ONERX vs. VTMGX

Last updated Aug 1, 2026

ONERX (One Rock Fund) and VTMGX (Vanguard Developed Markets Index Fund Admiral Shares) are both mutual funds - ONERX is a Large Cap Growth Equities fund managed by Wrona, while VTMGX is a Foreign Large Cap Equities fund tracking the FTSE Developed All Cap ex US Index. Their 0.63 correlation means they have sometimes moved together and sometimes differently. ONERX charges 1.75%/yr vs 0.07%/yr for VTMGX.

Performance

ONERX vs. VTMGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in One Rock Fund (ONERX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

ONERX

• 1D: —
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

VTMGX

• 1D: 3.12%
• 1M: 0.75%
• 6M: 8.12%
• YTD: 14.59%
• 1Y: 30.61%
• 3Y*: 17.88%
• 5Y*: 9.89%
• 10Y*: 10.04%
• ALL TIME*: 5.84%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
VTMGX Vanguard Developed Markets Index Fund Admiral Shares	$0.00	$0.00	$0.00

ONERX vs. VTMGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
ONERX One Rock Fund	61.33%	49.37%	21.76%	72.41%	-42.06%	45.70%	104.46%
VTMGX Vanguard Developed Markets Index Fund Admiral Shares	14.59%	35.17%	3.03%	17.65%	-15.33%	11.39%	53.44%

Correlation

The correlation between ONERX and VTMGX is 0.57, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.57
Correlation (3Y) Balances recent behavior with more history.	0.58
Correlation (5Y) Shows whether the relationship held over a longer period.	0.64
Correlation (All Time) Calculated using the full available price history since Mar 13, 2020	0.63

The correlation between ONERX and VTMGX has been stable across timeframes, ranging from 0.57 to 0.64 - a consistent structural relationship.

Return for Risk

ONERX vs. VTMGX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ONERX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

VTMGX

VTMGX Risk / Return Rank: 76
VTMGX Sharpe Ratio Rank: 77
VTMGX Sortino Ratio Rank: 73
VTMGX Omega Ratio Rank: 74
VTMGX Calmar Ratio Rank: 78
VTMGX Martin Ratio Rank: 79

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ONERX vs. VTMGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for One Rock Fund (ONERX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX). 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.

	ONERX	VTMGX	Difference
Sharpe ratio: Return per unit of total volatility	—	1.75	—
Sortino ratio: Return per unit of downside risk	—	2.40	—
Omega ratio: Gain probability vs. loss probability	—	1.32	—
Calmar ratio: Return relative to maximum drawdown	—	2.51	—
Martin ratio: Return relative to average drawdown	—	9.35	—

Drawdowns

Drawdown Indicators

	ONERX	VTMGX	Difference
Max Drawdown Largest peak-to-trough decline	—	-60.58%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-11.67%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-13.18%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-29.71%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.68%	—
Current Drawdown Current decline from peak	—	-1.68%	—
Average Drawdown Average peak-to-trough decline	—	-14.58%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.13%	—

Volatility

Volatility by Period

	ONERX	VTMGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.76%	—
Volatility (6M) Calculated over the trailing 6-month period	—	14.78%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	16.81%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	16.20%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	16.41%	—

ONERX vs. VTMGX - Expense Ratio Comparison

ONERX has a 1.75% expense ratio, which is higher than VTMGX's 0.07% expense ratio.

Dividends

ONERX vs. VTMGX - Dividend Comparison

ONERX's dividend yield for the trailing twelve months is around 14.95%, more than VTMGX's 2.53% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ONERX One Rock Fund	14.95%	24.12%	0.00%	0.00%	10.57%	28.88%	18.66%	0.00%	0.00%	0.00%	0.00%	0.00%
VTMGX Vanguard Developed Markets Index Fund Admiral Shares	2.53%	3.20%	3.34%	3.14%	2.88%	3.14%	2.02%	3.03%	3.33%	2.77%	3.06%	2.91%

Frequently Asked Questions

Can I hold both ONERX and VTMGX in my portfolio?

ONERX and VTMGX have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.