WF vs. VONG
Compare and contrast key facts about Woori Financial Group Inc. (WF) and Vanguard Russell 1000 Growth ETF (VONG).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WF or VONG.
Key characteristics
| WF | VONG | |
|---|---|---|
| YTD Return | 32.78% | 23.31% |
| 1Y Return | 46.59% | 40.39% |
| 3Y Return (Ann) | 17.68% | 10.70% |
| 5Y Return (Ann) | 9.74% | 19.30% |
| 10Y Return (Ann) | 4.29% | 16.32% |
| Sharpe Ratio | 1.48 | 2.22 |
| Daily Std Dev | 29.43% | 17.05% |
| Max Drawdown | -89.59% | -32.72% |
| Current Drawdown | -37.46% | -2.54% |
Correlation
The correlation between WF and VONG is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
WF vs. VONG - Performance Comparison
In the year-to-date period, WF achieves a 32.78% return, which is significantly higher than VONG's 23.31% return. Over the past 10 years, WF has underperformed VONG with an annualized return of 4.29%, while VONG has yielded a comparatively higher 16.32% 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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Risk-Adjusted Performance
WF vs. VONG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Woori Financial Group Inc. (WF) 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
WF vs. VONG - Dividend Comparison
WF's dividend yield for the trailing twelve months is around 11.35%, more than VONG's 0.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WF Woori Financial Group Inc. | 11.35% | 2.71% | 8.20% | 1.19% | 3.49% | 5.71% | 0.00% | 3.73% | 3.29% | 5.70% | 5.01% | 0.00% |
VONG Vanguard Russell 1000 Growth ETF | 0.48% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% | 1.28% |
Drawdowns
WF vs. VONG - Drawdown Comparison
The maximum WF drawdown since its inception was -89.59%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for WF and VONG. For additional features, visit the drawdowns tool.
Volatility
WF vs. VONG - Volatility Comparison
Woori Financial Group Inc. (WF) has a higher volatility of 7.16% compared to Vanguard Russell 1000 Growth ETF (VONG) at 5.95%. This indicates that WF'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.