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IWL vs. VRNIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWL vs. VRNIX - 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 Index Fund Institutional Shares (VRNIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IWL achieves a 9.11% return, which is significantly lower than VRNIX's 11.20% return. Both investments have delivered pretty close results over the past 10 years, with IWL having a 15.94% annualized return and VRNIX not far behind at 15.19%.


IWL

1D
-0.93%
1M
1.22%
6M
7.39%
YTD
9.11%
1Y
21.24%
3Y*
21.09%
5Y*
13.40%
10Y*
15.94%

VRNIX

1D
0.34%
1M
2.03%
6M
8.92%
YTD
11.20%
1Y
21.86%
3Y*
20.61%
5Y*
12.76%
10Y*
15.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWL vs. VRNIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IWL
iShares Russell Top 200 ETF
9.11%19.09%27.12%29.77%-19.89%27.79%22.10%31.42%-3.30%22.90%
VRNIX
Vanguard Russell 1000 Index Fund Institutional Shares
11.20%16.94%24.44%26.49%-19.19%28.64%20.90%31.36%-4.84%21.58%

Correlation

The correlation between IWL and VRNIX is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.98

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

0.99

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

0.98

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2010

0.95

The correlation between IWL and VRNIX has been stable across timeframes, ranging from 0.95 to 0.99 - a consistent structural relationship.

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Return for Risk

IWL vs. VRNIX — Risk / Return Rank

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

IWL
IWL Risk / Return Rank: 6161
Overall Rank
IWL Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
IWL Sortino Ratio Rank: 6161
Sortino Ratio Rank
IWL Omega Ratio Rank: 6262
Omega Ratio Rank
IWL Calmar Ratio Rank: 5454
Calmar Ratio Rank
IWL Martin Ratio Rank: 6363
Martin Ratio Rank

VRNIX
VRNIX Risk / Return Rank: 6161
Overall Rank
VRNIX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
VRNIX Sortino Ratio Rank: 5555
Sortino Ratio Rank
VRNIX Omega Ratio Rank: 5656
Omega Ratio Rank
VRNIX Calmar Ratio Rank: 6262
Calmar Ratio Rank
VRNIX Martin Ratio Rank: 7373
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.

IWL vs. VRNIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell Top 200 ETF (IWL) and Vanguard Russell 1000 Index Fund Institutional Shares (VRNIX). 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.


IWLVRNIXDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.30

1.31

-0.01

Calmar ratioReturn relative to maximum drawdown

2.17

2.43

-0.26

Martin ratioReturn relative to average drawdown

9.00

10.64

-1.64

IWL vs. VRNIX - Sharpe Ratio Comparison

The current IWL Sharpe Ratio is 1.65, which is comparable to the VRNIX Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of IWL and VRNIX, 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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Drawdowns

IWL vs. VRNIX - Drawdown Comparison

The maximum IWL drawdown since its inception was -32.71%, smaller than the maximum VRNIX drawdown of -34.57%. Use the drawdown chart below to compare losses from any high point for IWL and VRNIX.


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Drawdown Indicators


IWLVRNIXDifference

Max Drawdown

Largest peak-to-trough decline

-32.71%

-34.57%

+1.86%

Max Drawdown (1Y)

Largest decline over 1 year

-9.83%

-8.85%

-0.98%

Max Drawdown (3Y)

Largest decline over 3 years

-19.15%

-19.40%

+0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-25.65%

-25.14%

-0.51%

Max Drawdown (10Y)

Largest decline over 10 years

-32.71%

-34.57%

+1.86%

Current Drawdown

Current decline from peak

-1.65%

-0.16%

-1.49%

Average Drawdown

Average peak-to-trough decline

-3.88%

-3.89%

+0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

2.02%

+0.35%

Volatility

IWL vs. VRNIX - Volatility Comparison

iShares Russell Top 200 ETF (IWL) and Vanguard Russell 1000 Index Fund Institutional Shares (VRNIX) have volatilities of 4.25% and 4.25%, 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


IWLVRNIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.25%

4.25%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

10.29%

9.98%

+0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

12.96%

12.61%

+0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.30%

17.34%

-0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.10%

18.25%

-0.15%

IWL vs. VRNIX - Expense Ratio Comparison

IWL has a 0.15% expense ratio, which is higher than VRNIX's 0.07% 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%.


Dividends

IWL vs. VRNIX - Dividend Comparison

IWL's dividend yield for the trailing twelve months is around 0.85%, less than VRNIX's 1.02% yield.


PositionTTM20252024202320222021202020192018201720162015
IWL
iShares Russell Top 200 ETF
0.85%0.90%1.04%1.30%1.54%1.12%1.30%1.96%1.93%1.69%1.96%2.14%
VRNIX
Vanguard Russell 1000 Index Fund Institutional Shares
1.02%0.82%1.21%1.41%1.59%2.86%1.46%1.65%2.00%1.73%1.93%1.92%

Frequently Asked Questions


With a correlation of 0.98, IWL and VRNIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VRNIX has higher volatility (4.25%) compared to IWL (4.25%). In terms of maximum drawdown, IWL dropped -32.71% vs VRNIX's -34.57%.

VRNIX currently has the higher Sharpe Ratio (1.70 vs 1.65), 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

Find the right allocation for IWL and VRNIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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