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

Key characteristics


VONGVTI
YTD Return8.33%6.51%
1Y Return34.79%25.00%
3Y Return (Ann)8.74%6.54%
5Y Return (Ann)16.71%12.69%
10Y Return (Ann)15.62%11.96%
Sharpe Ratio2.492.26
Daily Std Dev15.10%12.08%
Max Drawdown-32.72%-55.45%
Current Drawdown-3.27%-3.12%

Correlation

-0.50.00.51.00.9

The correlation between VONG and VTI 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.

Performance

VONG vs. VTI - Performance Comparison

In the year-to-date period, VONG achieves a 8.33% return, which is significantly higher than VTI's 6.51% return. Over the past 10 years, VONG has outperformed VTI with an annualized return of 15.62%, while VTI has yielded a comparatively lower 11.96% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


300.00%400.00%500.00%600.00%700.00%NovemberDecember2024FebruaryMarchApril
653.42%
450.38%
VONG
VTI

Compare stocks, funds, or ETFs

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


Vanguard Russell 1000 Growth ETF

Vanguard Total Stock Market ETF

VONG vs. VTI - Expense Ratio Comparison

VONG has a 0.08% expense ratio, which is higher than VTI's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually 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 VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

VONG vs. VTI - Risk-Adjusted Performance Comparison

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


VONG
Sharpe ratio
The chart of Sharpe ratio for VONG, currently valued at 2.49, compared to the broader market-1.000.001.002.003.004.002.49
Sortino ratio
The chart of Sortino ratio for VONG, currently valued at 3.45, compared to the broader market-2.000.002.004.006.008.003.45
Omega ratio
The chart of Omega ratio for VONG, currently valued at 1.43, compared to the broader market0.501.001.502.002.501.43
Calmar ratio
The chart of Calmar ratio for VONG, currently valued at 1.81, compared to the broader market0.002.004.006.008.0010.001.81
Martin ratio
The chart of Martin ratio for VONG, currently valued at 13.11, compared to the broader market0.0020.0040.0060.0013.11
VTI
Sharpe ratio
The chart of Sharpe ratio for VTI, currently valued at 2.26, compared to the broader market-1.000.001.002.003.004.002.26
Sortino ratio
The chart of Sortino ratio for VTI, currently valued at 3.24, compared to the broader market-2.000.002.004.006.008.003.24
Omega ratio
The chart of Omega ratio for VTI, currently valued at 1.39, compared to the broader market0.501.001.502.002.501.39
Calmar ratio
The chart of Calmar ratio for VTI, currently valued at 1.75, compared to the broader market0.002.004.006.008.0010.001.75
Martin ratio
The chart of Martin ratio for VTI, currently valued at 8.66, compared to the broader market0.0020.0040.0060.008.66

VONG vs. VTI - Sharpe Ratio Comparison

The current VONG Sharpe Ratio is 2.49, which roughly equals the VTI Sharpe Ratio of 2.26. The chart below compares the 12-month rolling Sharpe Ratio of VONG and VTI.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
2.49
2.26
VONG
VTI

Dividends

VONG vs. VTI - Dividend Comparison

VONG's dividend yield for the trailing twelve months is around 0.69%, less than VTI's 1.40% yield.


TTM20232022202120202019201820172016201520142013
VONG
Vanguard Russell 1000 Growth ETF
0.69%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%1.28%
VTI
Vanguard Total Stock Market ETF
1.40%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

VONG vs. VTI - Drawdown Comparison

The maximum VONG drawdown since its inception was -32.72%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VONG and VTI. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.27%
-3.12%
VONG
VTI

Volatility

VONG vs. VTI - Volatility Comparison

Vanguard Russell 1000 Growth ETF (VONG) has a higher volatility of 4.97% compared to Vanguard Total Stock Market ETF (VTI) at 3.67%. This indicates that VONG's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%NovemberDecember2024FebruaryMarchApril
4.97%
3.67%
VONG
VTI