EWJ vs VONV

Comparison between ISHARES MSCI JAPAN ETF (EWJ, ETF) and VANGUARD RUSSELL 1000 VALUE INDEX FUND ETF SHARES (VONV, ETF).

5-Year PerformanceVONV has outperformed EWJ, delivering a return of +9.9% compared to +8.6%

EWJ vs VONV - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	EWJ(ETF)	VONV(ETF)
Net Assets	$18B	$18B
Expense Ratio	0.49%	0.06%
Max Drawdown	62.18%	38.21%
Sharpe Ratio	1.40	2.04
5Y Beta	0.86	0.72
P/E Ratio	N/A	22.58
Forward P/E	N/A	17.28
5Y Dividends CAGR	27.21%	9.21%
5Y EPS CAGR	N/A	13.38%
Debt to Equity	N/A	14.41%
P/S Ratio	N/A	2.24
P/B Ratio	N/A	3.05

Net Assets

EWJ

$18B

VONV

$18B

Expense Ratio

EWJ

0.49%

Winner

VONV

0.06%

Max Drawdown

EWJ

62.18%

Winner

VONV

38.21%

Sharpe Ratio

EWJ

1.40

Winner

VONV

2.04

5Y Beta

EWJ

0.86

Winner

VONV

0.72

P/E Ratio

EWJ

N/A

VONV

22.58

Forward P/E

EWJ

N/A

VONV

17.28

5Y Dividends CAGR

Winner

EWJ

27.21%

VONV

9.21%

5Y EPS CAGR

EWJ

N/A

VONV

13.38%

Debt to Equity

EWJ

N/A

VONV

14.41%

P/S Ratio

EWJ

N/A

VONV

2.24

P/B Ratio

EWJ

N/A

VONV

3.05

EWJ vs VONV - Historical Returns

Returns include dividend reinvestment.

Period	EWJ	VONV
1 month	+3.14%	+5.34%
3 months	+1.02%	+4.56%
6 months	+14.91%	+15.46%
1 year	+34.32%	+28.67%
5 years(CAGR)	+8.56%	+9.86%
10 years(CAGR)	+9.37%	+11.36%
Max(CAGR)	+3.22%	+11.72%

EWJ

+3.14%

Winner

VONV

+5.34%

EWJ

+1.02%

Winner

VONV

+4.56%

EWJ

+14.91%

Winner

VONV

+15.46%

Winner

EWJ

+34.32%

VONV

+28.67%

5Y(CAGR)

EWJ

+8.56%

Winner

VONV

+9.86%

10Y(CAGR)

EWJ

+9.37%

Winner

VONV

+11.36%

Max(CAGR)

EWJ

+3.22%

Winner

VONV

+11.72%

EWJ vs VONV - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	EWJ	VONV
2026	+13.39%	+10.67%
2025	+26.06%	+15.97%
2024	+8.03%	+13.92%
2023	+19.75%	+11.46%
2022	-17.81%	-7.91%
2021	+2.38%	+26.80%
2020	+14.21%	+2.23%
2019	+18.51%	+26.23%
2018	-14.61%	-8.90%
2017	+23.26%	+12.75%
2016	+4.41%	+18.67%
2015	+8.97%	-4.06%
2014	-4.66%	+14.11%
2013	+22.93%	+29.86%
2012	+7.10%	+15.25%
2011	-15.57%	-0.69%
2010	+10.75%	+10.91%
2009	+2.60%	N/A
2008	-26.64%	N/A
2007	-5.43%	N/A
2006	+2.59%	N/A
2005	+25.83%	N/A
2004	+13.03%	N/A
2003	+36.18%	N/A
2002	-10.32%	N/A
2001	-29.91%	N/A
2000	-29.46%	N/A
1999	+12.29%	N/A

EWJ vs VONV Drawdown Comparison

The maximum drawdown for EWJ was -60.95%, occurring on Apr 25, 2003. Recovery took 4319 trading sessions.

The maximum drawdown for VONV was -38.21%, occurring on Mar 23, 2020. Recovery took 206 trading sessions.

The current EWJ drawdown is -1.86%. The current VONV drawdown is -0.26%.

Rank	EWJ	VONV
#1	-60.95% Mar 31, 2000 - Jun 2, 2017	-38.21% Feb 12, 2020 - Dec 4, 2020
#2	-33.13% Sep 15, 2021 - Mar 6, 2024	-20.97% Apr 29, 2011 - Mar 13, 2012
#3	-30.69% Jan 26, 2018 - Nov 9, 2020	-18.88% Jan 12, 2022 - Dec 14, 2023
#4	-14.67% Sep 26, 2024 - Apr 29, 2025	-18.27% Jan 26, 2018 - Apr 30, 2019
#5	-13.59% Feb 11, 2026 - Mar 20, 2026	-16.12% May 21, 2015 - Jun 8, 2016
#6	-13.00% Dec 31, 1999 - Mar 31, 2000	-15.70% Nov 29, 2024 - Jul 3, 2025
#7	-12.21% Jul 16, 2024 - Aug 23, 2024	-10.39% Apr 2, 2012 - Aug 9, 2012
#8	-8.95% Feb 16, 2021 - Sep 3, 2021	-7.69% Sep 19, 2014 - Nov 5, 2014
#9	-7.43% Mar 21, 2024 - Jul 12, 2024	-7.23% Oct 18, 2012 - Dec 18, 2012
#10	-5.90% Oct 6, 2025 - Oct 20, 2025	-6.82% Feb 27, 2026 - Apr 14, 2026
#11	-5.75% Nov 12, 2025 - Dec 15, 2025	-6.80% Jul 26, 2019 - Sep 12, 2019
#12	-5.39% Aug 30, 2024 - Sep 26, 2024	-6.41% Apr 30, 2019 - Jun 20, 2019
#13	-5.14% Nov 26, 1999 - Dec 23, 1999	-5.99% Jan 15, 2014 - Feb 28, 2014
#14	-4.77% Jun 27, 2025 - Jul 23, 2025	-5.96% Nov 8, 2021 - Dec 27, 2021
#15	-4.19% Jan 14, 2021 - Feb 8, 2021	-5.59% Jun 8, 2016 - Jul 8, 2016

Correlation

Correlation between EWJ and VONV is 0.97 which considered as a very strong positive correlation - the stocks move almost identically together.

0.97

-101

Dividend Comparison (1999 - 2026)

EWJ vs VONV dividend yield comparison.

Year	EWJ	VONV
2026	0.00%	0.40%
2025	4.52%	1.82%
2024	2.34%	1.97%
2023	2.03%	2.10%
2022	1.23%	2.22%
2021	2.08%	1.67%
2020	1.04%	2.25%
2019	2.03%	2.30%
2018	1.71%	2.56%
2017	1.25%	2.18%
2016	1.95%	2.39%
2015	1.27%	2.38%
2014	1.32%	2.10%
2013	1.11%	1.92%
2012	1.94%	2.26%
2011	2.13%	2.07%
2010	1.30%	0.15%
2009	1.42%	0.00%
2008	1.40%	0.00%
2007	1.04%	0.00%
2006	0.70%	0.00%
2005	0.43%	0.00%
2004	0.39%	0.00%
2003	0.02%	0.00%
2000	4.08%	0.00%
1999	0.67%	0.00%