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VONE vs. IWY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VONE vs. IWY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Russell 1000 ETF (VONE) and iShares Russell Top 200 Growth ETF (IWY). The values are adjusted to include any dividend payments, if applicable.

500.00%600.00%700.00%800.00%900.00%JuneJulyAugustSeptemberOctoberNovember
564.46%
899.28%
VONE
IWY

Returns By Period

In the year-to-date period, VONE achieves a 26.59% return, which is significantly lower than IWY's 30.89% return. Over the past 10 years, VONE has underperformed IWY with an annualized return of 12.96%, while IWY has yielded a comparatively higher 17.45% annualized return.


VONE

YTD

26.59%

1M

3.73%

6M

13.93%

1Y

33.49%

5Y (annualized)

15.55%

10Y (annualized)

12.96%

IWY

YTD

30.89%

1M

3.21%

6M

13.40%

1Y

35.63%

5Y (annualized)

20.83%

10Y (annualized)

17.45%

Key characteristics


VONEIWY
Sharpe Ratio2.722.06
Sortino Ratio3.622.69
Omega Ratio1.511.38
Calmar Ratio3.922.57
Martin Ratio17.649.76
Ulcer Index1.90%3.65%
Daily Std Dev12.30%17.32%
Max Drawdown-34.67%-32.68%
Current Drawdown-0.36%-1.63%

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VONE vs. IWY - Expense Ratio Comparison

VONE has a 0.08% expense ratio, which is lower than IWY's 0.20% 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%.


IWY
iShares Russell Top 200 Growth ETF
Expense ratio chart for IWY: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for VONE: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Correlation

-0.50.00.51.00.9

The correlation between VONE and IWY is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

VONE vs. IWY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 1000 ETF (VONE) and iShares Russell Top 200 Growth ETF (IWY). 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.


Sharpe ratio
The chart of Sharpe ratio for VONE, currently valued at 2.72, compared to the broader market0.002.004.002.722.06
The chart of Sortino ratio for VONE, currently valued at 3.62, compared to the broader market-2.000.002.004.006.008.0010.0012.003.622.69
The chart of Omega ratio for VONE, currently valued at 1.51, compared to the broader market0.501.001.502.002.503.001.511.38
The chart of Calmar ratio for VONE, currently valued at 3.92, compared to the broader market0.005.0010.0015.003.922.57
The chart of Martin ratio for VONE, currently valued at 17.64, compared to the broader market0.0020.0040.0060.0080.00100.0017.649.76
VONE
IWY

The current VONE Sharpe Ratio is 2.72, which is higher than the IWY Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of VONE and IWY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.72
2.06
VONE
IWY

Dividends

VONE vs. IWY - Dividend Comparison

VONE's dividend yield for the trailing twelve months is around 1.20%, more than IWY's 0.50% yield.


TTM20232022202120202019201820172016201520142013
VONE
Vanguard Russell 1000 ETF
1.20%1.40%1.59%1.16%1.45%1.66%1.96%1.69%1.89%1.89%1.68%1.70%
IWY
iShares Russell Top 200 Growth ETF
0.50%0.68%0.88%0.50%0.71%1.06%1.32%1.26%1.51%1.58%1.44%1.56%

Drawdowns

VONE vs. IWY - Drawdown Comparison

The maximum VONE drawdown since its inception was -34.67%, which is greater than IWY's maximum drawdown of -32.68%. Use the drawdown chart below to compare losses from any high point for VONE and IWY. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.36%
-1.63%
VONE
IWY

Volatility

VONE vs. IWY - Volatility Comparison

The current volatility for Vanguard Russell 1000 ETF (VONE) is 4.03%, while iShares Russell Top 200 Growth ETF (IWY) has a volatility of 5.44%. This indicates that VONE experiences smaller price fluctuations and is considered to be less risky than IWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.03%
5.44%
VONE
IWY