VONE vs. FDAAX
Compare and contrast key facts about Vanguard Russell 1000 ETF (VONE) and Franklin Floating Rate Daily Access Fund (FDAAX).
VONE is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 Index. It was launched on Sep 20, 2010. FDAAX is managed by Franklin Templeton. It was launched on Apr 30, 2001.
Performance
VONE vs. FDAAX - Performance Comparison
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VONE vs. FDAAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VONE Vanguard Russell 1000 ETF | -4.22% | 17.21% | 24.51% | 26.41% | -19.14% | 26.49% | 20.95% | 31.12% | -4.84% | 21.55% |
FDAAX Franklin Floating Rate Daily Access Fund | -1.34% | 4.68% | 8.52% | 14.35% | -1.37% | 8.55% | -3.71% | 3.30% | 0.95% | 2.44% |
Returns By Period
In the year-to-date period, VONE achieves a -4.22% return, which is significantly lower than FDAAX's -1.34% return. Over the past 10 years, VONE has outperformed FDAAX with an annualized return of 13.81%, while FDAAX has yielded a comparatively lower 4.50% annualized return.
VONE
- 1D
- 2.94%
- 1M
- -4.97%
- YTD
- -4.22%
- 6M
- -1.83%
- 1Y
- 17.59%
- 3Y*
- 18.08%
- 5Y*
- 10.99%
- 10Y*
- 13.81%
FDAAX
- 1D
- 0.00%
- 1M
- -0.55%
- YTD
- -1.34%
- 6M
- -0.58%
- 1Y
- 3.30%
- 3Y*
- 7.13%
- 5Y*
- 6.09%
- 10Y*
- 4.50%
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VONE vs. FDAAX - Expense Ratio Comparison
VONE has a 0.08% expense ratio, which is lower than FDAAX's 0.67% expense ratio.
Return for Risk
VONE vs. FDAAX — Risk / Return Rank
VONE
FDAAX
VONE vs. FDAAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 1000 ETF (VONE) and Franklin Floating Rate Daily Access Fund (FDAAX). 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 | FDAAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 1.09 | -0.12 |
Sortino ratioReturn per unit of downside risk | 1.48 | 1.75 | -0.27 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.29 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.50 | 1.61 | -0.11 |
Martin ratioReturn relative to average drawdown | 7.13 | 5.44 | +1.69 |
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
| VONE | FDAAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.09 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 1.85 | -1.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 1.18 | -0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 1.21 | -0.41 |
Correlation
The correlation between VONE and FDAAX is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
VONE vs. FDAAX - Dividend Comparison
VONE's dividend yield for the trailing twelve months is around 1.14%, less than FDAAX's 7.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VONE Vanguard Russell 1000 ETF | 1.14% | 1.07% | 1.20% | 1.40% | 1.59% | 1.16% | 1.45% | 1.65% | 1.96% | 1.69% | 1.89% | 1.89% |
FDAAX Franklin Floating Rate Daily Access Fund | 7.41% | 8.00% | 9.42% | 7.64% | 5.84% | 3.73% | 5.07% | 5.62% | 5.18% | 3.79% | 4.57% | 4.71% |
Drawdowns
VONE vs. FDAAX - Drawdown Comparison
The maximum VONE drawdown since its inception was -34.66%, which is greater than FDAAX's maximum drawdown of -25.74%. Use the drawdown chart below to compare losses from any high point for VONE and FDAAX.
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Drawdown Indicators
| VONE | FDAAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.66% | -25.74% | -8.92% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -2.26% | -9.85% |
Max Drawdown (5Y)Largest decline over 5 years | -25.12% | -6.22% | -18.90% |
Max Drawdown (10Y)Largest decline over 10 years | -34.66% | -18.08% | -16.58% |
Current DrawdownCurrent decline from peak | -6.17% | -1.73% | -4.44% |
Average DrawdownAverage peak-to-trough decline | -3.94% | -1.52% | -2.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 0.67% | +1.88% |
Volatility
VONE vs. FDAAX - Volatility Comparison
Vanguard Russell 1000 ETF (VONE) has a higher volatility of 5.36% compared to Franklin Floating Rate Daily Access Fund (FDAAX) at 0.95%. This indicates that VONE's price experiences larger fluctuations and is considered to be riskier than FDAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VONE | FDAAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.36% | 0.95% | +4.41% |
Volatility (6M)Calculated over the trailing 6-month period | 9.59% | 2.35% | +7.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.20% | 3.38% | +14.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.09% | 3.31% | +13.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.23% | 3.83% | +14.40% |