RJF vs. VONG
Compare and contrast key facts about Raymond James Financial, Inc. (RJF) and Vanguard Russell 1000 Growth ETF (VONG).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RJF or VONG.
Key characteristics
| RJF | VONG | |
|---|---|---|
| YTD Return | 47.12% | 32.15% |
| 1Y Return | 63.78% | 42.61% |
| 3Y Return (Ann) | 19.39% | 10.46% |
| 5Y Return (Ann) | 24.34% | 20.00% |
| 10Y Return (Ann) | 17.49% | 16.73% |
| Sharpe Ratio | 2.61 | 2.55 |
| Sortino Ratio | 3.55 | 3.28 |
| Omega Ratio | 1.48 | 1.47 |
| Calmar Ratio | 3.58 | 3.24 |
| Martin Ratio | 10.52 | 12.80 |
| Ulcer Index | 6.07% | 3.32% |
| Daily Std Dev | 24.44% | 16.64% |
| Max Drawdown | -69.68% | -32.72% |
| Current Drawdown | -0.27% | -0.01% |
Correlation
The correlation between RJF and VONG is 0.57, 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.
Performance
RJF vs. VONG - Performance Comparison
In the year-to-date period, RJF achieves a 47.12% return, which is significantly higher than VONG's 32.15% return. Both investments have delivered pretty close results over the past 10 years, with RJF having a 17.49% annualized return and VONG not far behind at 16.73%. 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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Risk-Adjusted Performance
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.
Dividends
RJF vs. VONG - Dividend Comparison
RJF's dividend yield for the trailing twelve months is around 1.11%, more than VONG's 0.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RJF Raymond James Financial, Inc. | 1.11% | 1.53% | 1.67% | 1.04% | 1.16% | 1.93% | 1.48% | 0.74% | 1.18% | 1.28% | 1.15% | 1.11% |
VONG Vanguard Russell 1000 Growth ETF | 0.58% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% | 1.28% |
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.
Volatility
RJF vs. VONG - Volatility Comparison
Raymond James Financial, Inc. (RJF) has a higher volatility of 13.00% compared to Vanguard Russell 1000 Growth ETF (VONG) at 5.15%. This indicates that RJF'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.