VONE vs. IUS
VONE (Vanguard Russell 1000 ETF) and IUS (Invesco RAFI Strategic US ETF) are both Large Cap Blend Equities funds - VONE tracks the Russell 1000 Index while IUS tracks the Invesco Strategic US Index. Both are passively managed. Over the past 5 years, VONE returned 12.53%/yr vs 14.69%/yr for IUS. Their correlation of 0.86 means they have usually moved in the same direction. VONE charges 0.08%/yr vs 0.19%/yr for IUS.
Performance
VONE vs. IUS - Performance Comparison
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Returns By Period
In the year-to-date period, VONE achieves a 13.29% return, which is significantly lower than IUS's 21.90% 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%
IUS
- 1D
- -0.29%
- 1M
- 4.05%
- 6M
- 16.20%
- YTD
- 21.90%
- 1Y
- 35.91%
- 3Y*
- 20.76%
- 5Y*
- 14.69%
- 10Y*
- —
- ALL TIME*
- 15.75%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.76M | $3.95M | $3.56M | |
| $25.73M | $27.06M | $30.27M |
VONE vs. IUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VONE Vanguard Russell 1000 ETF | 13.29% | 17.21% | 24.51% | 26.41% | -19.14% | 26.49% | 20.95% | 31.12% | -13.07% |
IUS Invesco RAFI Strategic US ETF | 21.90% | 16.94% | 16.51% | 20.79% | -8.34% | 32.17% | 15.09% | 29.34% | -12.28% |
Correlation
The correlation between VONE and IUS is 0.82, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.82 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Sep 12, 2018 | 0.86 |
The correlation between VONE and IUS has been stable across timeframes, ranging from 0.82 to 0.92 - a consistent structural relationship.
VONE vs. IUS - Sectors Allocation Comparison
Sectors
VONE
IUS
Technology
Financial Services
Industrials
Consumer Cyclical
Communication Services
Healthcare
Consumer Defensive
Energy
Utilities
Real Estate
Basic Materials
Technology
VONE
IUS
Financial Services
VONE
IUS
Industrials
VONE
IUS
Consumer Cyclical
VONE
IUS
Communication Services
VONE
IUS
Healthcare
VONE
IUS
Consumer Defensive
VONE
IUS
Energy
VONE
IUS
Utilities
VONE
IUS
Real Estate
VONE
IUS
Basic Materials
VONE
IUS
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Return for Risk
VONE vs. IUS — Risk / Return Rank
VONE
IUS
VONE vs. IUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 1000 ETF (VONE) and Invesco RAFI Strategic US ETF (IUS). 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 | IUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.59 | ||
| Sortino ratioReturn per unit of downside risk | -2.10 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.63 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 2.65 | 5.87 | -3.22 |
| Martin ratioReturn relative to average drawdown | 11.34 | 24.98 | -13.63 |
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Drawdowns
VONE vs. IUS - Drawdown Comparison
The maximum VONE drawdown since its inception was -34.66%, roughly equal to the maximum IUS drawdown of -34.67%. Use the drawdown chart below to compare losses from any high point for VONE and IUS.
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Drawdown Indicators
| VONE | IUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.66% | -34.67% | +0.01% |
Max Drawdown (1Y)Largest decline over 1 year | -8.85% | -6.15% | -2.70% |
Max Drawdown (3Y)Largest decline over 3 years | -19.06% | -15.61% | -3.45% |
Max Drawdown (5Y)Largest decline over 5 years | -25.12% | -18.72% | -6.40% |
Max Drawdown (10Y)Largest decline over 10 years | -34.66% | — | — |
Current DrawdownCurrent decline from peak | -0.26% | -0.29% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -3.88% | -3.80% | -0.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 1.44% | +0.62% |
Volatility
VONE vs. IUS - Volatility Comparison
Vanguard Russell 1000 ETF (VONE) has a higher volatility of 4.00% compared to Invesco RAFI Strategic US ETF (IUS) at 2.80%. This indicates that VONE's price experiences larger fluctuations and is considered to be riskier than IUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VONE | IUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.00% | 2.80% | +1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 10.24% | 7.96% | +2.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.89% | 10.60% | +2.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.22% | 15.00% | +2.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.26% | 17.92% | +0.34% |
VONE vs. IUS - Expense Ratio Comparison
VONE has a 0.08% expense ratio, which is lower than IUS's 0.19% 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. IUS - Dividend Comparison
VONE's dividend yield for the trailing twelve months is around 0.99%, less than IUS's 1.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUS Invesco RAFI Strategic US ETF | 1.22% | 1.48% | 1.52% | 1.72% | 1.78% | 1.46% | 1.74% | 1.77% | 0.73% | 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 IUS have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VONE has higher volatility (4.00%) compared to IUS (2.80%). In terms of maximum drawdown, VONE dropped -34.66% vs IUS's -34.67%.
On 5-year performance, IUS leads with 14.69% vs 12.53% for VONE. On fees, VONE is cheaper at 0.08% per year. On volatility, IUS has been the lower-risk option at 2.80%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, IUS has performed better with a 14.69% return vs 12.53%. 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 0.19% for IUS.
IUS has the higher dividend yield at 1.22%, compared with 0.99% for VONE.
VONE tracks Russell 1000 Index, while IUS tracks Invesco Strategic US Index. They also come from different issuers: Vanguard and Invesco. Their fees differ too: 0.08% for VONE and 0.19% for IUS.
IUS currently has the higher Sharpe Ratio (3.40 vs 1.82), 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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