VONE vs. GOLY
VONE (Vanguard Russell 1000 ETF) and GOLY (Strategy Shares Gold Enhanced Yield ETF) are both exchange-traded funds - VONE is a Large Cap Blend Equities fund tracking the Russell 1000 Index, while GOLY is a Nontraditional Bonds fund actively managed by Strategy Shares. VONE is passively managed, while GOLY is actively managed. Over the past 5 years, VONE returned 12.53%/yr vs 6.07%/yr for GOLY. Their 0.18 correlation means their historical movements had little consistent relationship. VONE charges 0.08%/yr vs 0.79%/yr for GOLY.
Performance
VONE vs. GOLY - Performance Comparison
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Returns By Period
In the year-to-date period, VONE achieves a 13.29% return, which is significantly higher than GOLY's -23.06% return.
VONE
- 1D
- -0.26%
- 1M
- 2.26%
- 6M
- 12.61%
- YTD
- 13.29%
- 1Y
- 23.31%
- 3Y*
- 21.12%
- 5Y*
- 12.53%
- 10Y*
- 15.05%
- ALL TIME*
- 14.61%
GOLY
- 1D
- 3.65%
- 1M
- 0.82%
- 6M
- -26.60%
- YTD
- -23.06%
- 1Y
- -5.54%
- 3Y*
- 16.58%
- 5Y*
- 6.07%
- 10Y*
- —
- ALL TIME*
- 5.09%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $600.04K | $542.66K | $909.99K | |
| $25.73M | $27.06M | $30.27M |
VONE vs. GOLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VONE Vanguard Russell 1000 ETF | 13.29% | 17.21% | 24.51% | 26.41% | -19.14% | 14.18% |
GOLY Strategy Shares Gold Enhanced Yield ETF | -23.06% | 57.98% | 19.82% | 12.74% | -19.96% | -1.40% |
Correlation
The correlation between VONE and GOLY is 0.44, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.44 |
Correlation (3Y) Balances recent behavior with more history. | 0.26 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.18 |
Correlation (All Time) Calculated using the full available price history since May 18, 2021 | 0.18 |
Over the past year, VONE and GOLY have become more correlated (0.44) than their long-term average of 0.18, meaning their price movements have been converging.
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Return for Risk
VONE vs. GOLY — Risk / Return Rank
VONE
GOLY
VONE vs. GOLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 1000 ETF (VONE) and Strategy Shares Gold Enhanced Yield ETF (GOLY). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VONE | GOLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.98 | ||
| Sortino ratioReturn per unit of downside risk | +2.53 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.00 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 2.65 | -0.15 | +2.79 |
| Martin ratioReturn relative to average drawdown | 11.34 | -0.28 | +11.63 |
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Drawdowns
VONE vs. GOLY - Drawdown Comparison
The maximum VONE drawdown since its inception was -34.66%, smaller than the maximum GOLY drawdown of -37.99%. Use the drawdown chart below to compare losses from any high point for VONE and GOLY.
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Drawdown Indicators
| VONE | GOLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.66% | -37.99% | +3.33% |
Max Drawdown (1Y)Largest decline over 1 year | -8.85% | -37.99% | +29.14% |
Max Drawdown (3Y)Largest decline over 3 years | -19.06% | -37.99% | +18.93% |
Max Drawdown (5Y)Largest decline over 5 years | -25.12% | -37.99% | +12.87% |
Max Drawdown (10Y)Largest decline over 10 years | -34.66% | — | — |
Current DrawdownCurrent decline from peak | -0.26% | -33.62% | +33.36% |
Average DrawdownAverage peak-to-trough decline | -3.88% | -12.62% | +8.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 19.53% | -17.47% |
Volatility
VONE vs. GOLY - Volatility Comparison
The current volatility for Vanguard Russell 1000 ETF (VONE) is 4.00%, while Strategy Shares Gold Enhanced Yield ETF (GOLY) has a volatility of 7.39%. This indicates that VONE experiences smaller price fluctuations and is considered to be less risky than GOLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VONE | GOLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.00% | 7.39% | -3.39% |
Volatility (6M)Calculated over the trailing 6-month period | 10.24% | 24.57% | -14.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.89% | 34.09% | -21.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.22% | 22.84% | -5.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.26% | 22.48% | -4.22% |
VONE vs. GOLY - Expense Ratio Comparison
VONE has a 0.08% expense ratio, which is lower than GOLY's 0.79% expense ratio.
Dividends
VONE vs. GOLY - Dividend Comparison
VONE's dividend yield for the trailing twelve months is around 0.99%, less than GOLY's 8.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GOLY Strategy Shares Gold Enhanced Yield ETF | 8.98% | 7.22% | 3.85% | 2.94% | 2.57% | 1.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VONE Vanguard Russell 1000 ETF | 0.99% | 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
VONE and GOLY have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GOLY has higher volatility (7.39%) compared to VONE (4.00%). In terms of maximum drawdown, VONE dropped -34.66% vs GOLY's -37.99%.
On 5-year performance, VONE leads with 12.53% vs 6.07% for GOLY. On fees, VONE is cheaper at 0.08% per year. On volatility, VONE has been the lower-risk option at 4.00%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, VONE has performed better with a 12.53% return vs 6.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VONE is cheaper with a 0.08% expense ratio, compared with 0.79% for GOLY.
GOLY has the higher dividend yield at 8.98%, compared with 0.99% for VONE.
VONE is categorized as Large Cap Blend Equities, while GOLY is Nontraditional Bonds. They also come from different issuers: Vanguard and Strategy Shares. Their fees differ too: 0.08% for VONE and 0.79% for GOLY.
VONE currently has the higher Sharpe Ratio (1.82 vs -0.16), 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.
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