IWX vs. VONG
Compare and contrast key facts about iShares Russell Top 200 Value ETF (IWX) and Vanguard Russell 1000 Growth ETF (VONG).
IWX and VONG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IWX is a passively managed fund by iShares that tracks the performance of the Russell Top 200 Value Index. It was launched on Sep 22, 2009. VONG is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 Growth Index. It was launched on Sep 20, 2010. Both IWX and VONG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IWX or VONG.
Performance
IWX vs. VONG - Performance Comparison
Returns By Period
In the year-to-date period, IWX achieves a 20.82% return, which is significantly lower than VONG's 30.48% return. Over the past 10 years, IWX has underperformed VONG with an annualized return of 9.01%, while VONG has yielded a comparatively higher 16.39% annualized return.
IWX
20.82%
1.68%
12.35%
27.34%
10.27%
9.01%
VONG
30.48%
2.37%
15.08%
36.13%
19.50%
16.39%
Key characteristics
| IWX | VONG | |
|---|---|---|
| Sharpe Ratio | 2.78 | 2.19 |
| Sortino Ratio | 3.99 | 2.85 |
| Omega Ratio | 1.51 | 1.40 |
| Calmar Ratio | 5.65 | 2.79 |
| Martin Ratio | 17.49 | 10.99 |
| Ulcer Index | 1.59% | 3.33% |
| Daily Std Dev | 9.99% | 16.70% |
| Max Drawdown | -35.76% | -32.72% |
| Current Drawdown | -0.21% | -1.28% |
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IWX vs. VONG - Expense Ratio Comparison
IWX has a 0.20% 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%.
Correlation
The correlation between IWX and VONG is 0.74, 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.
Risk-Adjusted Performance
IWX vs. VONG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Top 200 Value ETF (IWX) 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.
Dividends
IWX vs. VONG - Dividend Comparison
IWX's dividend yield for the trailing twelve months is around 1.78%, more than VONG's 0.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWX iShares Russell Top 200 Value ETF | 1.78% | 2.13% | 2.07% | 1.79% | 2.12% | 2.60% | 2.66% | 2.12% | 2.23% | 2.77% | 2.19% | 1.89% |
VONG Vanguard Russell 1000 Growth ETF | 0.59% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% | 1.28% |
Drawdowns
IWX vs. VONG - Drawdown Comparison
The maximum IWX drawdown since its inception was -35.76%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for IWX and VONG. For additional features, visit the drawdowns tool.
Volatility
IWX vs. VONG - Volatility Comparison
The current volatility for iShares Russell Top 200 Value ETF (IWX) is 3.80%, while Vanguard Russell 1000 Growth ETF (VONG) has a volatility of 5.42%. This indicates that IWX 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.