VONE vs. DFUV

Last updated Jun 9, 2026

VONE (Vanguard Russell 1000 ETF) and DFUV (Dimensional US Marketwide Value ETF) are both exchange-traded funds - VONE is a Large Cap Blend Equities fund tracking the Russell 1000 Index, while DFUV is a Large Cap Value Equities fund actively managed by Dimensional. VONE is passively managed, while DFUV is actively managed. Over the past 3 years, VONE returned 21.14%/yr vs 18.68%/yr for DFUV. Their correlation of 0.82 suggests significant overlap in exposure. VONE charges 0.08%/yr vs 0.21%/yr for DFUV.

Performance

VONE vs. DFUV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Russell 1000 ETF (VONE) and Dimensional US Marketwide Value ETF (DFUV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VONE achieves a 8.46% return, which is significantly lower than DFUV's 16.05% return.

VONE

• 1D: 0.18%
• 1M: 0.42%
• YTD: 8.46%
• 6M: 8.48%
• 1Y: 24.02%
• 3Y*: 21.14%
• 5Y*: 12.68%
• 10Y*: 15.05%

DFUV

• 1D: 0.64%
• 1M: 2.84%
• YTD: 16.05%
• 6M: 17.87%
• 1Y: 32.93%
• 3Y*: 18.68%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VONE vs. DFUV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
VONE Vanguard Russell 1000 ETF	8.46%	17.21%	24.51%	26.41%	-5.97%
DFUV Dimensional US Marketwide Value ETF	16.05%	15.77%	11.79%	13.25%	-0.71%

Correlation

The correlation between VONE and DFUV is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.77
Correlation (All Time) Calculated using the full available price history since May 9, 2022	0.82

The correlation between VONE and DFUV has been stable across timeframes, ranging from 0.75 to 0.82 - a consistent structural relationship.

VONE vs. DFUV - Sectors Allocation Comparison

Sectors	VONE	DFUV
Technology	33.9%	15.7%
Financial Services	11.9%	21.9%
Communication Services	10.9%	5.1%
Consumer Cyclical	10.3%	7.2%
Industrials	9.2%	13.6%
Healthcare	8.7%	13.7%
Consumer Defensive	4.8%	3.4%
Energy	3.7%	12.9%
Utilities	2.3%	0.1%
Real Estate	2.2%	0.4%
Basic Materials	2.0%	6.0%

Return for Risk

VONE vs. DFUV — Risk / Return Rank

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

VONE

VONE Risk / Return Rank: 66
VONE Sharpe Ratio Rank: 66
VONE Sortino Ratio Rank: 65
VONE Omega Ratio Rank: 66
VONE Calmar Ratio Rank: 60
VONE Martin Ratio Rank: 73

DFUV

DFUV Risk / Return Rank: 90
DFUV Sharpe Ratio Rank: 90
DFUV Sortino Ratio Rank: 90
DFUV Omega Ratio Rank: 87
DFUV Calmar Ratio Rank: 92
DFUV Martin Ratio Rank: 91

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VONE vs. DFUV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 1000 ETF (VONE) and Dimensional US Marketwide Value ETF (DFUV). 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.

	VONE	DFUV	Difference
Sharpe ratio: Return per unit of total volatility	1.98	2.78	-0.80
Sortino ratio: Return per unit of downside risk	2.70	3.83	-1.13
Omega ratio: Gain probability vs. loss probability	1.36	1.49	-0.13
Calmar ratio: Return relative to maximum drawdown	2.73	5.51	-2.78
Martin ratio: Return relative to average drawdown	12.47	19.90	-7.43
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VONE vs. DFUV - Sharpe Ratio Comparison

The current VONE Sharpe Ratio is 1.98, which is comparable to the DFUV Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of VONE and DFUV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VONE	DFUV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.98	2.78	-0.80
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.74	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.83	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.84	0.88	-0.04

Drawdowns

VONE vs. DFUV - Drawdown Comparison

The maximum VONE drawdown since its inception was -34.66%, which is greater than DFUV's maximum drawdown of -17.60%. Use the drawdown chart below to compare losses from any high point for VONE and DFUV.

Drawdown Indicators

	VONE	DFUV	Difference
Max Drawdown Largest peak-to-trough decline	-34.66%	-17.60%	-17.06%
Max Drawdown (1Y) Largest decline over 1 year	-8.85%	-6.01%	-2.84%
Max Drawdown (3Y) Largest decline over 3 years	-19.06%	-17.60%	-1.46%
Max Drawdown (5Y) Largest decline over 5 years	-25.12%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-34.66%	—	—
Current Drawdown Current decline from peak	-2.59%	-1.36%	-1.23%
Average Drawdown Average peak-to-trough decline	-3.90%	-3.64%	-0.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.93%	1.66%	+0.27%

Volatility

VONE vs. DFUV - Volatility Comparison

Vanguard Russell 1000 ETF (VONE) has a higher volatility of 3.68% compared to Dimensional US Marketwide Value ETF (DFUV) at 3.39%. This indicates that VONE's price experiences larger fluctuations and is considered to be riskier than DFUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VONE	DFUV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.68%	3.39%	+0.29%
Volatility (6M) Calculated over the trailing 6-month period	9.37%	8.69%	+0.68%
Volatility (1Y) Calculated over the trailing 1-year period	12.22%	11.93%	+0.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.12%	16.25%	+0.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.27%	16.25%	+2.02%

VONE vs. DFUV - Expense Ratio Comparison

VONE has a 0.08% expense ratio, which is lower than DFUV's 0.21% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

VONE vs. DFUV - Dividend Comparison

VONE's dividend yield for the trailing twelve months is around 1.01%, less than DFUV's 1.36% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFUV Dimensional US Marketwide Value ETF	1.36%	1.55%	1.64%	1.72%	1.34%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VONE Vanguard Russell 1000 ETF	1.01%	1.07%	1.20%	1.40%	1.59%	1.16%	1.45%	1.65%	1.96%	1.69%	1.89%	1.89%

Frequently Asked Questions

Can I hold both VONE and DFUV in my portfolio?

VONE and DFUV have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VONE or DFUV?

VONE has higher volatility (3.68%) compared to DFUV (3.39%). In terms of maximum drawdown, VONE dropped -34.66% vs DFUV's -17.60%.

Which ETF is better, VONE or DFUV?

On 3-year performance, VONE leads with 21.14% vs 18.68% for DFUV. On fees, VONE is cheaper at 0.08% per year. On volatility, DFUV has been the lower-risk option at 3.39%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VONE or DFUV?

Over the 3-year period, VONE has performed better with a 21.14% return vs 18.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VONE or DFUV?

VONE is cheaper with a 0.08% expense ratio, compared with 0.21% for DFUV.

Which ETF pays a higher dividend yield, VONE or DFUV?

DFUV has the higher dividend yield at 1.36%, compared with 1.01% for VONE.

What is the main difference between VONE and DFUV?

VONE is categorized as Large Cap Blend Equities, while DFUV is Large Cap Value Equities. They also come from different issuers: Vanguard and Dimensional. Their fees differ too: 0.08% for VONE and 0.21% for DFUV.

Which has better risk-adjusted returns?

DFUV currently has the higher Sharpe Ratio (2.78 vs 1.98), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.