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VONG vs. BITW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VONG vs. BITW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Russell 1000 Growth ETF (VONG) and Bitwise 10 Crypto Index ETF (BITW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VONG achieves a 1.40% return, which is significantly higher than BITW's -35.16% return.


VONG

1D
-0.15%
1M
-4.14%
YTD
1.40%
6M
-0.13%
1Y
16.17%
3Y*
21.82%
5Y*
12.99%
10Y*
18.37%

BITW

1D
-4.15%
1M
-21.33%
YTD
-35.16%
6M
-35.19%
1Y
-40.47%
3Y*
49.95%
5Y*
1.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VONG vs. BITW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
VONG
Vanguard Russell 1000 Growth ETF
1.40%18.45%33.20%42.67%-29.18%27.60%6.33%
BITW
Bitwise 10 Crypto Index ETF
-35.16%-2.63%160.69%331.10%-85.92%-36.83%403.25%

Correlation

The correlation between VONG and BITW is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

Correlation (3Y)
Calculated over the trailing 3-year period

0.38

Correlation (5Y)
Calculated over the trailing 5-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Oct 15, 2020

0.37

The correlation between VONG and BITW shifts across timeframes, from 0.37 (all time) to 0.49 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VONG vs. BITW — Risk / Return Rank

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

VONG
VONG Risk / Return Rank: 2727
Overall Rank
VONG Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
VONG Sortino Ratio Rank: 2828
Sortino Ratio Rank
VONG Omega Ratio Rank: 2828
Omega Ratio Rank
VONG Calmar Ratio Rank: 2323
Calmar Ratio Rank
VONG Martin Ratio Rank: 2626
Martin Ratio Rank

BITW
BITW Risk / Return Rank: 33
Overall Rank
BITW Sharpe Ratio Rank: 33
Sharpe Ratio Rank
BITW Sortino Ratio Rank: 33
Sortino Ratio Rank
BITW Omega Ratio Rank: 33
Omega Ratio Rank
BITW Calmar Ratio Rank: 33
Calmar Ratio Rank
BITW Martin Ratio Rank: 33
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.

VONG vs. BITW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 1000 Growth ETF (VONG) and Bitwise 10 Crypto Index ETF (BITW). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VONGBITWDifference
Sharpe ratioReturn per unit of total volatility

+1.82

Sortino ratioReturn per unit of downside risk

+2.53

Omega ratioGain probability vs. loss probability

1.18

0.88

+0.31

Calmar ratioReturn relative to maximum drawdown

1.00

-0.73

+1.73

Martin ratioReturn relative to average drawdown

3.25

-1.24

+4.49

VONG vs. BITW - Sharpe Ratio Comparison

The current VONG Sharpe Ratio is 1.01, which is higher than the BITW Sharpe Ratio of -0.81. The chart below compares the historical Sharpe Ratios of VONG and BITW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VONG vs. BITW - Drawdown Comparison

The maximum VONG drawdown since its inception was -32.72%, smaller than the maximum BITW drawdown of -96.46%. Use the drawdown chart below to compare losses from any high point for VONG and BITW.


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Drawdown Indicators


VONGBITWDifference

Max Drawdown

Largest peak-to-trough decline

-32.72%

-96.46%

+63.74%

Max Drawdown (1Y)

Largest decline over 1 year

-16.23%

-55.84%

+39.61%

Max Drawdown (3Y)

Largest decline over 3 years

-23.27%

-55.84%

+32.57%

Max Drawdown (5Y)

Largest decline over 5 years

-32.72%

-91.93%

+59.21%

Max Drawdown (10Y)

Largest decline over 10 years

-32.72%

Current Drawdown

Current decline from peak

-6.96%

-72.59%

+65.63%

Average Drawdown

Average peak-to-trough decline

-4.88%

-69.56%

+64.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.99%

32.75%

-27.76%

Volatility

VONG vs. BITW - Volatility Comparison

The current volatility for Vanguard Russell 1000 Growth ETF (VONG) is 6.02%, while Bitwise 10 Crypto Index ETF (BITW) has a volatility of 14.37%. This indicates that VONG experiences smaller price fluctuations and is considered to be less risky than BITW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VONGBITWDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.02%

14.37%

-8.35%

Volatility (6M)

Calculated over the trailing 6-month period

12.51%

37.20%

-24.69%

Volatility (1Y)

Calculated over the trailing 1-year period

16.14%

50.03%

-33.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.45%

65.58%

-44.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.91%

108.32%

-87.41%

VONG vs. BITW - Expense Ratio Comparison

VONG has a 0.06% expense ratio, which is lower than BITW's 0.75% expense ratio.


Dividends

VONG vs. BITW - Dividend Comparison

VONG's dividend yield for the trailing twelve months is around 0.47%, while BITW has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BITW
Bitwise 10 Crypto Index ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VONG
Vanguard Russell 1000 Growth ETF
0.47%0.45%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%

Frequently Asked Questions


VONG and BITW have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BITW has higher volatility (14.37%) compared to VONG (6.02%). In terms of maximum drawdown, VONG dropped -32.72% vs BITW's -96.46%.

On 5-year performance, VONG leads with 12.99% vs 1.71% for BITW. On fees, VONG is cheaper at 0.06% per year. On volatility, VONG has been the lower-risk option at 6.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, VONG has performed better with a 12.99% return vs 1.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VONG is cheaper with a 0.06% expense ratio, compared with 0.75% for BITW.

VONG has the higher dividend yield at 0.47%, compared with 0.00% for BITW.

VONG is categorized as Large Cap Growth Equities, while BITW is Cryptocurrency. VONG tracks Russell 1000 Growth Index, while BITW tracks Bitwise 10 Large Cap Crypto Index. They also come from different issuers: Vanguard and Bitwise. Their fees differ too: 0.06% for VONG and 0.75% for BITW.

VONG currently has the higher Sharpe Ratio (1.01 vs -0.81), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for VONG and BITW

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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