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

Correlation

The correlation between VXF and VONG is 0.83, 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.


-0.50.00.51.00.8

Performance

VXF vs. VONG - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
11.20%
10.99%
VXF
VONG

Key characteristics

Sharpe Ratio

VXF:

1.48

VONG:

1.98

Sortino Ratio

VXF:

2.05

VONG:

2.58

Omega Ratio

VXF:

1.26

VONG:

1.35

Calmar Ratio

VXF:

1.46

VONG:

2.65

Martin Ratio

VXF:

7.45

VONG:

10.08

Ulcer Index

VXF:

3.60%

VONG:

3.45%

Daily Std Dev

VXF:

18.10%

VONG:

17.60%

Max Drawdown

VXF:

-58.04%

VONG:

-32.72%

Current Drawdown

VXF:

-4.41%

VONG:

-2.75%

Returns By Period

In the year-to-date period, VXF achieves a 3.92% return, which is significantly higher than VONG's 1.37% return. Over the past 10 years, VXF has underperformed VONG with an annualized return of 9.94%, while VONG has yielded a comparatively higher 16.82% annualized return.


VXF

YTD

3.92%

1M

2.63%

6M

11.70%

1Y

24.59%

5Y*

10.22%

10Y*

9.94%

VONG

YTD

1.37%

1M

-0.14%

6M

11.09%

1Y

31.07%

5Y*

18.16%

10Y*

16.82%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VXF vs. VONG - Expense Ratio Comparison

VXF has a 0.06% 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 VXF: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

VXF vs. VONG — Risk-Adjusted Performance Rank

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

VXF
The Risk-Adjusted Performance Rank of VXF is 5757
Overall Rank
The Sharpe Ratio Rank of VXF is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of VXF is 5656
Sortino Ratio Rank
The Omega Ratio Rank of VXF is 5656
Omega Ratio Rank
The Calmar Ratio Rank of VXF is 5252
Calmar Ratio Rank
The Martin Ratio Rank of VXF is 6161
Martin Ratio Rank

VONG
The Risk-Adjusted Performance Rank of VONG is 7474
Overall Rank
The Sharpe Ratio Rank of VONG is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of VONG is 7272
Sortino Ratio Rank
The Omega Ratio Rank of VONG is 7575
Omega Ratio Rank
The Calmar Ratio Rank of VONG is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VONG is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VXF vs. VONG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Market ETF (VXF) 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 VXF, currently valued at 1.48, compared to the broader market0.002.004.001.481.98
The chart of Sortino ratio for VXF, currently valued at 2.05, compared to the broader market0.005.0010.002.052.58
The chart of Omega ratio for VXF, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.003.501.261.35
The chart of Calmar ratio for VXF, currently valued at 1.46, compared to the broader market0.005.0010.0015.0020.001.462.65
The chart of Martin ratio for VXF, currently valued at 7.45, compared to the broader market0.0020.0040.0060.0080.00100.007.4510.08
VXF
VONG

The current VXF Sharpe Ratio is 1.48, which is comparable to the VONG Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of VXF 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 Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.48
1.98
VXF
VONG

Dividends

VXF vs. VONG - Dividend Comparison

VXF's dividend yield for the trailing twelve months is around 1.05%, more than VONG's 0.55% yield.


TTM20242023202220212020201920182017201620152014
VXF
Vanguard Extended Market ETF
1.05%1.09%1.27%1.15%1.13%1.07%1.30%1.66%1.25%1.43%1.35%1.32%
VONG
Vanguard Russell 1000 Growth ETF
0.55%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%

Drawdowns

VXF vs. VONG - Drawdown Comparison

The maximum VXF drawdown since its inception was -58.04%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for VXF and VONG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-4.41%
-2.75%
VXF
VONG

Volatility

VXF vs. VONG - Volatility Comparison

Vanguard Extended Market ETF (VXF) and Vanguard Russell 1000 Growth ETF (VONG) have volatilities of 6.48% and 6.31%, 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%AugustSeptemberOctoberNovemberDecember2025
6.48%
6.31%
VXF
VONG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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