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VIOV vs. VONV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VIOVVONV
YTD Return-0.34%8.49%
1Y Return14.70%23.50%
3Y Return (Ann)1.95%7.68%
5Y Return (Ann)8.68%10.19%
10Y Return (Ann)8.04%8.97%
Sharpe Ratio0.712.09
Daily Std Dev21.07%11.28%
Max Drawdown-47.36%-38.21%
Current Drawdown-3.42%0.00%

Correlation

0.82
-1.001.00

The correlation between VIOV and VONV is 0.82, 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

VIOV vs. VONV - Performance Comparison

In the year-to-date period, VIOV achieves a -0.34% return, which is significantly lower than VONV's 8.49% return. Over the past 10 years, VIOV has underperformed VONV with an annualized return of 8.04%, while VONV has yielded a comparatively higher 8.97% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


220.00%240.00%260.00%280.00%300.00%320.00%OctoberNovemberDecember2024FebruaryMarch
311.00%
312.37%
VIOV
VONV

Compare stocks, funds, or ETFs


Vanguard S&P Small-Cap 600 Value ETF

Vanguard Russell 1000 Value ETF

VIOV vs. VONV - Expense Ratio Comparison

VIOV has a 0.15% expense ratio, which is higher than VONV's 0.08% expense ratio.

VIOV
Vanguard S&P Small-Cap 600 Value ETF
0.50%1.00%1.50%2.00%0.15%
0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

VIOV vs. VONV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P Small-Cap 600 Value ETF (VIOV) and Vanguard Russell 1000 Value ETF (VONV). 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VIOV
Vanguard S&P Small-Cap 600 Value ETF
0.71
VONV
Vanguard Russell 1000 Value ETF
2.09

VIOV vs. VONV - Sharpe Ratio Comparison

The current VIOV Sharpe Ratio is 0.71, which is lower than the VONV Sharpe Ratio of 2.09. The chart below compares the 12-month rolling Sharpe Ratio of VIOV and VONV.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00OctoberNovemberDecember2024FebruaryMarch
0.71
2.09
VIOV
VONV

Dividends

VIOV vs. VONV - Dividend Comparison

VIOV's dividend yield for the trailing twelve months is around 2.21%, more than VONV's 1.96% yield.


TTM20232022202120202019201820172016201520142013
VIOV
Vanguard S&P Small-Cap 600 Value ETF
2.21%2.18%1.81%1.59%1.42%1.60%1.76%1.43%1.17%1.32%1.27%0.91%
VONV
Vanguard Russell 1000 Value ETF
1.96%2.10%2.22%1.67%2.25%2.30%2.56%2.18%2.39%2.38%2.10%1.92%

Drawdowns

VIOV vs. VONV - Drawdown Comparison

The maximum VIOV drawdown since its inception was -47.36%, which is greater than VONV's maximum drawdown of -38.21%. The drawdown chart below compares losses from any high point along the way for VIOV and VONV


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-3.42%
0
VIOV
VONV

Volatility

VIOV vs. VONV - Volatility Comparison

Vanguard S&P Small-Cap 600 Value ETF (VIOV) has a higher volatility of 4.75% compared to Vanguard Russell 1000 Value ETF (VONV) at 2.28%. This indicates that VIOV's price experiences larger fluctuations and is considered to be riskier than VONV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%OctoberNovemberDecember2024FebruaryMarch
4.75%
2.28%
VIOV
VONV