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

Key characteristics


VOOGVONG
YTD Return12.90%11.55%
1Y Return38.44%44.84%
3Y Return (Ann)10.43%12.82%
5Y Return (Ann)15.76%18.54%
10Y Return (Ann)14.58%16.03%
Sharpe Ratio2.863.00
Daily Std Dev13.28%14.77%
Max Drawdown-32.73%-32.72%
Current Drawdown-0.46%-0.39%

Correlation

0.97
-1.001.00

The correlation between VOOG and VONG is 0.97, 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.

Performance

VOOG vs. VONG - Performance Comparison

In the year-to-date period, VOOG achieves a 12.90% return, which is significantly higher than VONG's 11.55% return. Over the past 10 years, VOOG has underperformed VONG with an annualized return of 14.58%, while VONG has yielded a comparatively higher 16.03% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


450.00%500.00%550.00%600.00%650.00%OctoberNovemberDecember2024FebruaryMarch
583.34%
675.83%
VOOG
VONG

Compare stocks, funds, or ETFs


Vanguard S&P 500 Growth ETF

Vanguard Russell 1000 Growth ETF

VOOG vs. VONG - Expense Ratio Comparison

VOOG has a 0.10% expense ratio, which is higher than VONG's 0.08% expense ratio.

VOOG
Vanguard S&P 500 Growth ETF
0.50%1.00%1.50%2.00%0.10%
0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

VOOG vs. VONG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 Growth ETF (VOOG) 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VOOG
Vanguard S&P 500 Growth ETF
2.86
VONG
Vanguard Russell 1000 Growth ETF
3.00

VOOG vs. VONG - Sharpe Ratio Comparison

The current VOOG Sharpe Ratio is 2.86, which roughly equals the VONG Sharpe Ratio of 3.00. The chart below compares the 12-month rolling Sharpe Ratio of VOOG and VONG.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.86
3.00
VOOG
VONG

Dividends

VOOG vs. VONG - Dividend Comparison

VOOG's dividend yield for the trailing twelve months is around 0.87%, more than VONG's 0.67% yield.


TTM20232022202120202019201820172016201520142013
VOOG
Vanguard S&P 500 Growth ETF
0.87%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%1.46%
VONG
Vanguard Russell 1000 Growth ETF
0.67%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%1.28%

Drawdowns

VOOG vs. VONG - Drawdown Comparison

The maximum VOOG drawdown since its inception was -32.73%, roughly equal to the maximum VONG drawdown of -32.72%. The drawdown chart below compares losses from any high point along the way for VOOG and VONG


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.46%
-0.39%
VOOG
VONG

Volatility

VOOG vs. VONG - Volatility Comparison

Vanguard S&P 500 Growth ETF (VOOG) has a higher volatility of 4.16% compared to Vanguard Russell 1000 Growth ETF (VONG) at 3.91%. This indicates that VOOG's price experiences larger fluctuations and is considered to be riskier 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%OctoberNovemberDecember2024FebruaryMarch
4.16%
3.91%
VOOG
VONG