NasdaqGM - Nasdaq Real Time Price USD

Vanguard Russell 1000 Index Fund ETF Shares (VONE)

265.01
+0.21
+(0.08%)
At close: May 22 at 4:00:00 PM EDT
264.60
-0.41
(-0.15%)
After hours: May 22 at 4:07:19 PM EDT

ETF Summary

The fund advisor employs an indexing investment approach designed to track the performance of the Russell 1000® Index. The index is designed to measure the performance of large-capitalization stocks in the United States. The Advisor attempts to replicate the target index by investing all, or substantially all, of its assets in the stocks that make up the index, holding each stock in approximately the same proportion as its weighting in the index. The fund is non-diversified.

Risk Overview

Performance & Risk

YTD Return -0.42%
5y Average Return 16.07%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.02
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
VONECategory AverageVONECategory AverageVONECategory Average
Alpha -0.42 -1.25 -0.41 -0.73 -0.52 -1.16
BETA 1.02 0.97 1.02 0.97 1.02 0.99
Mean Annual Return 1.05 0.95 1.31 1.23 1.05 0.96
R-squared 99.72 93.69 99.63 93.88 99.72 94.96
Standard Deviation 16.66 16.48 16.45 16.2 15.71 15.6
Sharpe Ratio 0.48 0.41 0.78 0.74 0.67 0.62
Treynor Ratio 6.98 5.99 12.27 11.84 9.73 8.99

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