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VONG vs. VONV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VONG and VONV is 0.75, 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.


-0.50.00.51.00.8

Performance

VONG vs. VONV - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
11.77%
6.85%
VONG
VONV

Key characteristics

Sharpe Ratio

VONG:

2.12

VONV:

1.52

Sortino Ratio

VONG:

2.73

VONV:

2.17

Omega Ratio

VONG:

1.39

VONV:

1.27

Calmar Ratio

VONG:

2.76

VONV:

2.11

Martin Ratio

VONG:

10.82

VONV:

8.14

Ulcer Index

VONG:

3.35%

VONV:

2.01%

Daily Std Dev

VONG:

17.15%

VONV:

10.81%

Max Drawdown

VONG:

-32.72%

VONV:

-38.21%

Current Drawdown

VONG:

-3.06%

VONV:

-7.01%

Returns By Period

In the year-to-date period, VONG achieves a 34.60% return, which is significantly higher than VONV's 14.07% return. Over the past 10 years, VONG has outperformed VONV with an annualized return of 16.73%, while VONV has yielded a comparatively lower 8.31% annualized return.


VONG

YTD

34.60%

1M

3.22%

6M

11.57%

1Y

36.27%

5Y*

19.27%

10Y*

16.73%

VONV

YTD

14.07%

1M

-3.91%

6M

6.85%

1Y

16.40%

5Y*

8.63%

10Y*

8.31%

Compare stocks, funds, or ETFs

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


VONG vs. VONV - Expense Ratio Comparison

Both VONG and VONV 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%.


VONG
Vanguard Russell 1000 Growth ETF
Expense ratio chart for VONG: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for VONV: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

VONG vs. VONV - 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 Value ETF (VONV). 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.


Sharpe ratio
The chart of Sharpe ratio for VONG, currently valued at 2.12, compared to the broader market0.002.004.002.121.52
The chart of Sortino ratio for VONG, currently valued at 2.73, compared to the broader market-2.000.002.004.006.008.0010.002.732.17
The chart of Omega ratio for VONG, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.391.27
The chart of Calmar ratio for VONG, currently valued at 2.76, compared to the broader market0.005.0010.0015.002.762.11
The chart of Martin ratio for VONG, currently valued at 10.82, compared to the broader market0.0020.0040.0060.0080.00100.0010.828.14
VONG
VONV

The current VONG Sharpe Ratio is 2.12, which is higher than the VONV Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of VONG and VONV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.12
1.52
VONG
VONV

Dividends

VONG vs. VONV - Dividend Comparison

VONG's dividend yield for the trailing twelve months is around 0.42%, less than VONV's 1.42% yield.


TTM20232022202120202019201820172016201520142013
VONG
Vanguard Russell 1000 Growth ETF
0.42%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%1.28%
VONV
Vanguard Russell 1000 Value ETF
1.42%2.09%2.23%1.67%2.25%2.30%2.56%2.18%2.39%2.38%2.10%1.92%

Drawdowns

VONG vs. VONV - Drawdown Comparison

The maximum VONG drawdown since its inception was -32.72%, smaller than the maximum VONV drawdown of -38.21%. Use the drawdown chart below to compare losses from any high point for VONG and VONV. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.06%
-7.01%
VONG
VONV

Volatility

VONG vs. VONV - Volatility Comparison

Vanguard Russell 1000 Growth ETF (VONG) has a higher volatility of 4.87% compared to Vanguard Russell 1000 Value ETF (VONV) at 3.53%. This indicates that VONG's price experiences larger fluctuations and is considered to be riskier than VONV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.87%
3.53%
VONG
VONV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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