TNL vs. VONG
Compare and contrast key facts about Travel + Leisure Co. (TNL) 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.
Performance
TNL vs. VONG - Performance Comparison
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TNL vs. VONG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TNL Travel + Leisure Co. | 2.16% | 45.46% | 34.76% | 12.51% | -31.67% | 25.95% | -8.59% | 50.09% | -67.96% | 55.45% |
VONG Vanguard Russell 1000 Growth ETF | -8.97% | 18.45% | 33.20% | 42.67% | -29.18% | 27.60% | 38.30% | 36.06% | -1.53% | 30.05% |
Returns By Period
In the year-to-date period, TNL achieves a 2.16% return, which is significantly higher than VONG's -8.97% return. Over the past 10 years, TNL has underperformed VONG with an annualized return of 3.20%, while VONG has yielded a comparatively higher 16.75% annualized return.
TNL
- 1D
- 3.25%
- 1M
- -1.43%
- YTD
- 2.16%
- 6M
- 20.93%
- 1Y
- 59.65%
- 3Y*
- 27.38%
- 5Y*
- 6.73%
- 10Y*
- 3.20%
VONG
- 1D
- 0.91%
- 1M
- -4.62%
- YTD
- -8.97%
- 6M
- -8.47%
- 1Y
- 18.72%
- 3Y*
- 21.47%
- 5Y*
- 12.55%
- 10Y*
- 16.75%
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Return for Risk
TNL vs. VONG — Risk / Return Rank
TNL
VONG
TNL vs. VONG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Travel + Leisure Co. (TNL) 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.
| TNL | VONG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.58 | 0.84 | +0.74 |
Sortino ratioReturn per unit of downside risk | 2.40 | 1.36 | +1.05 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.19 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 3.11 | 1.22 | +1.88 |
Martin ratioReturn relative to average drawdown | 10.12 | 4.16 | +5.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TNL | VONG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.58 | 0.84 | +0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.59 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.07 | 0.81 | -0.74 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.84 | -0.70 |
Correlation
The correlation between TNL and VONG is 0.54, 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.
Dividends
TNL vs. VONG - Dividend Comparison
TNL's dividend yield for the trailing twelve months is around 3.19%, more than VONG's 0.50% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TNL Travel + Leisure Co. | 3.19% | 3.18% | 3.96% | 4.60% | 4.40% | 2.26% | 3.57% | 3.48% | 5.27% | 2.00% | 2.62% | 2.31% |
VONG Vanguard Russell 1000 Growth ETF | 0.50% | 0.45% | 0.55% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% |
Drawdowns
TNL vs. VONG - Drawdown Comparison
The maximum TNL drawdown since its inception was -92.23%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for TNL and VONG.
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Drawdown Indicators
| TNL | VONG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.23% | -32.72% | -59.51% |
Max Drawdown (1Y)Largest decline over 1 year | -19.33% | -16.23% | -3.10% |
Max Drawdown (5Y)Largest decline over 5 years | -46.26% | -32.72% | -13.54% |
Max Drawdown (10Y)Largest decline over 10 years | -85.50% | -32.72% | -52.78% |
Current DrawdownCurrent decline from peak | -22.46% | -12.29% | -10.17% |
Average DrawdownAverage peak-to-trough decline | -34.12% | -4.90% | -29.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.94% | 4.78% | +1.16% |
Volatility
TNL vs. VONG - Volatility Comparison
Travel + Leisure Co. (TNL) has a higher volatility of 9.72% compared to Vanguard Russell 1000 Growth ETF (VONG) at 6.81%. This indicates that TNL'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.
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Volatility by Period
| TNL | VONG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.72% | 6.81% | +2.91% |
Volatility (6M)Calculated over the trailing 6-month period | 25.23% | 12.37% | +12.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.97% | 22.42% | +15.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.48% | 21.35% | +15.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.21% | 20.82% | +24.39% |