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

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.


-0.50.00.51.0
Correlation: 1.0

Performance

TGRW vs. VONG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Growth Stock ETF (TGRW) and Vanguard Russell 1000 Growth ETF (VONG). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%NovemberDecember2025FebruaryMarchApril
34.70%
67.71%
TGRW
VONG

Key characteristics

Sharpe Ratio

TGRW:

0.02

VONG:

0.21

Sortino Ratio

TGRW:

0.21

VONG:

0.46

Omega Ratio

TGRW:

1.03

VONG:

1.06

Calmar Ratio

TGRW:

0.02

VONG:

0.22

Martin Ratio

TGRW:

0.09

VONG:

0.82

Ulcer Index

TGRW:

6.32%

VONG:

6.18%

Daily Std Dev

TGRW:

24.61%

VONG:

24.40%

Max Drawdown

TGRW:

-43.33%

VONG:

-32.72%

Current Drawdown

TGRW:

-18.66%

VONG:

-18.25%

Returns By Period

The year-to-date returns for both investments are quite close, with TGRW having a -15.03% return and VONG slightly higher at -14.79%.


TGRW

YTD

-15.03%

1M

-8.03%

6M

-11.82%

1Y

2.09%

5Y*

N/A

10Y*

N/A

VONG

YTD

-14.79%

1M

-7.45%

6M

-10.55%

1Y

6.49%

5Y*

16.00%

10Y*

14.25%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TGRW vs. VONG - Expense Ratio Comparison

TGRW has a 0.52% expense ratio, which is higher than VONG's 0.08% expense ratio.


TGRW
T. Rowe Price Growth Stock ETF
Expense ratio chart for TGRW: current value is 0.52%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TGRW: 0.52%
Expense ratio chart for VONG: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VONG: 0.08%

Risk-Adjusted Performance

TGRW vs. VONG — Risk-Adjusted Performance Rank

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

TGRW
The Risk-Adjusted Performance Rank of TGRW is 3232
Overall Rank
The Sharpe Ratio Rank of TGRW is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of TGRW is 3434
Sortino Ratio Rank
The Omega Ratio Rank of TGRW is 3434
Omega Ratio Rank
The Calmar Ratio Rank of TGRW is 3232
Calmar Ratio Rank
The Martin Ratio Rank of TGRW is 3232
Martin Ratio Rank

VONG
The Risk-Adjusted Performance Rank of VONG is 4848
Overall Rank
The Sharpe Ratio Rank of VONG is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of VONG is 4848
Sortino Ratio Rank
The Omega Ratio Rank of VONG is 4949
Omega Ratio Rank
The Calmar Ratio Rank of VONG is 4949
Calmar Ratio Rank
The Martin Ratio Rank of VONG is 4747
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.

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.


Sharpe ratio
The chart of Sharpe ratio for TGRW, currently valued at 0.02, compared to the broader market-1.000.001.002.003.004.00
TGRW: 0.02
VONG: 0.21
The chart of Sortino ratio for TGRW, currently valued at 0.21, compared to the broader market-2.000.002.004.006.008.0010.00
TGRW: 0.21
VONG: 0.46
The chart of Omega ratio for TGRW, currently valued at 1.03, compared to the broader market0.501.001.502.002.50
TGRW: 1.03
VONG: 1.06
The chart of Calmar ratio for TGRW, currently valued at 0.02, compared to the broader market0.002.004.006.008.0010.0012.00
TGRW: 0.02
VONG: 0.22
The chart of Martin ratio for TGRW, currently valued at 0.09, compared to the broader market0.0020.0040.0060.00
TGRW: 0.09
VONG: 0.82

The current TGRW Sharpe Ratio is 0.02, which is lower than the VONG Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of TGRW 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
0.02
0.21
TGRW
VONG

Dividends

TGRW vs. VONG - Dividend Comparison

TGRW has not paid dividends to shareholders, while VONG's dividend yield for the trailing twelve months is around 0.63%.


TTM20242023202220212020201920182017201620152014
TGRW
T. Rowe Price Growth Stock ETF
0.00%0.00%0.01%0.00%0.40%0.21%0.00%0.00%0.00%0.00%0.00%0.00%
VONG
Vanguard Russell 1000 Growth ETF
0.63%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-18.66%
-18.25%
TGRW
VONG

Volatility

TGRW vs. VONG - Volatility Comparison

T. Rowe Price Growth Stock ETF (TGRW) and Vanguard Russell 1000 Growth ETF (VONG) have volatilities of 15.97% and 15.91%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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
15.97%
15.91%
TGRW
VONG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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