 4.88%, while Vanguard Russell 1000 Growth ETF (VONG) has a volatility of 6.08%. This indicates that IWL experiences smaller price fluctuations and is considered to be less risky than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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