NVTS vs. VONG

Last updated Jun 4, 2026

NVTS (Navitas Semiconductor Corporation) is a stock, while VONG (Vanguard Russell 1000 Growth ETF) is Large Cap Growth Equities fund tracking the Russell 1000 Growth Index. Over the past 5 years, NVTS returned 25.44%/yr vs 15.38%/yr for VONG. At a 0.48 correlation, their price movements are largely independent.

Performance

NVTS vs. VONG - Performance Comparison

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

Returns By Period

In the year-to-date period, NVTS achieves a 331.93% return, which is significantly higher than VONG's 7.17% return.

NVTS

• 1D: 19.26%
• 1M: 93.72%
• YTD: 331.93%
• 6M: 254.89%
• 1Y: 419.19%
• 3Y*: 51.10%
• 5Y*: 25.44%
• 10Y*: —

VONG

• 1D: -1.32%
• 1M: 5.68%
• YTD: 7.17%
• 6M: 6.52%
• 1Y: 25.74%
• 3Y*: 24.92%
• 5Y*: 15.38%
• 10Y*: 18.61%

*Multi-year figures are annualized to reflect compound growth (CAGR)

NVTS vs. VONG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
NVTS Navitas Semiconductor Corporation	331.93%	100.00%	-55.76%	129.91%	-79.37%	56.34%
VONG Vanguard Russell 1000 Growth ETF	7.17%	18.45%	33.20%	42.67%	-29.18%	23.28%

Correlation

The correlation between NVTS and VONG is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.37
Correlation (3Y) Calculated over the trailing 3-year period	0.44
Correlation (5Y) Calculated over the trailing 5-year period	0.49
Correlation (All Time) Calculated using the full available price history since Jan 26, 2021	0.48

The correlation between NVTS and VONG shifts across timeframes, from 0.37 (1 year) to 0.49 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

NVTS vs. VONG — Risk / Return Rank

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

NVTS

NVTS Risk / Return Rank: 92
NVTS Sharpe Ratio Rank: 95
NVTS Sortino Ratio Rank: 92
NVTS Omega Ratio Rank: 87
NVTS Calmar Ratio Rank: 95
NVTS Martin Ratio Rank: 89

VONG

VONG Risk / Return Rank: 41
VONG Sharpe Ratio Rank: 48
VONG Sortino Ratio Rank: 45
VONG Omega Ratio Rank: 45
VONG Calmar Ratio Rank: 32
VONG Martin Ratio Rank: 34

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.

NVTS vs. VONG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Navitas Semiconductor Corporation (NVTS) 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.

	NVTS	VONG	Difference
Sharpe ratio Return per unit of total volatility	3.36	1.68	+1.68
Sortino ratio Return per unit of downside risk	3.57	2.29	+1.28
Omega ratio Gain probability vs. loss probability	1.40	1.29	+0.10
Calmar ratio Return relative to maximum drawdown	7.26	1.59	+5.66
Martin ratio Return relative to average drawdown	11.93	5.34	+6.60
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NVTS vs. VONG - Sharpe Ratio Comparison

The current NVTS Sharpe Ratio is 3.36, which is higher than the VONG Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of NVTS and VONG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	NVTS	VONG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.36	1.68	+1.68
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.21	0.72	-0.51
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.89	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.18	0.90	-0.72

Drawdowns

NVTS vs. VONG - Drawdown Comparison

The maximum NVTS drawdown since its inception was -92.04%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for NVTS and VONG.

Drawdown Indicators

	NVTS	VONG	Difference
Max Drawdown Largest peak-to-trough decline	-92.04%	-32.72%	-59.32%
Max Drawdown (1Y) Largest decline over 1 year	-58.25%	-16.23%	-42.02%
Max Drawdown (3Y) Largest decline over 3 years	-85.18%	-23.27%	-61.91%
Max Drawdown (5Y) Largest decline over 5 years	-92.04%	-32.72%	-59.32%
Max Drawdown (10Y) Largest decline over 10 years	—	-32.72%	—
Current Drawdown Current decline from peak	-2.99%	-1.66%	-1.33%
Average Drawdown Average peak-to-trough decline	-58.31%	-4.88%	-53.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	35.35%	4.83%	+30.52%

Volatility

NVTS vs. VONG - Volatility Comparison

Navitas Semiconductor Corporation (NVTS) has a higher volatility of 49.41% compared to Vanguard Russell 1000 Growth ETF (VONG) at 3.60%. This indicates that NVTS's price experiences larger fluctuations and is considered to be riskier than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NVTS	VONG	Difference
Volatility (1M) Calculated over the trailing 1-month period	49.41%	3.60%	+45.81%
Volatility (6M) Calculated over the trailing 6-month period	89.81%	11.61%	+78.20%
Volatility (1Y) Calculated over the trailing 1-year period	125.88%	15.37%	+110.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	121.37%	21.33%	+100.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	117.40%	20.87%	+96.53%

Dividends

NVTS vs. VONG - Dividend Comparison

NVTS has not paid dividends to shareholders, while VONG's dividend yield for the trailing twelve months is around 0.43%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NVTS Navitas Semiconductor Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VONG Vanguard Russell 1000 Growth ETF	0.43%	0.45%	0.55%	0.71%	0.98%	0.58%	0.77%	1.03%	1.18%	1.19%	1.48%	1.47%

Frequently Asked Questions

Can I hold both NVTS and VONG in my portfolio?

NVTS and VONG have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NVTS or VONG?

NVTS has higher volatility (49.41%) compared to VONG (3.60%). In terms of maximum drawdown, NVTS dropped -92.04% vs VONG's -32.72%.

Which has better risk-adjusted returns?

NVTS currently has the higher Sharpe Ratio (3.36 vs 1.68), 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.