VONV vs. VTIAX

Last updated Jun 13, 2026

VONV (Vanguard Russell 1000 Value ETF) and VTIAX (Vanguard Total International Stock Index Fund Admiral Shares) are both funds - VONV is a Large Cap Value Equities fund tracking the Russell 1000 Value Index, while VTIAX is a Foreign Large Cap Equities fund tracking the FTSE Global All Cap ex US Index. Both are passively managed. Over the past 10 years, VONV returned 11.59%/yr vs 9.95%/yr for VTIAX. A 0.78 correlation means they provide meaningful diversification when combined. VONV charges 0.06%/yr vs 0.09%/yr for VTIAX.

Performance

VONV vs. VTIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Russell 1000 Value ETF (VONV) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VONV achieves a 15.65% return, which is significantly higher than VTIAX's 12.84% return. Over the past 10 years, VONV has outperformed VTIAX with an annualized return of 11.59%, while VTIAX has yielded a comparatively lower 9.95% annualized return.

VONV

• 1D: 0.97%
• 1M: 3.23%
• YTD: 15.65%
• 6M: 15.46%
• 1Y: 28.70%
• 3Y*: 18.13%
• 5Y*: 10.70%
• 10Y*: 11.59%

VTIAX

• 1D: 3.14%
• 1M: -0.02%
• YTD: 12.84%
• 6M: 14.70%
• 1Y: 27.44%
• 3Y*: 18.43%
• 5Y*: 8.12%
• 10Y*: 9.95%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VONV vs. VTIAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VONV Vanguard Russell 1000 Value ETF	15.65%	15.81%	14.28%	11.40%	-7.65%	25.28%	2.71%	26.48%	-8.45%	13.59%
VTIAX Vanguard Total International Stock Index Fund Admiral Shares	12.84%	32.18%	5.34%	15.28%	-16.02%	8.59%	11.27%	21.52%	-14.46%	27.54%

Correlation

The correlation between VONV and VTIAX is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.71
Correlation (5Y) Calculated over the trailing 5-year period	0.75
Correlation (10Y) Calculated over the trailing 10-year period	0.76
Correlation (All Time) Calculated using the full available price history since Nov 29, 2010	0.78

The correlation between VONV and VTIAX has been stable across timeframes, ranging from 0.71 to 0.78 - a consistent structural relationship.

VONV vs. VTIAX - Sectors Allocation Comparison

Sectors	VONV	VTIAX
Financial Services	18.9%	22.3%
Technology	14.9%	18.1%
Industrials	13.1%	16.1%
Healthcare	10.9%	7.1%
Communication Services	8.5%	4.4%
Consumer Cyclical	7.3%	8.4%
Consumer Defensive	7.2%	5.0%
Energy	7.0%	5.2%
Utilities	4.4%	3.2%
Real Estate	4.1%	2.6%
Basic Materials	3.8%	7.6%

Return for Risk

VONV vs. VTIAX — Risk / Return Rank

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

VONV

VONV Risk / Return Rank: 88
VONV Sharpe Ratio Rank: 89
VONV Sortino Ratio Rank: 89
VONV Omega Ratio Rank: 86
VONV Calmar Ratio Rank: 86
VONV Martin Ratio Rank: 89

VTIAX

VTIAX Risk / Return Rank: 65
VTIAX Sharpe Ratio Rank: 67
VTIAX Sortino Ratio Rank: 63
VTIAX Omega Ratio Rank: 67
VTIAX Calmar Ratio Rank: 65
VTIAX Martin Ratio Rank: 62

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VONV vs. VTIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 1000 Value ETF (VONV) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). 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	VTIAX	Difference
Sharpe ratio: Return per unit of total volatility	2.57	1.88	+0.70
Sortino ratio: Return per unit of downside risk	3.60	2.57	+1.03
Omega ratio: Gain probability vs. loss probability	1.46	1.35	+0.11
Calmar ratio: Return relative to maximum drawdown	4.23	2.51	+1.72
Martin ratio: Return relative to average drawdown	17.62	9.72	+7.90

VONV vs. VTIAX - Sharpe Ratio Comparison

The current VONV Sharpe Ratio is 2.57, which is higher than the VTIAX Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of VONV and VTIAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VONV vs. VTIAX - Drawdown Comparison

The maximum VONV drawdown since its inception was -38.21%, which is greater than VTIAX's maximum drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for VONV and VTIAX.

Drawdown Indicators

	VONV	VTIAX	Difference
Max Drawdown Largest peak-to-trough decline	-38.21%	-35.83%	-2.38%
Max Drawdown (1Y) Largest decline over 1 year	-6.81%	-11.28%	+4.47%
Max Drawdown (3Y) Largest decline over 3 years	-15.70%	-13.13%	-2.57%
Max Drawdown (5Y) Largest decline over 5 years	-18.87%	-29.56%	+10.69%
Max Drawdown (10Y) Largest decline over 10 years	-38.21%	-35.83%	-2.38%
Current Drawdown Current decline from peak	0.00%	-2.23%	+2.23%
Average Drawdown Average peak-to-trough decline	-3.90%	-8.07%	+4.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.64%	2.91%	-1.27%

Volatility

VONV vs. VTIAX - Volatility Comparison

The current volatility for Vanguard Russell 1000 Value ETF (VONV) is 3.92%, while Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) has a volatility of 6.40%. This indicates that VONV experiences smaller price fluctuations and is considered to be less risky than VTIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VONV	VTIAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.92%	6.40%	-2.48%
Volatility (6M) Calculated over the trailing 6-month period	8.54%	12.98%	-4.44%
Volatility (1Y) Calculated over the trailing 1-year period	11.21%	15.09%	-3.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.83%	15.21%	-0.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.26%	15.97%	+1.29%

VONV vs. VTIAX - Expense Ratio Comparison

VONV has a 0.06% expense ratio, which is lower than VTIAX's 0.09% 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%.

Dividends

VONV vs. VTIAX - Dividend Comparison

VONV's dividend yield for the trailing twelve months is around 1.61%, less than VTIAX's 2.66% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VONV Vanguard Russell 1000 Value ETF	1.61%	1.82%	1.97%	2.10%	2.22%	1.67%	2.25%	2.30%	2.56%	2.18%	2.39%	2.38%
VTIAX Vanguard Total International Stock Index Fund Admiral Shares	2.66%	3.15%	3.33%	3.22%	3.04%	3.05%	2.10%	3.04%	3.16%	2.73%	2.93%	2.84%

Frequently Asked Questions

Can I hold both VONV and VTIAX in my portfolio?

VONV and VTIAX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VONV or VTIAX?

VTIAX has higher volatility (6.40%) compared to VONV (3.92%). In terms of maximum drawdown, VONV dropped -38.21% vs VTIAX's -35.83%.

Which has better risk-adjusted returns?

VONV currently has the higher Sharpe Ratio (2.57 vs 1.88), 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.