VTWV vs. VONG
Compare and contrast key facts about Vanguard Russell 2000 Value ETF (VTWV) and Vanguard Russell 1000 Growth ETF (VONG).
VTWV and VONG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VTWV is a passively managed fund by Vanguard that tracks the performance of the Russell 2000 Value Index. It was launched on Sep 20, 2010. VONG is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 Growth Index. It was launched on Sep 20, 2010. Both VTWV and VONG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTWV or VONG.
Key characteristics
| VTWV | VONG | |
|---|---|---|
| YTD Return | 2.71% | 13.69% |
| 1Y Return | 25.39% | 39.46% |
| 3Y Return (Ann) | 0.85% | 11.93% |
| 5Y Return (Ann) | 8.00% | 18.60% |
| 10Y Return (Ann) | 7.30% | 16.14% |
| Sharpe Ratio | 1.13 | 2.59 |
| Daily Std Dev | 20.62% | 15.13% |
| Max Drawdown | -45.73% | -32.72% |
| Current Drawdown | -4.90% | 0.00% |
Correlation
The correlation between VTWV and VONG is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VTWV vs. VONG - Performance Comparison
In the year-to-date period, VTWV achieves a 2.71% return, which is significantly lower than VONG's 13.69% return. Over the past 10 years, VTWV has underperformed VONG with an annualized return of 7.30%, while VONG has yielded a comparatively higher 16.14% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VTWV vs. VONG - Expense Ratio Comparison
VTWV has a 0.15% expense ratio, which is higher than VONG's 0.08% 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%.
Risk-Adjusted Performance
VTWV vs. VONG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 2000 Value ETF (VTWV) 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.
Dividends
VTWV vs. VONG - Dividend Comparison
VTWV's dividend yield for the trailing twelve months is around 1.89%, more than VONG's 0.65% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTWV Vanguard Russell 2000 Value ETF | 1.89% | 2.02% | 2.07% | 1.60% | 1.49% | 1.82% | 2.04% | 1.63% | 1.57% | 2.03% | 1.71% | 1.42% |
VONG Vanguard Russell 1000 Growth ETF | 0.65% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% | 1.28% |
Drawdowns
VTWV vs. VONG - Drawdown Comparison
The maximum VTWV drawdown since its inception was -45.73%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for VTWV and VONG. For additional features, visit the drawdowns tool.
Volatility
VTWV vs. VONG - Volatility Comparison
The current volatility for Vanguard Russell 2000 Value ETF (VTWV) is 4.19%, while Vanguard Russell 1000 Growth ETF (VONG) has a volatility of 4.93%. This indicates that VTWV 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.