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.
Performance
WF vs. VONG - Performance Comparison
Loading graphics...
WF vs. VONG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WF Woori Financial Group Inc. | 13.28% | 99.65% | 16.76% | 13.14% | -7.19% | 18.91% | -9.52% | -28.16% | -5.75% | 40.44% |
VONG Vanguard Russell 1000 Growth ETF | -9.79% | 18.45% | 33.20% | 42.67% | -29.18% | 27.60% | 38.30% | 36.06% | -1.53% | 30.05% |
Returns By Period
In the year-to-date period, WF achieves a 13.28% return, which is significantly higher than VONG's -9.79% return. Over the past 10 years, WF has underperformed VONG with an annualized return of 14.20%, while VONG has yielded a comparatively higher 16.65% annualized return.
WF
- 1D
- 3.66%
- 1M
- -11.27%
- YTD
- 13.28%
- 6M
- 18.61%
- 1Y
- 103.45%
- 3Y*
- 46.26%
- 5Y*
- 27.21%
- 10Y*
- 14.20%
VONG
- 1D
- 3.76%
- 1M
- -5.21%
- YTD
- -9.79%
- 6M
- -8.75%
- 1Y
- 18.79%
- 3Y*
- 21.10%
- 5Y*
- 12.35%
- 10Y*
- 16.65%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
WF vs. VONG — Risk / Return Rank
WF
VONG
WF vs. VONG - Risk-Adjusted Trends 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.
| WF | VONG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.09 | 0.84 | +2.25 |
Sortino ratioReturn per unit of downside risk | 3.73 | 1.36 | +2.37 |
Omega ratioGain probability vs. loss probability | 1.48 | 1.19 | +0.29 |
Calmar ratioReturn relative to maximum drawdown | 4.33 | 1.16 | +3.17 |
Martin ratioReturn relative to average drawdown | 14.29 | 4.00 | +10.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| WF | VONG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.09 | 0.84 | +2.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.58 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.80 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.84 | -0.63 |
Correlation
The correlation between WF and VONG is 0.37, 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.
Dividends
WF vs. VONG - Dividend Comparison
WF's dividend yield for the trailing twelve months is around 1.30%, more than VONG's 0.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WF Woori Financial Group Inc. | 1.30% | 3.84% | 12.93% | 2.71% | 8.20% | 1.19% | 0.00% | 0.00% | 0.00% | 0.58% | 3.29% | 7.86% |
VONG Vanguard Russell 1000 Growth ETF | 0.51% | 0.45% | 0.55% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% |
Drawdowns
WF vs. VONG - Drawdown Comparison
The maximum WF drawdown since its inception was -89.46%, 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.
Loading graphics...
Drawdown Indicators
| WF | VONG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.46% | -32.72% | -56.74% |
Max Drawdown (1Y)Largest decline over 1 year | -23.94% | -16.23% | -7.71% |
Max Drawdown (5Y)Largest decline over 5 years | -43.52% | -32.72% | -10.80% |
Max Drawdown (10Y)Largest decline over 10 years | -70.84% | -32.72% | -38.12% |
Current DrawdownCurrent decline from peak | -21.16% | -13.09% | -8.07% |
Average DrawdownAverage peak-to-trough decline | -43.08% | -4.90% | -38.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.26% | 4.72% | +2.54% |
Volatility
WF vs. VONG - Volatility Comparison
Woori Financial Group Inc. (WF) has a higher volatility of 10.87% compared to Vanguard Russell 1000 Growth ETF (VONG) at 6.72%. 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.
Loading graphics...
Volatility by Period
| WF | VONG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.87% | 6.72% | +4.15% |
Volatility (6M)Calculated over the trailing 6-month period | 23.87% | 12.34% | +11.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.68% | 22.40% | +11.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.02% | 21.35% | +9.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.24% | 20.82% | +12.42% |