Summary
VONV
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 30.23% Volatility 15.75% Sharpe 0.75
Official loaded data — not a live quote.

VANGUARD RUSSELL 1000 VALUE INDEX FUND ETF SHARES

Symbol: VONV

Exchange: NASDAQ

Sector: Technology

Category: Large Value

Inception date: 20/09/2010

Latest date: 16/07/2026

Current price: $109.38

Expense ratio: 0.06%

Assets under management
$21.5B
0.54% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

2.66%

Ann. -38.37% (Sharpe / Sortino numerator)

Volatility

15.15%

Sharpe ratio

-2.772

VaR 95%

-1.35%

CVaR 95%: -1.55%
Max drawdown: -5.87%
Sortino ratio: -4.917
Calmar ratio: -6.53

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

11.29%

Ann. 6.39% (Sharpe / Sortino numerator)

Volatility

12.66%

Sharpe ratio

0.218

VaR 95%

-1.29%

CVaR 95%: -1.45%
Max drawdown: -7.22%
Sortino ratio: 0.322
Calmar ratio: 0.88

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

14.77%

Ann. 12.81% (Sharpe / Sortino numerator)

Volatility

11.91%

Sharpe ratio

0.770

VaR 95%

-1.23%

CVaR 95%: -1.49%
Max drawdown: -7.22%
Sortino ratio: 1.169
Calmar ratio: 1.77

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

30.23%

Ann. 15.52% (Sharpe / Sortino numerator)

Volatility

15.75%

Sharpe ratio

0.755

VaR 95%

-1.24%

CVaR 95%: -2.27%
Max drawdown: -7.97%
Sortino ratio: 0.895
Calmar ratio: 1.95

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

42.02%

Ann. 12.24% (Sharpe / Sortino numerator)

Volatility

13.85%

Sharpe ratio

0.622

VaR 95%

-1.24%

CVaR 95%: -1.95%
Max drawdown: -15.70%
Sortino ratio: 0.806
Calmar ratio: 0.78

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

66.30%

Ann. 14.47% (Sharpe / Sortino numerator)

Volatility

13.02%

Sharpe ratio

0.833

VaR 95%

-1.23%

CVaR 95%: -1.78%
Max drawdown: -15.70%
Sortino ratio: 1.130
Calmar ratio: 0.92

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.108%

Best day

2.483%

08/04/2026
Worst day

-2.091%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $108.79 $109.44 $108.77 $109.38 839,500
15/07/2026 $108.29 $108.85 $108.24 $108.52 994,000
14/07/2026 $108.36 $108.65 $107.89 $108.01 700,000
13/07/2026 $108.50 $109.03 $108.43 $108.57 649,200
10/07/2026 $108.40 $108.48 $107.76 $108.27 419,400
09/07/2026 $107.44 $108.07 $107.24 $108.06 482,400
08/07/2026 $108.30 $108.30 $107.35 $107.52 532,000
07/07/2026 $109.09 $109.34 $108.55 $108.62 1,066,100
06/07/2026 $108.37 $108.52 $107.90 $108.40 1,090,700
02/07/2026 $107.40 $108.27 $107.40 $108.23 872,900