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VONV vs. VONE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VONV and VONE is 0.89, 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.


-0.50.00.51.00.9

Performance

VONV vs. VONE - Performance Comparison

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

300.00%350.00%400.00%450.00%500.00%550.00%JulyAugustSeptemberOctoberNovemberDecember
335.50%
558.62%
VONV
VONE

Key characteristics

Sharpe Ratio

VONV:

1.56

VONE:

2.19

Sortino Ratio

VONV:

2.23

VONE:

2.91

Omega Ratio

VONV:

1.28

VONE:

1.41

Calmar Ratio

VONV:

2.17

VONE:

3.22

Martin Ratio

VONV:

8.42

VONE:

14.20

Ulcer Index

VONV:

2.01%

VONE:

1.94%

Daily Std Dev

VONV:

10.85%

VONE:

12.58%

Max Drawdown

VONV:

-38.21%

VONE:

-34.67%

Current Drawdown

VONV:

-6.60%

VONE:

-2.92%

Returns By Period

In the year-to-date period, VONV achieves a 14.57% return, which is significantly lower than VONE's 25.48% return. Over the past 10 years, VONV has underperformed VONE with an annualized return of 8.32%, while VONE has yielded a comparatively higher 12.77% annualized return.


VONV

YTD

14.57%

1M

-4.92%

6M

7.32%

1Y

15.27%

5Y*

8.74%

10Y*

8.32%

VONE

YTD

25.48%

1M

-0.40%

6M

9.97%

1Y

25.99%

5Y*

14.51%

10Y*

12.77%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VONV vs. VONE - Expense Ratio Comparison

Both VONV and VONE have an expense ratio of 0.08%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


VONV
Vanguard Russell 1000 Value ETF
Expense ratio chart for VONV: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for VONE: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

VONV vs. VONE - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for VONV, currently valued at 1.56, compared to the broader market0.002.004.001.562.19
The chart of Sortino ratio for VONV, currently valued at 2.23, compared to the broader market-2.000.002.004.006.008.0010.002.232.91
The chart of Omega ratio for VONV, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.001.281.41
The chart of Calmar ratio for VONV, currently valued at 2.17, compared to the broader market0.005.0010.0015.002.173.22
The chart of Martin ratio for VONV, currently valued at 8.42, compared to the broader market0.0020.0040.0060.0080.00100.008.4214.20
VONV
VONE

The current VONV Sharpe Ratio is 1.56, which is comparable to the VONE Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of VONV and VONE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.56
2.19
VONV
VONE

Dividends

VONV vs. VONE - Dividend Comparison

VONV's dividend yield for the trailing twelve months is around 1.42%, more than VONE's 0.87% yield.


TTM20232022202120202019201820172016201520142013
VONV
Vanguard Russell 1000 Value ETF
1.42%2.09%2.23%1.67%2.25%2.30%2.56%2.18%2.39%2.38%2.10%1.92%
VONE
Vanguard Russell 1000 ETF
0.87%1.40%1.59%1.16%1.45%1.66%1.96%1.69%1.89%1.89%1.68%1.70%

Drawdowns

VONV vs. VONE - Drawdown Comparison

The maximum VONV drawdown since its inception was -38.21%, which is greater than VONE's maximum drawdown of -34.67%. Use the drawdown chart below to compare losses from any high point for VONV and VONE. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.60%
-2.92%
VONV
VONE

Volatility

VONV vs. VONE - Volatility Comparison

The current volatility for Vanguard Russell 1000 Value ETF (VONV) is 3.69%, while Vanguard Russell 1000 ETF (VONE) has a volatility of 3.89%. This indicates that VONV experiences smaller price fluctuations and is considered to be less risky than VONE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.69%
3.89%
VONV
VONE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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