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VONG vs. VT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VONG vs. VT - Performance Comparison

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

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VONG vs. VT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VONG
Vanguard Russell 1000 Growth ETF
-9.79%18.45%33.20%42.67%-29.18%27.60%38.30%36.06%-1.53%30.05%
VT
Vanguard Total World Stock ETF
-1.71%22.43%16.49%22.02%-18.00%18.27%16.59%26.81%-9.76%24.50%

Returns By Period

In the year-to-date period, VONG achieves a -9.79% return, which is significantly lower than VT's -1.71% return. Over the past 10 years, VONG has outperformed VT with an annualized return of 16.65%, while VT has yielded a comparatively lower 11.53% annualized return.


VONG

1D
3.76%
1M
-5.21%
YTD
-9.79%
6M
-8.75%
1Y
18.79%
3Y*
21.10%
5Y*
12.35%
10Y*
16.65%

VT

1D
3.08%
1M
-6.22%
YTD
-1.71%
6M
1.42%
1Y
21.53%
3Y*
16.86%
5Y*
9.22%
10Y*
11.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VONG vs. VT - Expense Ratio Comparison

Both VONG and VT have an expense ratio of 0.06%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

VONG vs. VT — Risk / Return Rank

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

VONG
VONG Risk / Return Rank: 5151
Overall Rank
VONG Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
VONG Sortino Ratio Rank: 5656
Sortino Ratio Rank
VONG Omega Ratio Rank: 5454
Omega Ratio Rank
VONG Calmar Ratio Rank: 5151
Calmar Ratio Rank
VONG Martin Ratio Rank: 4545
Martin Ratio Rank

VT
VT Risk / Return Rank: 7777
Overall Rank
VT Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VT Sortino Ratio Rank: 7676
Sortino Ratio Rank
VT Omega Ratio Rank: 7777
Omega Ratio Rank
VT Calmar Ratio Rank: 7575
Calmar Ratio Rank
VT Martin Ratio Rank: 8282
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. VT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 1000 Growth ETF (VONG) and Vanguard Total World Stock ETF (VT). 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.


VONGVTDifference

Sharpe ratio

Return per unit of total volatility

0.84

1.25

-0.41

Sortino ratio

Return per unit of downside risk

1.36

1.84

-0.48

Omega ratio

Gain probability vs. loss probability

1.19

1.27

-0.08

Calmar ratio

Return relative to maximum drawdown

1.16

1.83

-0.67

Martin ratio

Return relative to average drawdown

4.00

8.51

-4.50

VONG vs. VT - Sharpe Ratio Comparison

The current VONG Sharpe Ratio is 0.84, which is lower than the VT Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of VONG and VT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VONGVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.25

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.58

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.67

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.40

+0.44

Correlation

The correlation between VONG and VT is 0.88, 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.


Dividends

VONG vs. VT - Dividend Comparison

VONG's dividend yield for the trailing twelve months is around 0.51%, less than VT's 1.82% yield.


TTM20252024202320222021202020192018201720162015
VONG
Vanguard Russell 1000 Growth ETF
0.51%0.45%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%
VT
Vanguard Total World Stock ETF
1.82%1.82%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%

Drawdowns

VONG vs. VT - Drawdown Comparison

The maximum VONG drawdown since its inception was -32.72%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for VONG and VT.


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Drawdown Indicators


VONGVTDifference

Max Drawdown

Largest peak-to-trough decline

-32.72%

-50.27%

+17.55%

Max Drawdown (1Y)

Largest decline over 1 year

-16.23%

-11.84%

-4.39%

Max Drawdown (5Y)

Largest decline over 5 years

-32.72%

-26.38%

-6.34%

Max Drawdown (10Y)

Largest decline over 10 years

-32.72%

-34.24%

+1.52%

Current Drawdown

Current decline from peak

-13.09%

-6.89%

-6.20%

Average Drawdown

Average peak-to-trough decline

-4.90%

-7.08%

+2.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.72%

2.55%

+2.17%

Volatility

VONG vs. VT - Volatility Comparison

Vanguard Russell 1000 Growth ETF (VONG) has a higher volatility of 6.72% compared to Vanguard Total World Stock ETF (VT) at 6.33%. This indicates that VONG's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VONGVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.72%

6.33%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

12.34%

9.95%

+2.39%

Volatility (1Y)

Calculated over the trailing 1-year period

22.40%

17.24%

+5.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.35%

15.98%

+5.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.82%

17.20%

+3.62%