VONV vs. VFQY
Compare and contrast key facts about Vanguard Russell 1000 Value ETF (VONV) and Vanguard U.S. Quality Factor ETF (VFQY).
VONV and VFQY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VONV is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 Value Index. It was launched on Sep 20, 2010. VFQY is an actively managed fund by Vanguard. It was launched on Feb 13, 2018.
Performance
VONV vs. VFQY - Performance Comparison
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VONV vs. VFQY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VONV Vanguard Russell 1000 Value ETF | 2.63% | 15.81% | 14.28% | 11.40% | -7.65% | 25.28% | 2.71% | 26.48% | -8.44% |
VFQY Vanguard U.S. Quality Factor ETF | -1.89% | 10.24% | 12.93% | 22.48% | -15.74% | 27.96% | 16.97% | 25.75% | -7.85% |
Returns By Period
In the year-to-date period, VONV achieves a 2.63% return, which is significantly higher than VFQY's -1.89% return.
VONV
- 1D
- 0.61%
- 1M
- -4.14%
- YTD
- 2.63%
- 6M
- 6.42%
- 1Y
- 16.49%
- 3Y*
- 14.48%
- 5Y*
- 9.28%
- 10Y*
- 10.52%
VFQY
- 1D
- 0.55%
- 1M
- -4.66%
- YTD
- -1.89%
- 6M
- -0.10%
- 1Y
- 13.14%
- 3Y*
- 12.99%
- 5Y*
- 7.20%
- 10Y*
- —
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VONV vs. VFQY - Expense Ratio Comparison
VONV has a 0.08% expense ratio, which is lower than VFQY's 0.13% 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. VFQY — Risk / Return Rank
VONV
VFQY
VONV vs. VFQY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 1000 Value ETF (VONV) and Vanguard U.S. Quality Factor ETF (VFQY). 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 | VFQY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 0.68 | +0.38 |
Sortino ratioReturn per unit of downside risk | 1.51 | 1.09 | +0.42 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.15 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.38 | 1.06 | +0.32 |
Martin ratioReturn relative to average drawdown | 6.46 | 4.37 | +2.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VONV | VFQY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 0.68 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.39 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.48 | +0.19 |
Correlation
The correlation between VONV and VFQY is 0.90, 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. VFQY - Dividend Comparison
VONV's dividend yield for the trailing twelve months is around 1.81%, more than VFQY's 1.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VONV Vanguard Russell 1000 Value ETF | 1.81% | 1.82% | 1.97% | 2.10% | 2.22% | 1.67% | 2.25% | 2.30% | 2.56% | 2.18% | 2.39% | 2.38% |
VFQY Vanguard U.S. Quality Factor ETF | 1.20% | 1.17% | 1.34% | 1.38% | 1.43% | 0.98% | 1.22% | 1.34% | 1.31% | 0.00% | 0.00% | 0.00% |
Drawdowns
VONV vs. VFQY - Drawdown Comparison
The maximum VONV drawdown since its inception was -38.21%, roughly equal to the maximum VFQY drawdown of -37.41%. Use the drawdown chart below to compare losses from any high point for VONV and VFQY.
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Drawdown Indicators
| VONV | VFQY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.21% | -37.41% | -0.80% |
Max Drawdown (1Y)Largest decline over 1 year | -11.94% | -12.84% | +0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -18.87% | -25.93% | +7.06% |
Max Drawdown (10Y)Largest decline over 10 years | -38.21% | — | — |
Current DrawdownCurrent decline from peak | -4.30% | -6.40% | +2.10% |
Average DrawdownAverage peak-to-trough decline | -3.94% | -6.80% | +2.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 3.12% | -0.57% |
Volatility
VONV vs. VFQY - Volatility Comparison
The current volatility for Vanguard Russell 1000 Value ETF (VONV) is 4.27%, while Vanguard U.S. Quality Factor ETF (VFQY) has a volatility of 4.69%. This indicates that VONV experiences smaller price fluctuations and is considered to be less risky than VFQY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VONV | VFQY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.27% | 4.69% | -0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 8.30% | 10.36% | -2.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.68% | 19.54% | -3.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.77% | 18.39% | -3.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.23% | 21.02% | -3.79% |