VONG vs. VTI
Compare and contrast key facts about Vanguard Russell 1000 Growth ETF (VONG) and Vanguard Total Stock Market ETF (VTI).
VONG and VTI 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. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both VONG and VTI 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 VTI.
Performance
VONG vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, VONG achieves a 30.27% return, which is significantly higher than VTI's 24.77% return. Over the past 10 years, VONG has outperformed VTI with an annualized return of 16.43%, while VTI has yielded a comparatively lower 12.63% annualized return.
VONG
30.27%
2.30%
14.52%
36.41%
19.48%
16.43%
VTI
24.77%
1.74%
12.48%
32.60%
14.96%
12.63%
Key characteristics
| VONG | VTI | |
|---|---|---|
| Sharpe Ratio | 2.16 | 2.58 |
| Sortino Ratio | 2.82 | 3.45 |
| Omega Ratio | 1.40 | 1.48 |
| Calmar Ratio | 2.75 | 3.76 |
| Martin Ratio | 10.82 | 16.48 |
| Ulcer Index | 3.33% | 1.96% |
| Daily Std Dev | 16.71% | 12.50% |
| Max Drawdown | -32.72% | -55.45% |
| Current Drawdown | -1.43% | -1.53% |
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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%.
Correlation
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.
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.
Dividends
VONG vs. VTI - Dividend Comparison
VONG's dividend yield for the trailing twelve months is around 0.59%, less than VTI's 1.28% 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% |
VTI Vanguard Total Stock Market ETF | 1.28% | 1.44% | 1.67% | 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.
Volatility
VONG vs. VTI - Volatility Comparison
Vanguard Russell 1000 Growth ETF (VONG) has a higher volatility of 5.69% compared to Vanguard Total Stock Market ETF (VTI) at 4.28%. 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.