PortfoliosLab logoPortfoliosLab logo
VONG vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

VONG vs. USD=X - Performance Comparison

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

Loading charts...

Returns By Period


VONG

1D
1.49%
1M
-1.46%
YTD
2.86%
6M
1.69%
1Y
19.34%
3Y*
22.67%
5Y*
13.99%
10Y*
18.24%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VONG vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VONG
Vanguard Russell 1000 Growth ETF
2.86%18.45%33.20%42.67%-29.18%27.60%38.30%36.06%-1.53%30.05%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Compare stocks, funds, or ETFs

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


Return for Risk

VONG vs. USD=X — Risk / Return Rank

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

VONG
VONG Risk / Return Rank: 3737
Overall Rank
VONG Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
VONG Sortino Ratio Rank: 3939
Sortino Ratio Rank
VONG Omega Ratio Rank: 4040
Omega Ratio Rank
VONG Calmar Ratio Rank: 3030
Calmar Ratio Rank
VONG Martin Ratio Rank: 3232
Martin Ratio Rank

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. USD=X - Risk-Adjusted Trends Comparison

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


VONGUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.22

Calmar ratioReturn relative to maximum drawdown

1.20

Martin ratioReturn relative to average drawdown

3.96

VONG vs. USD=X - Sharpe Ratio Comparison


Loading charts...

Drawdowns

VONG vs. USD=X - Drawdown Comparison

The maximum VONG drawdown since its inception was -32.72%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for VONG and USD=X.


Loading charts...

Drawdown Indicators


VONGUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-32.72%

0.00%

-32.72%

Max Drawdown (1Y)

Largest decline over 1 year

-16.23%

0.00%

-16.23%

Max Drawdown (3Y)

Largest decline over 3 years

-23.27%

0.00%

-23.27%

Max Drawdown (5Y)

Largest decline over 5 years

-32.72%

0.00%

-32.72%

Max Drawdown (10Y)

Largest decline over 10 years

-32.72%

0.00%

-32.72%

Current Drawdown

Current decline from peak

-5.62%

0.00%

-5.62%

Average Drawdown

Average peak-to-trough decline

-4.88%

0.00%

-4.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.90%

0.00%

+4.90%

Volatility

VONG vs. USD=X - Volatility Comparison

Vanguard Russell 1000 Growth ETF (VONG) has a higher volatility of 5.37% compared to USD Cash (USD=X) at 0.00%. This indicates that VONG's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VONGUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.37%

0.00%

+5.37%

Volatility (6M)

Calculated over the trailing 6-month period

12.35%

0.00%

+12.35%

Volatility (1Y)

Calculated over the trailing 1-year period

15.87%

0.00%

+15.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.40%

0.00%

+21.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.91%

0.00%

+20.91%

Frequently Asked Questions


VONG has higher volatility (5.37%) compared to USD=X (0.00%). In terms of maximum drawdown, VONG dropped -32.72% vs USD=X's 0.00%.

Portfolio Optimizer

Find the right allocation for VONG and USD=X

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

Open Portfolio Optimizer