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

Correlation

The correlation between VONV and VONG is 0.75, 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.


-0.50.00.51.00.8

Performance

VONV vs. VONG - 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 Growth ETF (VONG). The values are adjusted to include any dividend payments, if applicable.

300.00%400.00%500.00%600.00%700.00%800.00%900.00%AugustSeptemberOctoberNovemberDecember2025
349.41%
839.14%
VONV
VONG

Key characteristics

Sharpe Ratio

VONV:

1.89

VONG:

1.98

Sortino Ratio

VONV:

2.66

VONG:

2.58

Omega Ratio

VONV:

1.34

VONG:

1.35

Calmar Ratio

VONV:

2.67

VONG:

2.65

Martin Ratio

VONV:

8.16

VONG:

10.08

Ulcer Index

VONV:

2.55%

VONG:

3.45%

Daily Std Dev

VONV:

10.99%

VONG:

17.60%

Max Drawdown

VONV:

-38.21%

VONG:

-32.72%

Current Drawdown

VONV:

-3.63%

VONG:

-2.75%

Returns By Period

In the year-to-date period, VONV achieves a 3.46% return, which is significantly higher than VONG's 1.37% return. Over the past 10 years, VONV has underperformed VONG with an annualized return of 9.03%, while VONG has yielded a comparatively higher 17.01% annualized return.


VONV

YTD

3.46%

1M

4.15%

6M

7.68%

1Y

20.40%

5Y*

9.09%

10Y*

9.03%

VONG

YTD

1.37%

1M

1.03%

6M

12.74%

1Y

33.00%

5Y*

18.15%

10Y*

17.01%

*Annualized

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. VONG - Expense Ratio Comparison

Both VONV and VONG 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 VONG: 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. VONG — Risk-Adjusted Performance Rank

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

VONV
The Risk-Adjusted Performance Rank of VONV is 7171
Overall Rank
The Sharpe Ratio Rank of VONV is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of VONV is 7474
Sortino Ratio Rank
The Omega Ratio Rank of VONV is 7272
Omega Ratio Rank
The Calmar Ratio Rank of VONV is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VONV is 6464
Martin Ratio Rank

VONG
The Risk-Adjusted Performance Rank of VONG is 7373
Overall Rank
The Sharpe Ratio Rank of VONG is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of VONG is 7272
Sortino Ratio Rank
The Omega Ratio Rank of VONG is 7474
Omega Ratio Rank
The Calmar Ratio Rank of VONG is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VONG is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VONV vs. VONG - 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 Growth ETF (VONG). 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 1.89, compared to the broader market0.002.004.001.891.98
The chart of Sortino ratio for VONV, currently valued at 2.66, compared to the broader market0.005.0010.002.662.58
The chart of Omega ratio for VONV, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.341.35
The chart of Calmar ratio for VONV, currently valued at 2.67, compared to the broader market0.005.0010.0015.0020.002.672.65
The chart of Martin ratio for VONV, currently valued at 8.16, compared to the broader market0.0020.0040.0060.0080.00100.008.1610.08
VONV
VONG

The current VONV Sharpe Ratio is 1.89, which is comparable to the VONG Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of VONV and VONG, 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 Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.89
1.98
VONV
VONG

Dividends

VONV vs. VONG - Dividend Comparison

VONV's dividend yield for the trailing twelve months is around 1.90%, more than VONG's 0.55% yield.


TTM20242023202220212020201920182017201620152014
VONV
Vanguard Russell 1000 Value ETF
1.90%1.97%2.09%2.23%1.67%2.25%2.30%2.56%2.18%2.39%2.38%2.10%
VONG
Vanguard Russell 1000 Growth ETF
0.55%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%

Drawdowns

VONV vs. VONG - Drawdown Comparison

The maximum VONV drawdown since its inception was -38.21%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for VONV and VONG. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-3.63%
-2.75%
VONV
VONG

Volatility

VONV vs. VONG - Volatility Comparison

The current volatility for Vanguard Russell 1000 Value ETF (VONV) is 4.27%, while Vanguard Russell 1000 Growth ETF (VONG) has a volatility of 6.31%. This indicates that VONV experiences smaller price fluctuations and is considered to be less risky than VONG 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%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
4.27%
6.31%
VONV
VONG
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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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