VONV vs. RVP

Last updated Jun 4, 2026

VONV (Vanguard Russell 1000 Value ETF) is Large Cap Value Equities fund tracking the Russell 1000 Value Index, while RVP (Retractable Technologies, Inc.) is a stock. Over the past 10 years, VONV returned 11.35%/yr vs -12.68%/yr for RVP. At a 0.13 correlation, their price movements are largely independent.

Performance

VONV vs. RVP - Performance Comparison

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

Returns By Period

In the year-to-date period, VONV achieves a 14.28% return, which is significantly higher than RVP's -14.88% return. Over the past 10 years, VONV has outperformed RVP with an annualized return of 11.35%, while RVP has yielded a comparatively lower -12.68% annualized return.

VONV

• 1D: 0.00%
• 1M: 4.28%
• YTD: 14.28%
• 6M: 14.88%
• 1Y: 28.35%
• 3Y*: 18.56%
• 5Y*: 10.30%
• 10Y*: 11.35%

RVP

• 1D: -1.51%
• 1M: 1.11%
• YTD: -14.88%
• 6M: -20.06%
• 1Y: -0.27%
• 3Y*: -15.78%
• 5Y*: -42.07%
• 10Y*: -12.68%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VONV vs. RVP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VONV Vanguard Russell 1000 Value ETF	14.28%	15.81%	14.28%	11.40%	-7.65%	25.28%	2.71%	26.48%	-8.45%	13.59%
RVP Retractable Technologies, Inc.	-14.88%	12.16%	-37.98%	-32.32%	-76.33%	-35.47%	616.00%	152.10%	-12.50%	-26.88%

Correlation

The correlation between VONV and RVP is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.03
Correlation (3Y) Calculated over the trailing 3-year period	0.13
Correlation (5Y) Calculated over the trailing 5-year period	0.21
Correlation (10Y) Calculated over the trailing 10-year period	0.16
Correlation (All Time) Calculated using the full available price history since Sep 23, 2010	0.13

The correlation between VONV and RVP shifts across timeframes, from 0.03 (1 year) to 0.21 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

VONV vs. RVP — Risk / Return Rank

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

VONV

VONV Risk / Return Rank: 81
VONV Sharpe Ratio Rank: 80
VONV Sortino Ratio Rank: 82
VONV Omega Ratio Rank: 78
VONV Calmar Ratio Rank: 80
VONV Martin Ratio Rank: 84

RVP

RVP Risk / Return Rank: 39
RVP Sharpe Ratio Rank: 41
RVP Sortino Ratio Rank: 38
RVP Omega Ratio Rank: 37
RVP Calmar Ratio Rank: 40
RVP Martin Ratio Rank: 40

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. RVP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 1000 Value ETF (VONV) and Retractable Technologies, Inc. (RVP). 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.

	VONV	RVP	Difference
Sharpe ratio: Return per unit of total volatility	2.64	-0.01	+2.64
Sortino ratio: Return per unit of downside risk	3.73	0.34	+3.39
Omega ratio: Gain probability vs. loss probability	1.48	1.04	+0.43
Calmar ratio: Return relative to maximum drawdown	4.18	-0.01	+4.19
Martin ratio: Return relative to average drawdown	17.54	-0.01	+17.55
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VONV vs. RVP - Sharpe Ratio Comparison

The current VONV Sharpe Ratio is 2.64, which is higher than the RVP Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of VONV and RVP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VONV	RVP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.64	-0.01	+2.64
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.70	-0.82	+1.52
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.66	-0.17	+0.83
Sharpe Ratio (All Time) Calculated using the full available price history	0.71	-0.14	+0.85

Drawdowns

VONV vs. RVP - Drawdown Comparison

The maximum VONV drawdown since its inception was -38.21%, smaller than the maximum RVP drawdown of -97.34%. Use the drawdown chart below to compare losses from any high point for VONV and RVP.

Drawdown Indicators

	VONV	RVP	Difference
Max Drawdown Largest peak-to-trough decline	-38.21%	-97.34%	+59.13%
Max Drawdown (1Y) Largest decline over 1 year	-6.81%	-41.42%	+34.61%
Max Drawdown (3Y) Largest decline over 3 years	-15.70%	-57.39%	+41.69%
Max Drawdown (5Y) Largest decline over 5 years	-18.87%	-95.75%	+76.88%
Max Drawdown (10Y) Largest decline over 10 years	-38.21%	-97.34%	+59.13%
Current Drawdown Current decline from peak	0.00%	-96.94%	+96.94%
Average Drawdown Average peak-to-trough decline	-3.91%	-78.81%	+74.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.62%	24.61%	-22.99%

Volatility

VONV vs. RVP - Volatility Comparison

The current volatility for Vanguard Russell 1000 Value ETF (VONV) is 2.94%, while Retractable Technologies, Inc. (RVP) has a volatility of 19.85%. This indicates that VONV experiences smaller price fluctuations and is considered to be less risky than RVP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VONV	RVP	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.94%	19.85%	-16.91%
Volatility (6M) Calculated over the trailing 6-month period	8.09%	33.82%	-25.73%
Volatility (1Y) Calculated over the trailing 1-year period	10.81%	47.26%	-36.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.77%	51.41%	-36.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.24%	74.70%	-57.46%

Dividends

VONV vs. RVP - Dividend Comparison

VONV's dividend yield for the trailing twelve months is around 1.63%, while RVP has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RVP Retractable Technologies, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VONV Vanguard Russell 1000 Value ETF	1.63%	1.82%	1.97%	2.10%	2.22%	1.67%	2.25%	2.30%	2.56%	2.18%	2.39%	2.38%

Frequently Asked Questions

Can I hold both VONV and RVP in my portfolio?

VONV and RVP have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VONV or RVP?

RVP has higher volatility (19.85%) compared to VONV (2.94%). In terms of maximum drawdown, VONV dropped -38.21% vs RVP's -97.34%.

Which has better risk-adjusted returns?

VONV currently has the higher Sharpe Ratio (2.64 vs -0.01), 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.