PortfoliosLab logo
VONE vs. VWUSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VONE and VWUSX 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. VWUSX - Performance Comparison

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

250.00%300.00%350.00%400.00%450.00%500.00%550.00%600.00%December2025FebruaryMarchAprilMay
532.14%
337.13%
VONE
VWUSX

Key characteristics

Sharpe Ratio

VONE:

0.56

VWUSX:

0.32

Sortino Ratio

VONE:

0.91

VWUSX:

0.55

Omega Ratio

VONE:

1.13

VWUSX:

1.08

Calmar Ratio

VONE:

0.57

VWUSX:

0.27

Martin Ratio

VONE:

2.17

VWUSX:

0.85

Ulcer Index

VONE:

4.98%

VWUSX:

8.81%

Daily Std Dev

VONE:

19.22%

VWUSX:

27.36%

Max Drawdown

VONE:

-34.67%

VWUSX:

-71.26%

Current Drawdown

VONE:

-7.67%

VWUSX:

-13.77%

Returns By Period

In the year-to-date period, VONE achieves a -3.27% return, which is significantly higher than VWUSX's -4.94% return. Over the past 10 years, VONE has outperformed VWUSX with an annualized return of 12.05%, while VWUSX has yielded a comparatively lower 8.24% annualized return.


VONE

YTD

-3.27%

1M

14.07%

6M

-4.42%

1Y

10.78%

5Y*

15.66%

10Y*

12.05%

VWUSX

YTD

-4.94%

1M

18.89%

6M

-8.21%

1Y

8.61%

5Y*

8.29%

10Y*

8.24%

*Annualized

Compare stocks, funds, or ETFs

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


VONE vs. VWUSX - Expense Ratio Comparison

VONE has a 0.08% expense ratio, which is lower than VWUSX's 0.38% expense ratio.


Risk-Adjusted Performance

VONE vs. VWUSX — 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 6363
Overall Rank
The Sharpe Ratio Rank of VONE is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VONE is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VONE is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VONE is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VONE is 6363
Martin Ratio Rank

VWUSX
The Risk-Adjusted Performance Rank of VWUSX is 4040
Overall Rank
The Sharpe Ratio Rank of VWUSX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of VWUSX is 4141
Sortino Ratio Rank
The Omega Ratio Rank of VWUSX is 4141
Omega Ratio Rank
The Calmar Ratio Rank of VWUSX is 4343
Calmar Ratio Rank
The Martin Ratio Rank of VWUSX is 3838
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. VWUSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 1000 ETF (VONE) and Vanguard U.S. Growth Fund Investor Shares (VWUSX). 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 0.56, which is higher than the VWUSX Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of VONE and VWUSX, 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.56
0.32
VONE
VWUSX

Dividends

VONE vs. VWUSX - Dividend Comparison

VONE's dividend yield for the trailing twelve months is around 1.28%, less than VWUSX's 4.84% yield.


TTM20242023202220212020201920182017201620152014
VONE
Vanguard Russell 1000 ETF
1.28%1.20%1.40%1.59%1.16%1.45%1.66%1.96%1.69%1.89%1.89%1.68%
VWUSX
Vanguard U.S. Growth Fund Investor Shares
4.84%4.60%0.28%0.37%13.39%3.90%4.05%9.65%5.03%1.52%8.95%8.28%

Drawdowns

VONE vs. VWUSX - Drawdown Comparison

The maximum VONE drawdown since its inception was -34.67%, smaller than the maximum VWUSX drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for VONE and VWUSX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.67%
-13.77%
VONE
VWUSX

Volatility

VONE vs. VWUSX - Volatility Comparison

The current volatility for Vanguard Russell 1000 ETF (VONE) is 10.88%, while Vanguard U.S. Growth Fund Investor Shares (VWUSX) has a volatility of 13.88%. This indicates that VONE experiences smaller price fluctuations and is considered to be less risky than VWUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%December2025FebruaryMarchAprilMay
10.88%
13.88%
VONE
VWUSX