VONE vs. QMAR
Compare and contrast key facts about Vanguard Russell 1000 ETF (VONE) and FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR).
VONE and QMAR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VONE is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 Index. It was launched on Sep 20, 2010. QMAR is an actively managed fund by First Trust. It was launched on Mar 19, 2021.
Performance
VONE vs. QMAR - Performance Comparison
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VONE vs. QMAR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VONE Vanguard Russell 1000 ETF | -3.54% | 17.21% | 24.51% | 26.41% | -19.14% | 20.07% |
QMAR FT Cboe Vest Nasdaq-100 Buffer ETF - March | 2.45% | 10.89% | 16.11% | 35.47% | -16.56% | 12.31% |
Returns By Period
In the year-to-date period, VONE achieves a -3.54% return, which is significantly lower than QMAR's 2.45% return.
VONE
- 1D
- 0.71%
- 1M
- -4.36%
- YTD
- -3.54%
- 6M
- -1.55%
- 1Y
- 17.92%
- 3Y*
- 18.36%
- 5Y*
- 11.15%
- 10Y*
- 13.89%
QMAR
- 1D
- 0.57%
- 1M
- 1.34%
- YTD
- 2.45%
- 6M
- 4.74%
- 1Y
- 19.05%
- 3Y*
- 15.09%
- 5Y*
- 10.57%
- 10Y*
- —
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VONE vs. QMAR - Expense Ratio Comparison
VONE has a 0.08% expense ratio, which is lower than QMAR's 0.90% expense ratio.
Return for Risk
VONE vs. QMAR — Risk / Return Rank
VONE
QMAR
VONE vs. QMAR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 1000 ETF (VONE) and FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR). 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 | QMAR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 1.44 | -0.45 |
Sortino ratioReturn per unit of downside risk | 1.50 | 2.29 | -0.78 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.47 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 2.11 | -0.59 |
Martin ratioReturn relative to average drawdown | 7.16 | 14.64 | -7.47 |
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 | QMAR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 1.44 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.76 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.77 | +0.03 |
Correlation
The correlation between VONE and QMAR is 0.89, 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.
Dividends
VONE vs. QMAR - Dividend Comparison
VONE's dividend yield for the trailing twelve months is around 1.14%, while QMAR has not paid dividends to shareholders.
| 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% |
QMAR FT Cboe Vest Nasdaq-100 Buffer ETF - March | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VONE vs. QMAR - Drawdown Comparison
The maximum VONE drawdown since its inception was -34.66%, which is greater than QMAR's maximum drawdown of -19.83%. Use the drawdown chart below to compare losses from any high point for VONE and QMAR.
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Drawdown Indicators
| VONE | QMAR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.66% | -19.83% | -14.83% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -9.23% | -2.88% |
Max Drawdown (5Y)Largest decline over 5 years | -25.12% | -19.83% | -5.29% |
Max Drawdown (10Y)Largest decline over 10 years | -34.66% | — | — |
Current DrawdownCurrent decline from peak | -5.50% | -0.32% | -5.18% |
Average DrawdownAverage peak-to-trough decline | -3.94% | -3.39% | -0.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 1.33% | +1.24% |
Volatility
VONE vs. QMAR - Volatility Comparison
Vanguard Russell 1000 ETF (VONE) has a higher volatility of 5.39% compared to FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR) at 3.53%. This indicates that VONE's price experiences larger fluctuations and is considered to be riskier than QMAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VONE | QMAR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 3.53% | +1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 9.61% | 4.65% | +4.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.21% | 13.26% | +4.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.09% | 14.04% | +3.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.23% | 14.02% | +4.21% |