JOET vs. VONG
Compare and contrast key facts about Virtus Terranova U.S. Quality Momentum ETF (JOET) and Vanguard Russell 1000 Growth ETF (VONG).
JOET and VONG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JOET is a passively managed fund by Virtus Investment Partners that tracks the performance of the Terranova U.S. Quality Momentum Index. It was launched on Nov 17, 2020. 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 JOET 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.
Performance
JOET vs. VONG - Performance Comparison
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JOET vs. VONG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JOET Virtus Terranova U.S. Quality Momentum ETF | -4.69% | 11.89% | 24.01% | 16.34% | -18.04% | 26.79% | 6.00% |
VONG Vanguard Russell 1000 Growth ETF | -9.79% | 18.45% | 33.20% | 42.67% | -29.18% | 27.60% | 7.19% |
Returns By Period
In the year-to-date period, JOET achieves a -4.69% return, which is significantly higher than VONG's -9.79% return.
JOET
- 1D
- 2.77%
- 1M
- -6.32%
- YTD
- -4.69%
- 6M
- -6.33%
- 1Y
- 10.17%
- 3Y*
- 14.33%
- 5Y*
- 9.16%
- 10Y*
- —
VONG
- 1D
- 3.76%
- 1M
- -5.21%
- YTD
- -9.79%
- 6M
- -8.75%
- 1Y
- 18.79%
- 3Y*
- 21.10%
- 5Y*
- 12.35%
- 10Y*
- 16.65%
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JOET vs. VONG - Expense Ratio Comparison
JOET has a 0.29% expense ratio, which is higher than VONG's 0.06% expense ratio.
Return for Risk
JOET vs. VONG — Risk / Return Rank
JOET
VONG
JOET vs. VONG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Terranova U.S. Quality Momentum ETF (JOET) 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.
| JOET | VONG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.54 | 0.84 | -0.30 |
Sortino ratioReturn per unit of downside risk | 0.89 | 1.36 | -0.47 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.19 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.91 | 1.16 | -0.26 |
Martin ratioReturn relative to average drawdown | 3.54 | 4.00 | -0.46 |
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
| JOET | VONG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 0.84 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.58 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.80 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.84 | -0.25 |
Correlation
The correlation between JOET and VONG is 0.85, 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
JOET vs. VONG - Dividend Comparison
JOET's dividend yield for the trailing twelve months is around 0.69%, more than VONG's 0.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JOET Virtus Terranova U.S. Quality Momentum ETF | 0.69% | 0.65% | 0.71% | 1.32% | 1.25% | 0.42% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VONG Vanguard Russell 1000 Growth ETF | 0.51% | 0.45% | 0.55% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% |
Drawdowns
JOET vs. VONG - Drawdown Comparison
The maximum JOET drawdown since its inception was -26.58%, smaller than the maximum VONG drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for JOET and VONG.
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Drawdown Indicators
| JOET | VONG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.58% | -32.72% | +6.14% |
Max Drawdown (1Y)Largest decline over 1 year | -11.87% | -16.23% | +4.36% |
Max Drawdown (5Y)Largest decline over 5 years | -26.58% | -32.72% | +6.14% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.72% | — |
Current DrawdownCurrent decline from peak | -7.93% | -13.09% | +5.16% |
Average DrawdownAverage peak-to-trough decline | -7.36% | -4.90% | -2.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 4.72% | -1.68% |
Volatility
JOET vs. VONG - Volatility Comparison
The current volatility for Virtus Terranova U.S. Quality Momentum ETF (JOET) is 5.59%, while Vanguard Russell 1000 Growth ETF (VONG) has a volatility of 6.72%. This indicates that JOET 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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Volatility by Period
| JOET | VONG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.59% | 6.72% | -1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 10.37% | 12.34% | -1.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.86% | 22.40% | -3.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.69% | 21.35% | -3.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.63% | 20.82% | -3.19% |