PortfoliosLab logo
VONV vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VONV and VOO 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.


-0.50.00.51.0
Correlation: 0.9

Performance

VONV vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Russell 1000 Value ETF (VONV) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
326.13%
526.97%
VONV
VOO

Key characteristics

Sharpe Ratio

VONV:

0.45

VOO:

0.57

Sortino Ratio

VONV:

0.73

VOO:

0.92

Omega Ratio

VONV:

1.10

VOO:

1.13

Calmar Ratio

VONV:

0.46

VOO:

0.58

Martin Ratio

VONV:

1.78

VOO:

2.42

Ulcer Index

VONV:

4.03%

VOO:

4.51%

Daily Std Dev

VONV:

16.10%

VOO:

19.17%

Max Drawdown

VONV:

-38.21%

VOO:

-33.99%

Current Drawdown

VONV:

-8.62%

VOO:

-10.56%

Returns By Period

In the year-to-date period, VONV achieves a -1.90% return, which is significantly higher than VOO's -6.43% return. Over the past 10 years, VONV has underperformed VOO with an annualized return of 8.14%, while VOO has yielded a comparatively higher 12.02% annualized return.


VONV

YTD

-1.90%

1M

-4.62%

6M

-4.19%

1Y

6.25%

5Y*

13.48%

10Y*

8.14%

VOO

YTD

-6.43%

1M

-4.99%

6M

-5.02%

1Y

9.61%

5Y*

15.88%

10Y*

12.02%

*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. VOO - Expense Ratio Comparison

VONV has a 0.08% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for VONV: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VONV: 0.08%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

VONV vs. VOO — 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 5757
Overall Rank
The Sharpe Ratio Rank of VONV is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of VONV is 5555
Sortino Ratio Rank
The Omega Ratio Rank of VONV is 5555
Omega Ratio Rank
The Calmar Ratio Rank of VONV is 6161
Calmar Ratio Rank
The Martin Ratio Rank of VONV is 5757
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6666
Overall Rank
The Sharpe Ratio Rank of VOO is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6767
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 1000 Value ETF (VONV) and Vanguard S&P 500 ETF (VOO). 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.


The chart of Sharpe ratio for VONV, currently valued at 0.45, compared to the broader market-1.000.001.002.003.004.00
VONV: 0.45
VOO: 0.57
The chart of Sortino ratio for VONV, currently valued at 0.73, compared to the broader market-2.000.002.004.006.008.00
VONV: 0.73
VOO: 0.92
The chart of Omega ratio for VONV, currently valued at 1.10, compared to the broader market0.501.001.502.002.50
VONV: 1.10
VOO: 1.13
The chart of Calmar ratio for VONV, currently valued at 0.46, compared to the broader market0.002.004.006.008.0010.0012.00
VONV: 0.46
VOO: 0.58
The chart of Martin ratio for VONV, currently valued at 1.78, compared to the broader market0.0020.0040.0060.00
VONV: 1.78
VOO: 2.42

The current VONV Sharpe Ratio is 0.45, which is comparable to the VOO Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of VONV and VOO, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.45
0.57
VONV
VOO

Dividends

VONV vs. VOO - Dividend Comparison

VONV's dividend yield for the trailing twelve months is around 2.08%, more than VOO's 1.39% yield.


TTM20242023202220212020201920182017201620152014
VONV
Vanguard Russell 1000 Value ETF
2.08%1.97%2.09%2.23%1.67%2.25%2.30%2.56%2.18%2.39%2.38%2.10%
VOO
Vanguard S&P 500 ETF
1.39%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

VONV vs. VOO - Drawdown Comparison

The maximum VONV drawdown since its inception was -38.21%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VONV and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.62%
-10.56%
VONV
VOO

Volatility

VONV vs. VOO - Volatility Comparison

The current volatility for Vanguard Russell 1000 Value ETF (VONV) is 11.81%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.97%. This indicates that VONV experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.81%
13.97%
VONV
VOO