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VONG vs. VWOB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VONG vs. VWOB - Performance Comparison

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

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Returns By Period

In the year-to-date period, VONG achieves a 2.96% return, which is significantly higher than VWOB's 2.08% return. Over the past 10 years, VONG has outperformed VWOB with an annualized return of 18.29%, while VWOB has yielded a comparatively lower 3.62% annualized return.


VONG

1D
0.10%
1M
-2.20%
YTD
2.96%
6M
3.46%
1Y
20.50%
3Y*
22.47%
5Y*
14.01%
10Y*
18.29%

VWOB

1D
0.16%
1M
2.06%
YTD
2.08%
6M
2.45%
1Y
10.76%
3Y*
9.31%
5Y*
2.01%
10Y*
3.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VONG vs. VWOB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VONG
Vanguard Russell 1000 Growth ETF
2.96%18.45%33.20%42.67%-29.18%27.60%38.30%36.06%-1.53%30.05%
VWOB
Vanguard Emerging Markets Government Bond ETF
2.08%13.49%5.20%10.68%-17.39%-1.80%5.65%14.46%-2.92%8.41%

Correlation

The correlation between VONG and VWOB is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

Correlation (3Y)
Calculated over the trailing 3-year period

0.44

Correlation (5Y)
Calculated over the trailing 5-year period

0.47

Correlation (10Y)
Calculated over the trailing 10-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2013

0.42

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Return for Risk

VONG vs. VWOB — Risk / Return Rank

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

VONG
VONG Risk / Return Rank: 3434
Overall Rank
VONG Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
VONG Sortino Ratio Rank: 3636
Sortino Ratio Rank
VONG Omega Ratio Rank: 3737
Omega Ratio Rank
VONG Calmar Ratio Rank: 2727
Calmar Ratio Rank
VONG Martin Ratio Rank: 3030
Martin Ratio Rank

VWOB
VWOB Risk / Return Rank: 6666
Overall Rank
VWOB Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VWOB Sortino Ratio Rank: 7474
Sortino Ratio Rank
VWOB Omega Ratio Rank: 7474
Omega Ratio Rank
VWOB Calmar Ratio Rank: 5252
Calmar Ratio Rank
VWOB Martin Ratio Rank: 6262
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. VWOB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 1000 Growth ETF (VONG) and Vanguard Emerging Markets Government Bond ETF (VWOB). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VONGVWOBDifference
Sharpe ratioReturn per unit of total volatility

-0.75

Sortino ratioReturn per unit of downside risk

-1.18

Omega ratioGain probability vs. loss probability

1.21

1.38

-0.16

Calmar ratioReturn relative to maximum drawdown

1.17

2.29

-1.12

Martin ratioReturn relative to average drawdown

3.87

9.66

-5.79

VONG vs. VWOB - Sharpe Ratio Comparison

The current VONG Sharpe Ratio is 1.20, which is lower than the VWOB Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of VONG and VWOB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VONG vs. VWOB - Drawdown Comparison

The maximum VONG drawdown since its inception was -32.72%, which is greater than VWOB's maximum drawdown of -26.98%. Use the drawdown chart below to compare losses from any high point for VONG and VWOB.


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Drawdown Indicators


VONGVWOBDifference

Max Drawdown

Largest peak-to-trough decline

-32.72%

-26.98%

-5.74%

Max Drawdown (1Y)

Largest decline over 1 year

-16.23%

-4.48%

-11.75%

Max Drawdown (3Y)

Largest decline over 3 years

-23.27%

-7.71%

-15.56%

Max Drawdown (5Y)

Largest decline over 5 years

-32.72%

-26.98%

-5.74%

Max Drawdown (10Y)

Largest decline over 10 years

-32.72%

-26.98%

-5.74%

Current Drawdown

Current decline from peak

-5.52%

0.00%

-5.52%

Average Drawdown

Average peak-to-trough decline

-4.88%

-4.79%

-0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.91%

1.06%

+3.85%

Volatility

VONG vs. VWOB - Volatility Comparison

Vanguard Russell 1000 Growth ETF (VONG) has a higher volatility of 5.30% compared to Vanguard Emerging Markets Government Bond ETF (VWOB) at 1.90%. This indicates that VONG's price experiences larger fluctuations and is considered to be riskier than VWOB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VONGVWOBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.30%

1.90%

+3.40%

Volatility (6M)

Calculated over the trailing 6-month period

12.35%

4.31%

+8.04%

Volatility (1Y)

Calculated over the trailing 1-year period

15.87%

5.25%

+10.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.39%

9.19%

+12.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.91%

9.35%

+11.56%

VONG vs. VWOB - Expense Ratio Comparison

VONG has a 0.06% expense ratio, which is lower than VWOB's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VONG vs. VWOB - Dividend Comparison

VONG's dividend yield for the trailing twelve months is around 0.44%, less than VWOB's 5.82% yield.


PositionTTM20252024202320222021202020192018201720162015
VONG
Vanguard Russell 1000 Growth ETF
0.44%0.45%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%
VWOB
Vanguard Emerging Markets Government Bond ETF
5.82%5.92%6.08%5.50%5.30%4.04%4.18%4.58%4.52%4.61%4.71%4.93%

Frequently Asked Questions


VONG and VWOB have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VONG has higher volatility (5.30%) compared to VWOB (1.90%). In terms of maximum drawdown, VONG dropped -32.72% vs VWOB's -26.98%.

On 10-year performance, VONG leads with 18.29% vs 3.62% for VWOB. On fees, VONG is cheaper at 0.06% per year. On volatility, VWOB has been the lower-risk option at 1.90%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VONG has performed better with a 18.29% return vs 3.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VONG is cheaper with a 0.06% expense ratio, compared with 0.15% for VWOB.

VWOB has the higher dividend yield at 5.82%, compared with 0.44% for VONG.

VONG is categorized as Large Cap Growth Equities, while VWOB is Emerging Markets Bonds. VONG tracks Russell 1000 Growth Index, while VWOB tracks Bloomberg USD Emerging Markets Government RIC Capped Index. Their fees differ too: 0.06% for VONG and 0.15% for VWOB.

VWOB currently has the higher Sharpe Ratio (1.96 vs 1.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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