TGRW vs. VONG
Compare and contrast key facts about T. Rowe Price Growth Stock ETF (TGRW) and Vanguard Russell 1000 Growth ETF (VONG).
TGRW and VONG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TGRW is an actively managed fund by T. Rowe Price Group, Inc.. It was launched on Aug 4, 2020. 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: TGRW or VONG.
Key characteristics
| TGRW | VONG | |
|---|---|---|
| YTD Return | 29.38% | 32.16% |
| 1Y Return | 38.06% | 42.49% |
| 3Y Return (Ann) | 4.20% | 10.47% |
| Sharpe Ratio | 2.41 | 2.70 |
| Sortino Ratio | 3.13 | 3.45 |
| Omega Ratio | 1.44 | 1.49 |
| Calmar Ratio | 2.14 | 3.45 |
| Martin Ratio | 11.48 | 13.62 |
| Ulcer Index | 3.53% | 3.32% |
| Daily Std Dev | 16.76% | 16.67% |
| Max Drawdown | -43.33% | -32.72% |
| Current Drawdown | -0.04% | 0.00% |
Correlation
The correlation between TGRW and VONG is 0.97, 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
TGRW vs. VONG - Performance Comparison
In the year-to-date period, TGRW achieves a 29.38% return, which is significantly lower than VONG's 32.16% 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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TGRW vs. VONG - Expense Ratio Comparison
TGRW has a 0.52% expense ratio, which is higher than VONG's 0.08% expense ratio.
Risk-Adjusted Performance
TGRW vs. VONG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Growth Stock ETF (TGRW) 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
TGRW vs. VONG - Dividend Comparison
TGRW's dividend yield for the trailing twelve months is around 0.01%, less than VONG's 0.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TGRW T. Rowe Price Growth Stock ETF | 0.01% | 0.01% | 0.00% | 0.40% | 0.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
TGRW vs. VONG - Drawdown Comparison
The maximum TGRW drawdown since its inception was -43.33%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for TGRW and VONG. For additional features, visit the drawdowns tool.
Volatility
TGRW vs. VONG - Volatility Comparison
The current volatility for T. Rowe Price Growth Stock ETF (TGRW) is 4.93%, while Vanguard Russell 1000 Growth ETF (VONG) has a volatility of 5.20%. This indicates that TGRW 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.