ONLN vs. VONG
Compare and contrast key facts about ProShares Online Retail ETF (ONLN) and Vanguard Russell 1000 Growth ETF (VONG).
ONLN and VONG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ONLN is a passively managed fund by ProShares that tracks the performance of the ProShares Online Retail Index. It was launched on Jul 13, 2018. 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 ONLN 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: ONLN or VONG.
Key characteristics
| ONLN | VONG | |
|---|---|---|
| YTD Return | 5.18% | 7.02% |
| 1Y Return | 32.84% | 36.47% |
| 3Y Return (Ann) | -22.28% | 8.35% |
| 5Y Return (Ann) | -0.51% | 16.45% |
| Sharpe Ratio | 1.29 | 2.23 |
| Daily Std Dev | 25.62% | 15.14% |
| Max Drawdown | -71.77% | -32.72% |
| Current Drawdown | -58.99% | -4.44% |
Correlation
The correlation between ONLN and VONG is 0.77, 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.
Performance
ONLN vs. VONG - Performance Comparison
In the year-to-date period, ONLN achieves a 5.18% return, which is significantly lower than VONG's 7.02% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ONLN vs. VONG - Expense Ratio Comparison
ONLN has a 0.58% expense ratio, which is higher than VONG's 0.08% expense ratio.
Risk-Adjusted Performance
ONLN vs. VONG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Online Retail ETF (ONLN) 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
ONLN vs. VONG - Dividend Comparison
ONLN's dividend yield for the trailing twelve months is around 0.12%, less than VONG's 0.69% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ONLN ProShares Online Retail ETF | 0.12% | 0.00% | 0.00% | 0.00% | 1.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VONG Vanguard Russell 1000 Growth ETF | 0.69% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% | 1.28% |
Drawdowns
ONLN vs. VONG - Drawdown Comparison
The maximum ONLN drawdown since its inception was -71.77%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for ONLN and VONG. For additional features, visit the drawdowns tool.
Volatility
ONLN vs. VONG - Volatility Comparison
ProShares Online Retail ETF (ONLN) has a higher volatility of 5.58% compared to Vanguard Russell 1000 Growth ETF (VONG) at 4.58%. This indicates that ONLN'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.