VONV

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

VONV Fund Description

VONV tracks an index of US large- and midcap value stocks. The index selects from US stocks ranked 1-1,000 by market cap based on two style factors.

VONV Factset Analytics Insight

VONV, Vanguard's take on the Russell 1000 Value index, competes on price. It undercuts fees charged by the more popular IWD—which tracks the same index. It reaches beyond the large-cap space to include significant exposure to midcaps. This preference for smaller firms has at times made it slightly riskier than our large-cap value benchmark. The fund leans away from consumer non-cyclical and technology stocks and toward financials. In all, VONV delivers adequate exposure. It also tends to trade well, with decent daily volume and small spreads, though it compares poorly with some of the liquidity giants in its segment. Institutional investors should find ample underlying liquidity for block trades. While VONV charges a markedly low fee, tracking can be loose and VONV tends to lag its index by quite a bit more than its headline fee.

VONV MSCI ESG Analytics Insight

Vanguard Russell 1000 Value ETF has an MSCI ESG Fund Rating of BBB based on a score of 4.97 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 39th percentile within its peer group and in the 22nd 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.

VONV Charts And Performance

Price Chart ($)
Total Return Chart (%)
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Select ETFs to compare their performance:
PERFORMANCE [as of 11/20/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
VONV 3.72% 8.20% 23.35% 15.97% 10.35% 7.97% --
VONV (NAV) 3.81% 8.29% 23.36% 15.22% 10.11% 7.79% --
Russell 1000 Value 3.82% 8.30% 22.04% 13.95% 9.78% 7.67% --
MSCI USA Large Cap Value 3.92% 8.18% 21.01% 13.80% 10.74% 8.26% 11.39%
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
0.12%
$2.14B
$6.51M
0.03%

VONV Portfolio Data

$120.04B
19.77
2.00
3.95%
09/22/14
770

VONV Index Data

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

VONV Portfolio Management

0.12%
0.51%
1.36%
-0.12%

VONV Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

VONV Fund Structure

Open-Ended Fund
No
Yes
100% / 0%
N/A
N/A
Low
Monthly
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

VONV Factset Analytics Block Liquidity

As of 11/21/19
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

57,631
$6.51M
46,313
$5.17M
0.03%
$0.04
0.01%
0.14% / -0.08%
None
100.00%
25,000
1.85
0.02%
0.00%
20
$116.38
5

VONV Sector/Industry Breakdown


VONV
Segment Benchmark
29.24%
22.58%
12.19%
16.68%
9.91%
14.31%
9.91%
7.57%
8.93%
7.52%
8.34%
8.45%
7.09%
6.09%
6.11%
10.03%
4.19%
4.81%
4.09%
1.96%

VONV Countries


VONV
Segment Benchmark
100.00%
100.00%

VONV Regions


VONV
Segment Benchmark
100.00%
100.00%

VONV Economic Development


VONV
Segment Benchmark
100.00%
100.00%

VONV Performance Statistics

0.98
1.01
1.00
1.01
0.10%
MSCI USA Large Cap Value

VONV MSCI ESG Ratings

BBB
4.97 / 10
22.11
39.04
12.77%
5.36%
330.46

VONV Benchmark Comparison Holdings

770
186
174
65.82%

VONV Benchmark Comparison Summary


VONV
Segment Benchmark
770
186
$120.04B
$146.73B
19.77
18.38
2.00
2.34
2.59%
2.97%
Low
Low

VONV Benchmark Comparison Market Cap Size


VONV
Segment Benchmark
83.59%
99.74%
15.79%
0.26%
0.63%
0.00%
0.00%
0.00%