VONV

Vanguard Russell 1000 Value ETF
*Unless otherwise stated, data provided by FactSet.

VONV Fund Description

VONV tracks an index of value stocks selected from the 1,000 largest US companies.

VONV Factset Analytics Insight

VONV is Vanguard's take on the Russell 1000 Value Index. The fund offers coverage on the largest 1,000 companies in the US large-cap value space. The portfolio is curated by selecting and weighting stocks based on two style factors: price-to-book ratios and growth forecasts. VONV reaches beyond the large-cap space to include significant exposure to midcaps. This preference for smaller firms has at times made it slightly riskier. The fund is likely to lean away from consumer non-cyclical and technology stocks and toward financials. Overall, VONV delivers adequate exposure. The index is reconstituted and rebalanced annually.

VONV MSCI ESG Analytics Insight

Vanguard Russell 1000 Value ETF has an MSCI ESG Fund Rating of A based on a score of 6.67 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. Vanguard Russell 1000 Value ETF ranks in the 60th percentile within its peer group and in the 67th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

VONV MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 10/18/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
VONV -0.14% -0.25% 17.99% 30.48% 12.21% 11.45% 12.86%
VONV (NAV) 2.17% 3.61% 20.28% 34.18% 12.70% 11.93% 12.93%
Russell 1000 Value 2.18% 3.62% 20.36% 34.30% 12.77% 12.02% 13.06%
MSCI USA Large Cap Value 2.07% 2.95% 19.03% 29.96% 11.70% 11.73% 12.64%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

VONV Summary Data

Vanguard
09/20/10
Open-Ended Fund
0.08%
$6.63B
$15.67M
0.03%

VONV Portfolio Data

$161.95B
22.88
2.66
1.75%
N/A
826

VONV Index Data

Russell 1000 Value
Multi-Factor
Multi-Factor
MSCI USA Large Cap Value

VONV Portfolio Management

0.08%
-0.12%
-0.09%
-0.22%

VONV Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

VONV Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
Low
Monthly

VONV Factset Analytics Block Liquidity

As of 10/19/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of VONV. VONV is rated a 5 out of 5.

VONV Tradability

222,226
$15.67M
200,736
$14.07M
0.03%
$0.02
0.01%
0.19% / -49.96%
None
99.00%
25,000
8.03
0.03%
0.00%
81
$71.21
5

VONV Sector/Industry Breakdown


VONV
Segment Benchmark
26.06%
23.28%
17.42%
19.51%
11.28%
11.18%
11.15%
12.14%
9.87%
7.53%
7.76%
11.62%
5.11%
4.62%
4.49%
4.40%
3.49%
2.69%
2.47%
2.57%

VONV Countries


VONV
Segment Benchmark
100.00%
99.90%
--
0.10%

VONV Regions


VONV
Segment Benchmark
100.00%
100.00%

VONV Economic Development


VONV
Segment Benchmark
100.00%
100.00%

VONV Performance Statistics

0.97
1.06
1.06
1.03
0.16%
MSCI USA Large Cap Value

VONV MSCI ESG Ratings

6.67 / 10
67.46
59.59
10.62%
--
230.11

VONV Benchmark Comparison Holdings

826
197
181
63.83%

VONV Benchmark Comparison Summary


VONV
Segment Benchmark
826
197
$161.95B
$183.83B
22.88
21.36
2.66
3.06
1.86%
2.28%
Low
Low

VONV Benchmark Comparison Market Cap Size


VONV
Segment Benchmark
89.22%
100.00%
10.75%
0.00%
0.03%
0.00%
0.00%
0.00%