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VONE vs. USPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VONE vs. USPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Russell 1000 ETF (VONE) and Franklin U.S. Equity Index ETF (USPX). The values are adjusted to include any dividend payments, if applicable.

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VONE vs. USPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VONE
Vanguard Russell 1000 ETF
-4.22%17.21%24.51%26.41%-19.14%26.49%20.95%31.12%-4.84%21.55%
USPX
Franklin U.S. Equity Index ETF
-4.61%17.78%24.97%27.07%-18.88%19.53%9.72%26.60%-7.78%23.80%

Returns By Period

In the year-to-date period, VONE achieves a -4.22% return, which is significantly higher than USPX's -4.61% return.


VONE

1D
2.94%
1M
-4.97%
YTD
-4.22%
6M
-1.83%
1Y
17.59%
3Y*
18.08%
5Y*
10.99%
10Y*
13.81%

USPX

1D
2.97%
1M
-4.14%
YTD
-4.61%
6M
-2.31%
1Y
17.50%
3Y*
18.33%
5Y*
10.30%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VONE vs. USPX - Expense Ratio Comparison

VONE has a 0.08% expense ratio, which is higher than USPX's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

VONE vs. USPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VONE
VONE Risk / Return Rank: 6464
Overall Rank
VONE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
VONE Sortino Ratio Rank: 6161
Sortino Ratio Rank
VONE Omega Ratio Rank: 6464
Omega Ratio Rank
VONE Calmar Ratio Rank: 6464
Calmar Ratio Rank
VONE Martin Ratio Rank: 7373
Martin Ratio Rank

USPX
USPX Risk / Return Rank: 5959
Overall Rank
USPX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
USPX Sortino Ratio Rank: 5757
Sortino Ratio Rank
USPX Omega Ratio Rank: 6060
Omega Ratio Rank
USPX Calmar Ratio Rank: 5858
Calmar Ratio Rank
USPX Martin Ratio Rank: 6969
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. USPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 1000 ETF (VONE) and Franklin U.S. Equity Index ETF (USPX). 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.


VONEUSPXDifference

Sharpe ratio

Return per unit of total volatility

0.97

0.94

+0.03

Sortino ratio

Return per unit of downside risk

1.48

1.46

+0.02

Omega ratio

Gain probability vs. loss probability

1.22

1.22

0.00

Calmar ratio

Return relative to maximum drawdown

1.50

1.46

+0.04

Martin ratio

Return relative to average drawdown

7.13

7.02

+0.12

VONE vs. USPX - Sharpe Ratio Comparison

The current VONE Sharpe Ratio is 0.97, which is comparable to the USPX Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of VONE and USPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VONEUSPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.94

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.64

+0.01

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

0.71

+0.09

Correlation

The correlation between VONE and USPX is 0.86, 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. USPX - Dividend Comparison

VONE's dividend yield for the trailing twelve months is around 1.14%, less than USPX's 1.20% yield.


TTM20252024202320222021202020192018201720162015
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%
USPX
Franklin U.S. Equity Index ETF
1.20%1.07%1.23%1.35%2.21%2.40%2.51%3.07%2.91%2.60%4.89%0.00%

Drawdowns

VONE vs. USPX - Drawdown Comparison

The maximum VONE drawdown since its inception was -34.66%, which is greater than USPX's maximum drawdown of -31.21%. Use the drawdown chart below to compare losses from any high point for VONE and USPX.


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Drawdown Indicators


VONEUSPXDifference

Max Drawdown

Largest peak-to-trough decline

-34.66%

-31.21%

-3.45%

Max Drawdown (1Y)

Largest decline over 1 year

-12.11%

-12.48%

+0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-25.12%

-24.60%

-0.52%

Max Drawdown (10Y)

Largest decline over 10 years

-34.66%

Current Drawdown

Current decline from peak

-6.17%

-6.45%

+0.28%

Average Drawdown

Average peak-to-trough decline

-3.94%

-4.51%

+0.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

2.60%

-0.05%

Volatility

VONE vs. USPX - Volatility Comparison

Vanguard Russell 1000 ETF (VONE) and Franklin U.S. Equity Index ETF (USPX) have volatilities of 5.36% and 5.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VONEUSPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.36%

5.35%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

9.59%

9.71%

-0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

18.20%

18.75%

-0.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.09%

16.15%

+0.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.23%

15.98%

+2.25%