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VONE vs. IUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VONE vs. IUS

Last updated Jun 5, 2026

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 13.18%/yr vs 13.72%/yr for IUS. Their correlation of 0.87 suggests significant overlap in exposure. VONE charges 0.08%/yr vs 0.19%/yr for IUS.

Performance

VONE vs. IUS - Performance Comparison

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

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Returns By Period

In the year-to-date period, VONE achieves a 11.05% return, which is significantly lower than IUS's 16.26% return.

VONE

1D
0.44%
1M
4.62%
YTD
11.05%
6M
10.88%
1Y
27.69%
3Y*
22.42%
5Y*
13.18%
10Y*
15.24%

IUS

1D
0.47%
1M
4.37%
YTD
16.26%
6M
16.49%
1Y
34.28%
3Y*
21.21%
5Y*
13.72%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

VONE vs. IUS - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
VONE
Vanguard Russell 1000 ETF		11.05%17.21%24.51%26.41%-19.14%26.49%20.95%31.12%-13.10%
IUS
Invesco RAFI Strategic US ETF		16.26%16.94%16.51%20.79%-8.34%32.17%15.09%29.34%-12.49%

Correlation

The correlation between VONE and IUS is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.87

Correlation (3Y)
Calculated over the trailing 3-year period

0.90

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2018

0.87

The correlation between VONE and IUS has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.

VONE vs. IUS - Sectors Allocation Comparison

Sectors
VONE
IUS

Technology

33.9%
22.4%

Financial Services

11.9%
6.8%

Communication Services

10.9%
14.7%

Consumer Cyclical

10.3%
10.7%

Industrials

9.2%
9.7%

Healthcare

8.7%
12.8%

Consumer Defensive

4.8%
7.4%

Energy

3.7%
10.9%

Utilities

2.3%
1.0%

Real Estate

2.2%
0.5%

Basic Materials

2.0%
3.3%

Technology

VONE
33.9%
IUS
22.4%

Financial Services

VONE
11.9%
IUS
6.8%

Communication Services

VONE
10.9%
IUS
14.7%

Consumer Cyclical

VONE
10.3%
IUS
10.7%

Industrials

VONE
9.2%
IUS
9.7%

Healthcare

VONE
8.7%
IUS
12.8%

Consumer Defensive

VONE
4.8%
IUS
7.4%

Energy

VONE
3.7%
IUS
10.9%

Utilities

VONE
2.3%
IUS
1.0%

Real Estate

VONE
2.2%
IUS
0.5%

Basic Materials

VONE
2.0%
IUS
3.3%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Vanguard Russell 1000 ETF

Invesco RAFI Strategic US ETF

Often compared with VONE:
VONE vs. VONGVONE vs. VOOVONE vs. IWBVONE vs. VONVVONE vs. SPYVONE vs. VTHRVONE vs. VWUSX
Often compared with IUS:
IUS vs. EPSIUS vs. BSIIXIUS vs. IUSGIUS vs. QLVIUS vs. SCHDIUS vs. XLKIUS vs. FMDE

Return for Risk

VONE vs. IUS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VONE
VONE Risk / Return Rank: 7171
Overall Rank
VONE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VONE Sortino Ratio Rank: 7272
Sortino Ratio Rank
VONE Omega Ratio Rank: 7171
Omega Ratio Rank
VONE Calmar Ratio Rank: 6464
Calmar Ratio Rank
VONE Martin Ratio Rank: 7777
Martin Ratio Rank
IUS
IUS Risk / Return Rank: 9292
Overall Rank
IUS Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IUS Sortino Ratio Rank: 9393
Sortino Ratio Rank
IUS Omega Ratio Rank: 9292
Omega Ratio Rank
IUS Calmar Ratio Rank: 9090
Calmar Ratio Rank
IUS Martin Ratio Rank: 9393
Martin Ratio Rank
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. 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.

VONEIUSDifference
Sharpe ratioReturn per unit of total volatility
2.32
3.36

-1.04

Sortino ratioReturn per unit of downside risk
3.19
4.65

-1.46

Omega ratioGain probability vs. loss probability

1.42

1.61

-0.20

Calmar ratioReturn relative to maximum drawdown

3.14

5.60

-2.46

Martin ratioReturn relative to average drawdown

14.49

23.98

-9.49

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. IUS - Sharpe Ratio Comparison

The current VONE Sharpe Ratio is 2.32, which is lower than the IUS Sharpe Ratio of 3.36. The chart below compares the historical Sharpe Ratios of VONE and IUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

VONEIUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

3.36

-1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.92

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.86

0.00

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

VONEIUSDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.27%

0.00%

-0.27%

Average Drawdown

Average peak-to-trough decline

-3.91%

-3.86%

-0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.92%

1.43%

+0.49%

Volatility

VONE vs. IUS - Volatility Comparison

Vanguard Russell 1000 ETF (VONE) has a higher volatility of 2.77% compared to Invesco RAFI Strategic US ETF (IUS) at 2.39%. 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

VONEIUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.77%

2.39%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

9.00%

7.42%

+1.58%

Volatility (1Y)

Calculated over the trailing 1-year period

11.97%

10.26%

+1.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.08%

15.00%

+2.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.25%

18.04%

+0.21%

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 1.28% yield.

PositionTTM20252024202320222021202020192018201720162015
IUS
Invesco RAFI Strategic US ETF		1.28%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 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VONE has higher volatility (2.77%) compared to IUS (2.39%). In terms of maximum drawdown, VONE dropped -34.66% vs IUS's -34.67%.

On 5-year performance, IUS leads with 13.72% vs 13.18% for VONE. On fees, VONE is cheaper at 0.08% per year. On volatility, IUS has been the lower-risk option at 2.39%. 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 13.72% return vs 13.18%. 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 1.28%, 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 (3.36 vs 2.32), 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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