VONG vs. IWF
Compare and contrast key facts about Vanguard Russell 1000 Growth ETF (VONG) and iShares Russell 1000 Growth ETF (IWF).
VONG and IWF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VONG is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 Growth Index. It was launched on Sep 20, 2010. IWF is a passively managed fund by iShares that tracks the performance of the Russell 1000 Growth Index. It was launched on May 22, 2000. Both VONG and IWF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VONG or IWF.
Performance
VONG vs. IWF - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with VONG having a 30.27% return and IWF slightly lower at 30.07%. Both investments have delivered pretty close results over the past 10 years, with VONG having a 16.43% annualized return and IWF not far behind at 16.30%.
VONG
30.27%
2.30%
14.52%
36.41%
19.48%
16.43%
IWF
30.07%
2.23%
14.41%
36.24%
19.34%
16.30%
Key characteristics
| VONG | IWF | |
|---|---|---|
| Sharpe Ratio | 2.16 | 2.14 |
| Sortino Ratio | 2.82 | 2.79 |
| Omega Ratio | 1.40 | 1.39 |
| Calmar Ratio | 2.75 | 2.70 |
| Martin Ratio | 10.82 | 10.64 |
| Ulcer Index | 3.33% | 3.37% |
| Daily Std Dev | 16.71% | 16.76% |
| Max Drawdown | -32.72% | -64.18% |
| Current Drawdown | -1.43% | -1.51% |
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VONG vs. IWF - Expense Ratio Comparison
VONG has a 0.08% expense ratio, which is lower than IWF's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between VONG and IWF is 0.98, 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.
Risk-Adjusted Performance
VONG vs. IWF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 1000 Growth ETF (VONG) and iShares Russell 1000 Growth ETF (IWF). 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.
Dividends
VONG vs. IWF - Dividend Comparison
VONG's dividend yield for the trailing twelve months is around 0.59%, more than IWF's 0.51% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VONG Vanguard Russell 1000 Growth ETF | 0.59% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% | 1.28% |
IWF iShares Russell 1000 Growth ETF | 0.51% | 0.67% | 0.91% | 0.50% | 0.66% | 0.99% | 1.27% | 1.10% | 1.43% | 1.37% | 1.33% | 1.29% |
Drawdowns
VONG vs. IWF - Drawdown Comparison
The maximum VONG drawdown since its inception was -32.72%, smaller than the maximum IWF drawdown of -64.18%. Use the drawdown chart below to compare losses from any high point for VONG and IWF. For additional features, visit the drawdowns tool.
Volatility
VONG vs. IWF - Volatility Comparison
Vanguard Russell 1000 Growth ETF (VONG) and iShares Russell 1000 Growth ETF (IWF) have volatilities of 5.69% and 5.68%, 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.