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

Performance

VRGWX vs. VONG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Russell 1000 Growth Index Fund Institutional Shares (VRGWX) and Vanguard Russell 1000 Growth ETF (VONG). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
14.26%
14.24%
VRGWX
VONG

Returns By Period

The year-to-date returns for both stocks are quite close, with VRGWX having a 30.71% return and VONG slightly lower at 30.63%. Both investments have delivered pretty close results over the past 10 years, with VRGWX having a 16.43% annualized return and VONG not far behind at 16.39%.


VRGWX

YTD

30.71%

1M

4.13%

6M

14.26%

1Y

36.26%

5Y (annualized)

19.54%

10Y (annualized)

16.43%

VONG

YTD

30.63%

1M

4.08%

6M

14.24%

1Y

36.29%

5Y (annualized)

19.51%

10Y (annualized)

16.39%

Key characteristics


VRGWXVONG
Sharpe Ratio2.132.17
Sortino Ratio2.742.83
Omega Ratio1.401.40
Calmar Ratio2.762.77
Martin Ratio10.9110.89
Ulcer Index3.33%3.33%
Daily Std Dev17.01%16.70%
Max Drawdown-32.70%-32.72%
Current Drawdown-1.11%-1.16%

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VRGWX vs. VONG - Expense Ratio Comparison

VRGWX has a 0.07% expense ratio, which is lower than VONG's 0.08% 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%.


VONG
Vanguard Russell 1000 Growth ETF
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%
Expense ratio chart for VRGWX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Correlation

-0.50.00.51.01.0

The correlation between VRGWX and VONG is 0.98, 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.

Risk-Adjusted Performance

VRGWX vs. VONG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 1000 Growth Index Fund Institutional Shares (VRGWX) 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 VRGWX, currently valued at 2.13, compared to the broader market-1.000.001.002.003.004.005.002.132.17
The chart of Sortino ratio for VRGWX, currently valued at 2.74, compared to the broader market0.005.0010.002.742.83
The chart of Omega ratio for VRGWX, currently valued at 1.40, compared to the broader market1.002.003.004.001.401.40
The chart of Calmar ratio for VRGWX, currently valued at 2.76, compared to the broader market0.005.0010.0015.0020.002.762.77
The chart of Martin ratio for VRGWX, currently valued at 10.91, compared to the broader market0.0020.0040.0060.0080.00100.0010.9110.89
VRGWX
VONG

The current VRGWX Sharpe Ratio is 2.13, which is comparable to the VONG Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of VRGWX 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 Ratio1.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.13
2.17
VRGWX
VONG

Dividends

VRGWX vs. VONG - Dividend Comparison

VRGWX's dividend yield for the trailing twelve months is around 0.60%, more than VONG's 0.59% yield.


TTM20232022202120202019201820172016201520142013
VRGWX
Vanguard Russell 1000 Growth Index Fund Institutional Shares
0.60%0.71%0.99%0.59%0.77%1.03%1.22%1.22%1.52%1.51%1.46%1.33%
VONG
Vanguard Russell 1000 Growth ETF
0.59%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%1.28%

Drawdowns

VRGWX vs. VONG - Drawdown Comparison

The maximum VRGWX drawdown since its inception was -32.70%, roughly equal to the maximum VONG drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for VRGWX 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%JuneJulyAugustSeptemberOctoberNovember
-1.11%
-1.16%
VRGWX
VONG

Volatility

VRGWX vs. VONG - Volatility Comparison

Vanguard Russell 1000 Growth Index Fund Institutional Shares (VRGWX) and Vanguard Russell 1000 Growth ETF (VONG) have volatilities of 5.29% and 5.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
5.29%
5.40%
VRGWX
VONG