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VWUSX vs. VONE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VWUSX vs. VONE - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
15.53%
14.11%
VWUSX
VONE

Returns By Period

In the year-to-date period, VWUSX achieves a 30.55% return, which is significantly higher than VONE's 25.98% return. Over the past 10 years, VWUSX has outperformed VONE with an annualized return of 14.56%, while VONE has yielded a comparatively lower 12.90% annualized return.


VWUSX

YTD

30.55%

1M

3.11%

6M

15.53%

1Y

37.83%

5Y (annualized)

16.46%

10Y (annualized)

14.56%

VONE

YTD

25.98%

1M

2.35%

6M

14.11%

1Y

32.85%

5Y (annualized)

15.45%

10Y (annualized)

12.90%

Key characteristics


VWUSXVONE
Sharpe Ratio2.082.71
Sortino Ratio2.713.61
Omega Ratio1.381.50
Calmar Ratio1.683.90
Martin Ratio12.1117.57
Ulcer Index3.18%1.90%
Daily Std Dev18.56%12.29%
Max Drawdown-71.26%-34.67%
Current Drawdown-1.07%-0.84%

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VWUSX vs. VONE - Expense Ratio Comparison

VWUSX has a 0.38% expense ratio, which is higher than VONE's 0.08% expense ratio.


VWUSX
Vanguard U.S. Growth Fund Investor Shares
Expense ratio chart for VWUSX: current value at 0.38% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.38%
Expense ratio chart for VONE: 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%

Correlation

-0.50.00.51.00.9

The correlation between VWUSX and VONE is 0.90, 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

VWUSX vs. VONE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Growth Fund Investor Shares (VWUSX) and Vanguard Russell 1000 ETF (VONE). 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 VWUSX, currently valued at 2.08, compared to the broader market-1.000.001.002.003.004.005.002.082.71
The chart of Sortino ratio for VWUSX, currently valued at 2.71, compared to the broader market0.005.0010.002.713.61
The chart of Omega ratio for VWUSX, currently valued at 1.38, compared to the broader market1.002.003.004.001.381.50
The chart of Calmar ratio for VWUSX, currently valued at 1.68, compared to the broader market0.005.0010.0015.0020.0025.001.683.90
The chart of Martin ratio for VWUSX, currently valued at 12.11, compared to the broader market0.0020.0040.0060.0080.00100.0012.1117.57
VWUSX
VONE

The current VWUSX Sharpe Ratio is 2.08, which is comparable to the VONE Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of VWUSX and VONE, 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.08
2.71
VWUSX
VONE

Dividends

VWUSX vs. VONE - Dividend Comparison

VWUSX's dividend yield for the trailing twelve months is around 0.22%, less than VONE's 1.21% yield.


TTM20232022202120202019201820172016201520142013
VWUSX
Vanguard U.S. Growth Fund Investor Shares
0.22%0.28%0.37%0.00%0.03%0.35%0.39%0.40%0.42%0.49%0.65%0.39%
VONE
Vanguard Russell 1000 ETF
1.21%1.40%1.59%1.16%1.45%1.66%1.96%1.69%1.89%1.89%1.68%1.70%

Drawdowns

VWUSX vs. VONE - Drawdown Comparison

The maximum VWUSX drawdown since its inception was -71.26%, which is greater than VONE's maximum drawdown of -34.67%. Use the drawdown chart below to compare losses from any high point for VWUSX and VONE. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.07%
-0.84%
VWUSX
VONE

Volatility

VWUSX vs. VONE - Volatility Comparison

Vanguard U.S. Growth Fund Investor Shares (VWUSX) has a higher volatility of 5.66% compared to Vanguard Russell 1000 ETF (VONE) at 4.02%. This indicates that VWUSX's price experiences larger fluctuations and is considered to be riskier than VONE 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%JuneJulyAugustSeptemberOctoberNovember
5.66%
4.02%
VWUSX
VONE