VONG vs. VONE
Compare and contrast key facts about Vanguard Russell 1000 Growth ETF (VONG) and Vanguard Russell 1000 ETF (VONE).
VONG and VONE 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. VONE is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 Index. It was launched on Sep 20, 2010. Both VONG and VONE 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 VONE.
Performance
VONG vs. VONE - Performance Comparison
Returns By Period
In the year-to-date period, VONG achieves a 30.27% return, which is significantly higher than VONE's 25.25% return. Over the past 10 years, VONG has outperformed VONE with an annualized return of 16.43%, while VONE has yielded a comparatively lower 12.87% annualized return.
VONG
30.27%
2.30%
14.52%
36.41%
19.48%
16.43%
VONE
25.25%
1.65%
12.49%
32.57%
15.33%
12.87%
Key characteristics
| VONG | VONE | |
|---|---|---|
| Sharpe Ratio | 2.16 | 2.63 |
| Sortino Ratio | 2.82 | 3.51 |
| Omega Ratio | 1.40 | 1.49 |
| Calmar Ratio | 2.75 | 3.78 |
| Martin Ratio | 10.82 | 17.02 |
| Ulcer Index | 3.33% | 1.90% |
| Daily Std Dev | 16.71% | 12.29% |
| Max Drawdown | -32.72% | -34.67% |
| Current Drawdown | -1.43% | -1.41% |
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VONG vs. VONE - Expense Ratio Comparison
Both VONG and VONE have an expense ratio of 0.08%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between VONG and VONE is 0.93, 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. VONE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 1000 Growth ETF (VONG) and Vanguard Russell 1000 ETF (VONE). 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. VONE - Dividend Comparison
VONG's dividend yield for the trailing twelve months is around 0.59%, less than VONE's 1.21% 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% |
VONE Vanguard Russell 1000 ETF | 1.21% | 1.40% | 1.59% | 1.16% | 1.45% | 1.66% | 1.96% | 1.69% | 1.89% | 1.89% | 1.68% | 1.70% |
Drawdowns
VONG vs. VONE - Drawdown Comparison
The maximum VONG drawdown since its inception was -32.72%, smaller than the maximum VONE drawdown of -34.67%. Use the drawdown chart below to compare losses from any high point for VONG and VONE. For additional features, visit the drawdowns tool.
Volatility
VONG vs. VONE - Volatility Comparison
Vanguard Russell 1000 Growth ETF (VONG) has a higher volatility of 5.69% compared to Vanguard Russell 1000 ETF (VONE) at 4.11%. This indicates that VONG's price experiences larger fluctuations and is considered to be riskier than VONE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.