VONV vs. RVP
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 11.63%/yr vs -11.81%/yr for RVP. Their 0.12 correlation means their historical movements had little consistent relationship.
Performance
VONV vs. RVP - Performance Comparison
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Returns By Period
In the year-to-date period, VONV achieves a 21.78% return, which is significantly higher than RVP's -14.49% return. Over the past 10 years, VONV has outperformed RVP with an annualized return of 11.63%, while RVP has yielded a comparatively lower -11.81% annualized return.
VONV
- 1D
- 0.96%
- 1M
- 3.00%
- 6M
- 15.57%
- YTD
- 21.78%
- 1Y
- 34.27%
- 3Y*
- 18.96%
- 5Y*
- 12.07%
- 10Y*
- 11.63%
- ALL TIME*
- 12.16%
RVP
- 1D
- 0.00%
- 1M
- -9.57%
- 6M
- -6.53%
- YTD
- -14.49%
- 1Y
- -11.12%
- 3Y*
- -16.89%
- 5Y*
- -44.51%
- 10Y*
- -11.81%
- ALL TIME*
- -8.05%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $10.65K | $18.60K | $50.63K | |
| $71.92M | $88.86M | $95.94M |
VONV vs. RVP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VONV Vanguard Russell 1000 Value ETF | 21.78% | 15.81% | 14.28% | 11.40% | -7.65% | 25.28% | 2.71% | 26.48% | -8.45% | 13.59% |
RVP Retractable Technologies, Inc. | -14.49% | 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 -0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.04 |
Correlation (3Y) Balances recent behavior with more history. | 0.10 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.20 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.15 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2010 | 0.12 |
The correlation between VONV and RVP shifts across timeframes, from -0.04 (1 year) to 0.20 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
VONV vs. RVP — Risk / Return Rank
VONV
RVP
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.
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.
| VONV | RVP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.29 | ||
| Sortino ratioReturn per unit of downside risk | +4.28 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.00 | +0.55 |
| Calmar ratioReturn relative to maximum drawdown | 5.05 | -0.27 | +5.32 |
| Martin ratioReturn relative to average drawdown | 21.69 | -0.39 | +22.08 |
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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.
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Drawdown Indicators
| VONV | RVP | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -96.93% | +96.93% |
Average DrawdownAverage peak-to-trough decline | -3.87% | -78.91% | +75.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.58% | 28.33% | -26.75% |
Volatility
VONV vs. RVP - Volatility Comparison
The current volatility for Vanguard Russell 1000 Value ETF (VONV) is 2.76%, while Retractable Technologies, Inc. (RVP) has a volatility of 7.54%. 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.
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Volatility by Period
| VONV | RVP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.76% | 7.54% | -4.78% |
Volatility (6M)Calculated over the trailing 6-month period | 8.71% | 34.22% | -25.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.31% | 46.91% | -35.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.78% | 50.53% | -35.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.21% | 74.60% | -57.39% |
Dividends
VONV vs. RVP - Dividend Comparison
VONV's dividend yield for the trailing twelve months is around 1.54%, 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 | 1.54% | 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
VONV and RVP have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RVP has higher volatility (7.54%) compared to VONV (2.76%). In terms of maximum drawdown, VONV dropped -38.21% vs RVP's -97.34%.
VONV currently has the higher Sharpe Ratio (3.05 vs -0.24), 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.
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