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VONV vs. IWD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VONV vs. IWD - Performance Comparison

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

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VONV vs. IWD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VONV
Vanguard Russell 1000 Value ETF
2.01%15.81%14.28%11.40%-7.65%25.28%2.71%26.48%-8.45%13.59%
IWD
iShares Russell 1000 Value ETF
1.97%15.68%14.17%11.34%-7.75%24.95%2.73%26.12%-8.45%13.45%

Returns By Period

The year-to-date returns for both stocks are quite close, with VONV having a 2.01% return and IWD slightly lower at 1.97%. Both investments have delivered pretty close results over the past 10 years, with VONV having a 10.45% annualized return and IWD not far behind at 10.33%.


VONV

1D
2.08%
1M
-4.88%
YTD
2.01%
6M
5.91%
1Y
15.76%
3Y*
14.25%
5Y*
9.15%
10Y*
10.45%

IWD

1D
2.03%
1M
-4.89%
YTD
1.97%
6M
5.86%
1Y
15.56%
3Y*
14.10%
5Y*
9.01%
10Y*
10.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VONV vs. IWD - Expense Ratio Comparison

VONV has a 0.08% expense ratio, which is lower than IWD's 0.18% 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%.


Return for Risk

VONV vs. IWD — Risk / Return Rank

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

VONV
VONV Risk / Return Rank: 6262
Overall Rank
VONV Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
VONV Sortino Ratio Rank: 5959
Sortino Ratio Rank
VONV Omega Ratio Rank: 6363
Omega Ratio Rank
VONV Calmar Ratio Rank: 6060
Calmar Ratio Rank
VONV Martin Ratio Rank: 7070
Martin Ratio Rank

IWD
IWD Risk / Return Rank: 6262
Overall Rank
IWD Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
IWD Sortino Ratio Rank: 6060
Sortino Ratio Rank
IWD Omega Ratio Rank: 6262
Omega Ratio Rank
IWD Calmar Ratio Rank: 6161
Calmar Ratio Rank
IWD Martin Ratio Rank: 7070
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.

VONV vs. IWD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 1000 Value ETF (VONV) and iShares Russell 1000 Value ETF (IWD). 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.


VONVIWDDifference

Sharpe ratio

Return per unit of total volatility

1.01

0.99

+0.02

Sortino ratio

Return per unit of downside risk

1.46

1.45

+0.01

Omega ratio

Gain probability vs. loss probability

1.22

1.22

0.00

Calmar ratio

Return relative to maximum drawdown

1.41

1.42

-0.01

Martin ratio

Return relative to average drawdown

6.64

6.68

-0.04

VONV vs. IWD - Sharpe Ratio Comparison

The current VONV Sharpe Ratio is 1.01, which is comparable to the IWD Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of VONV and IWD, 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


VONVIWDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

0.99

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.61

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.60

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.40

+0.27

Correlation

The correlation between VONV and IWD is 0.98, 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

VONV vs. IWD - Dividend Comparison

VONV's dividend yield for the trailing twelve months is around 1.82%, more than IWD's 1.67% yield.


TTM20252024202320222021202020192018201720162015
VONV
Vanguard Russell 1000 Value ETF
1.82%1.82%1.97%2.10%2.22%1.67%2.25%2.30%2.56%2.18%2.39%2.38%
IWD
iShares Russell 1000 Value ETF
1.67%1.69%1.87%2.02%2.15%1.62%2.05%2.45%2.71%2.09%2.25%2.47%

Drawdowns

VONV vs. IWD - Drawdown Comparison

The maximum VONV drawdown since its inception was -38.21%, smaller than the maximum IWD drawdown of -60.10%. Use the drawdown chart below to compare losses from any high point for VONV and IWD.


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Drawdown Indicators


VONVIWDDifference

Max Drawdown

Largest peak-to-trough decline

-38.21%

-60.10%

+21.89%

Max Drawdown (1Y)

Largest decline over 1 year

-11.94%

-11.80%

-0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-18.87%

-19.04%

+0.17%

Max Drawdown (10Y)

Largest decline over 10 years

-38.21%

-38.51%

+0.30%

Current Drawdown

Current decline from peak

-4.88%

-4.89%

+0.01%

Average Drawdown

Average peak-to-trough decline

-3.94%

-8.71%

+4.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

2.50%

+0.03%

Volatility

VONV vs. IWD - Volatility Comparison

Vanguard Russell 1000 Value ETF (VONV) and iShares Russell 1000 Value ETF (IWD) have volatilities of 4.35% and 4.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VONVIWDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.35%

4.33%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

8.29%

8.26%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

15.70%

15.76%

-0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.77%

14.80%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.23%

17.28%

-0.05%