VANGUARD RUSSELL 1000 VALUE INDEX FUND ETF SHARES

Symbol: VONV

Exchange: NASDAQ

Sector: Financial_Services

Category: Large Value

Inception Date: 20/09/2010

Latest Date: 02/04/2026

Current Price: $94.55

Expense Ratio: 0.06%

Assets Under Management
$18.5B
1.32% daily change

Period Performance

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

Adjusted Return
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Performance Metrics

Return

-4.32%

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
Return

1.54%

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
Return

6.16%

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
Return

15.45%

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
Return

25.86%

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
Return

49.75%

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

Daily Returns for Period 12M

Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.062%

Best Day

6.982%

09/04/2025
Worst Day

-6.073%

04/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $93.32 $94.93 $93.17 $94.55 710,200
01/04/2026 $94.13 $94.71 $94.13 $94.31 798,000
31/03/2026 $92.66 $93.89 $92.38 $93.74 1,197,400
30/03/2026 $92.87 $93.02 $91.52 $91.83 6,355,700
27/03/2026 $92.97 $93.16 $91.96 $92.14 985,600
26/03/2026 $93.78 $94.30 $93.14 $93.20 819,200
25/03/2026 $94.54 $94.67 $93.70 $94.26 3,517,600
24/03/2026 $92.95 $94.33 $92.85 $93.82 6,493,800
23/03/2026 $94.15 $94.90 $93.73 $93.84 3,495,900
20/03/2026 $94.11 $94.36 $92.65 $93.11 1,325,000