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

Correlation

The correlation between VONE and VONV 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.


Performance

VONE vs. VONV - Performance Comparison

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

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Key characteristics

Sharpe Ratio

VONE:

0.69

VONV:

0.56

Sortino Ratio

VONE:

1.14

VONV:

0.98

Omega Ratio

VONE:

1.17

VONV:

1.14

Calmar Ratio

VONE:

0.75

VONV:

0.65

Martin Ratio

VONE:

2.84

VONV:

2.35

Ulcer Index

VONE:

5.01%

VONV:

4.33%

Daily Std Dev

VONE:

19.53%

VONV:

16.26%

Max Drawdown

VONE:

-34.67%

VONV:

-38.21%

Current Drawdown

VONE:

-4.78%

VONV:

-4.45%

Returns By Period

In the year-to-date period, VONE achieves a -0.25% return, which is significantly lower than VONV's 2.58% return. Over the past 10 years, VONE has outperformed VONV with an annualized return of 12.32%, while VONV has yielded a comparatively lower 8.50% annualized return.


VONE

YTD

-0.25%

1M

9.58%

6M

-2.24%

1Y

13.40%

5Y*

17.31%

10Y*

12.32%

VONV

YTD

2.58%

1M

7.29%

6M

-2.81%

1Y

9.03%

5Y*

15.25%

10Y*

8.50%

*Annualized

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VONE vs. VONV - Expense Ratio Comparison

Both VONE and VONV have an expense ratio of 0.08%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Risk-Adjusted Performance

VONE vs. VONV — Risk-Adjusted Performance Rank

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

VONE
The Risk-Adjusted Performance Rank of VONE is 6969
Overall Rank
The Sharpe Ratio Rank of VONE is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of VONE is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VONE is 7171
Omega Ratio Rank
The Calmar Ratio Rank of VONE is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VONE is 6969
Martin Ratio Rank

VONV
The Risk-Adjusted Performance Rank of VONV is 6060
Overall Rank
The Sharpe Ratio Rank of VONV is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of VONV is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VONV is 6060
Omega Ratio Rank
The Calmar Ratio Rank of VONV is 6565
Calmar Ratio Rank
The Martin Ratio Rank of VONV is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VONE vs. VONV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 1000 ETF (VONE) and Vanguard Russell 1000 Value ETF (VONV). 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.


The current VONE Sharpe Ratio is 0.69, which is comparable to the VONV Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of VONE and VONV, 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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Dividends

VONE vs. VONV - Dividend Comparison

VONE's dividend yield for the trailing twelve months is around 1.24%, less than VONV's 1.99% yield.


TTM20242023202220212020201920182017201620152014
VONE
Vanguard Russell 1000 ETF
1.24%1.20%1.40%1.59%1.16%1.45%1.66%1.96%1.69%1.89%1.89%1.68%
VONV
Vanguard Russell 1000 Value ETF
1.99%1.97%2.09%2.23%1.67%2.25%2.30%2.56%2.18%2.39%2.38%2.10%

Drawdowns

VONE vs. VONV - Drawdown Comparison

The maximum VONE drawdown since its inception was -34.67%, smaller than the maximum VONV drawdown of -38.21%. Use the drawdown chart below to compare losses from any high point for VONE and VONV. For additional features, visit the drawdowns tool.


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Volatility

VONE vs. VONV - Volatility Comparison

Vanguard Russell 1000 ETF (VONE) has a higher volatility of 6.24% compared to Vanguard Russell 1000 Value ETF (VONV) at 4.76%. This indicates that VONE's price experiences larger fluctuations and is considered to be riskier than VONV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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