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RJF vs. VONG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RJF and VONG is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

RJF vs. VONG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Raymond James Financial, Inc. (RJF) and Vanguard Russell 1000 Growth ETF (VONG). The values are adjusted to include any dividend payments, if applicable.

600.00%700.00%800.00%900.00%1,000.00%1,100.00%1,200.00%NovemberDecember2025FebruaryMarchApril
923.89%
730.72%
RJF
VONG

Key characteristics

Sharpe Ratio

RJF:

0.37

VONG:

0.53

Sortino Ratio

RJF:

0.73

VONG:

0.90

Omega Ratio

RJF:

1.10

VONG:

1.13

Calmar Ratio

RJF:

0.39

VONG:

0.57

Martin Ratio

RJF:

1.12

VONG:

2.02

Ulcer Index

RJF:

9.76%

VONG:

6.56%

Daily Std Dev

RJF:

29.78%

VONG:

24.85%

Max Drawdown

RJF:

-69.68%

VONG:

-32.72%

Current Drawdown

RJF:

-20.21%

VONG:

-13.98%

Returns By Period

In the year-to-date period, RJF achieves a -11.03% return, which is significantly lower than VONG's -10.33% return. Both investments have delivered pretty close results over the past 10 years, with RJF having a 15.46% annualized return and VONG not far behind at 14.76%.


RJF

YTD

-11.03%

1M

-5.46%

6M

-6.24%

1Y

9.16%

5Y*

29.36%

10Y*

15.46%

VONG

YTD

-10.33%

1M

-5.46%

6M

-5.47%

1Y

11.61%

5Y*

17.33%

10Y*

14.76%

*Annualized

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Risk-Adjusted Performance

RJF vs. VONG — Risk-Adjusted Performance Rank

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

RJF
The Risk-Adjusted Performance Rank of RJF is 6464
Overall Rank
The Sharpe Ratio Rank of RJF is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of RJF is 6060
Sortino Ratio Rank
The Omega Ratio Rank of RJF is 5959
Omega Ratio Rank
The Calmar Ratio Rank of RJF is 7070
Calmar Ratio Rank
The Martin Ratio Rank of RJF is 6666
Martin Ratio Rank

VONG
The Risk-Adjusted Performance Rank of VONG is 6464
Overall Rank
The Sharpe Ratio Rank of VONG is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VONG is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VONG is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VONG is 6969
Calmar Ratio Rank
The Martin Ratio Rank of VONG is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RJF vs. VONG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Raymond James Financial, Inc. (RJF) 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.


The chart of Sharpe ratio for RJF, currently valued at 0.37, compared to the broader market-2.00-1.000.001.002.003.00
RJF: 0.37
VONG: 0.53
The chart of Sortino ratio for RJF, currently valued at 0.73, compared to the broader market-6.00-4.00-2.000.002.004.00
RJF: 0.73
VONG: 0.90
The chart of Omega ratio for RJF, currently valued at 1.10, compared to the broader market0.501.001.502.00
RJF: 1.10
VONG: 1.13
The chart of Calmar ratio for RJF, currently valued at 0.39, compared to the broader market0.001.002.003.004.005.00
RJF: 0.39
VONG: 0.57
The chart of Martin ratio for RJF, currently valued at 1.12, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
RJF: 1.12
VONG: 2.02

The current RJF Sharpe Ratio is 0.37, which is lower than the VONG Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of RJF and VONG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.37
0.53
RJF
VONG

Dividends

RJF vs. VONG - Dividend Comparison

RJF's dividend yield for the trailing twelve months is around 1.38%, more than VONG's 0.60% yield.


TTM20242023202220212020201920182017201620152014
RJF
Raymond James Financial, Inc.
1.38%0.87%1.53%1.67%1.04%1.16%1.93%1.48%0.74%1.18%1.28%1.15%
VONG
Vanguard Russell 1000 Growth ETF
0.60%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%

Drawdowns

RJF vs. VONG - Drawdown Comparison

The maximum RJF drawdown since its inception was -69.68%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for RJF and VONG. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-20.21%
-13.98%
RJF
VONG

Volatility

RJF vs. VONG - Volatility Comparison

The current volatility for Raymond James Financial, Inc. (RJF) is 15.64%, while Vanguard Russell 1000 Growth ETF (VONG) has a volatility of 16.67%. This indicates that RJF 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.64%
16.67%
RJF
VONG