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VONG vs. ETH-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

VONG vs. ETH-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Russell 1000 Growth ETF (VONG) and Ethereum (ETH-USD). 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 2.96% return, which is significantly higher than ETH-USD's -42.02% return. Over the past 10 years, VONG has underperformed ETH-USD with an annualized return of 18.29%, while ETH-USD has yielded a comparatively higher 55.37% annualized return.


VONG

1D
0.10%
1M
-2.20%
YTD
2.96%
6M
3.46%
1Y
20.50%
3Y*
22.47%
5Y*
14.01%
10Y*
18.29%

ETH-USD

1D
2.38%
1M
-22.62%
YTD
-42.02%
6M
-43.84%
1Y
-32.06%
3Y*
1.09%
5Y*
-7.52%
10Y*
55.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VONG vs. ETH-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VONG
Vanguard Russell 1000 Growth ETF
2.96%18.45%33.20%42.67%-29.18%27.60%38.30%36.06%-1.53%30.05%
ETH-USD
Ethereum
-42.02%-10.91%46.00%90.84%-67.48%398.30%473.88%-1.52%-82.39%8,984.19%

Correlation

The correlation between VONG and ETH-USD is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.27

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

0.32

Correlation (10Y)
Calculated over the trailing 10-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Aug 7, 2015

0.18

The correlation between VONG and ETH-USD shifts across timeframes, from 0.18 (all time) to 0.37 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VONG vs. ETH-USD — Risk / Return Rank

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

VONG
VONG Risk / Return Rank: 3434
Overall Rank
VONG Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
VONG Sortino Ratio Rank: 3636
Sortino Ratio Rank
VONG Omega Ratio Rank: 3737
Omega Ratio Rank
VONG Calmar Ratio Rank: 2727
Calmar Ratio Rank
VONG Martin Ratio Rank: 3030
Martin Ratio Rank

ETH-USD
ETH-USD Risk / Return Rank: 6969
Overall Rank
ETH-USD Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
ETH-USD Sortino Ratio Rank: 6767
Sortino Ratio Rank
ETH-USD Omega Ratio Rank: 6666
Omega Ratio Rank
ETH-USD Calmar Ratio Rank: 7373
Calmar Ratio Rank
ETH-USD Martin Ratio Rank: 7474
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. ETH-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 1000 Growth ETF (VONG) and Ethereum (ETH-USD). 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.


VONGETH-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.68

Sortino ratioReturn per unit of downside risk

+2.01

Omega ratioGain probability vs. loss probability

1.21

0.97

+0.25

Calmar ratioReturn relative to maximum drawdown

1.17

-0.47

+1.65

Martin ratioReturn relative to average drawdown

3.87

-0.81

+4.69

VONG vs. ETH-USD - Sharpe Ratio Comparison

The current VONG Sharpe Ratio is 1.20, which is higher than the ETH-USD Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of VONG and ETH-USD, 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. ETH-USD - Drawdown Comparison

The maximum VONG drawdown since its inception was -32.72%, smaller than the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for VONG and ETH-USD.


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Drawdown Indicators


VONGETH-USDDifference

Max Drawdown

Largest peak-to-trough decline

-32.72%

-94.01%

+61.29%

Max Drawdown (1Y)

Largest decline over 1 year

-16.23%

-67.53%

+51.30%

Max Drawdown (3Y)

Largest decline over 3 years

-23.27%

-67.53%

+44.26%

Max Drawdown (5Y)

Largest decline over 5 years

-32.72%

-79.35%

+46.63%

Max Drawdown (10Y)

Largest decline over 10 years

-32.72%

-94.01%

+61.29%

Current Drawdown

Current decline from peak

-5.52%

-64.39%

+58.87%

Average Drawdown

Average peak-to-trough decline

-4.88%

-50.90%

+46.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.91%

45.67%

-40.76%

Volatility

VONG vs. ETH-USD - Volatility Comparison

The current volatility for Vanguard Russell 1000 Growth ETF (VONG) is 5.30%, while Ethereum (ETH-USD) has a volatility of 17.43%. This indicates that VONG experiences smaller price fluctuations and is considered to be less risky than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VONGETH-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.30%

17.43%

-12.13%

Volatility (6M)

Calculated over the trailing 6-month period

12.35%

46.35%

-34.00%

Volatility (1Y)

Calculated over the trailing 1-year period

15.87%

56.08%

-40.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.39%

59.55%

-38.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.91%

77.88%

-56.97%

Frequently Asked Questions


VONG and ETH-USD have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ETH-USD has higher volatility (17.43%) compared to VONG (5.30%). In terms of maximum drawdown, VONG dropped -32.72% vs ETH-USD's -94.01%.

VONG currently has the higher Sharpe Ratio (1.20 vs -0.48), 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 ETH-USD

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