QUAL vs VONG

Comparison between ISHARES MSCI USA QUALITY FACTOR ETF (QUAL, ETF) and VANGUARD RUSSELL 1000 GROWTH INDEX FUND ETF SHARES (VONG, ETF).

5-Year PerformanceVONG has outperformed QUAL, delivering a return of +14.8% compared to +11.5%

QUAL vs VONG - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	QUAL(ETF)	VONG(ETF)
Net Assets	$47B	$45B
Expense Ratio	0.15%	0.06%
Max Drawdown	34.06%	33.16%
Sharpe Ratio	1.52	1.65
5Y Beta	0.91	1.20
P/E Ratio	27.29	35.73
Forward P/E	23.25	26.98
PEG Ratio	0.86	N/A
5Y Dividends CAGR	7.13%	7.86%
5Y EPS CAGR	27.89%	33.17%
Debt to Equity	58.35%	25.76%
P/S Ratio	4.39	5.69
P/B Ratio	7.04	13.16

Net Assets

Winner

QUAL

$47B

VONG

$45B

Expense Ratio

QUAL

0.15%

Winner

VONG

0.06%

Max Drawdown

QUAL

34.06%

Winner

VONG

33.16%

Sharpe Ratio

QUAL

1.52

Winner

VONG

1.65

5Y Beta

Winner

QUAL

0.91

VONG

1.20

P/E Ratio

Winner

QUAL

27.29

VONG

35.73

Forward P/E

Winner

QUAL

23.25

VONG

26.98

PEG Ratio

QUAL

0.86

VONG

N/A

5Y Dividends CAGR

QUAL

7.13%

Winner

VONG

7.86%

5Y EPS CAGR

QUAL

27.89%

Winner

VONG

33.17%

Debt to Equity

QUAL

58.35%

Winner

VONG

25.76%

P/S Ratio

Winner

QUAL

4.39

VONG

5.69

P/B Ratio

Winner

QUAL

7.04

VONG

13.16

QUAL vs VONG - Holdings Comparison

QUAL and VONG have 70 common holdings. Overlap is 42.75%

QUAL's top 25 holdings weight is 63.67%. VONG's top 25 holdings weight is 74.85%.

Rank	QUAL	VONG
#1	APPLE INC (AAPL) - 6.20%	NVIDIA CORP (NVDA) - 12.91%
#2	NVIDIA CORP (NVDA) - 6.11%	APPLE INC (AAPL) - 11.63%
#3	MICROSOFT CORP (MSFT) - 5.05%	MICROSOFT CORP (MSFT) - 8.81%
#4	META PLATFORMS INC CLASS A (META) - 3.68%	BROADCOM INC (AVGO) - 4.79%
#5	TJX COMPANIES INC (TJX) - 3.40%	AMAZON.COM INC (AMZN) - 4.65%
#6	LAM RESEARCH CORP (LRCX) - 3.11%	TESLA INC (TSLA) - 3.55%
#7	VISA INC CLASS A (V) - 3.04%	ALPHABET INC CLASS A (GOOGL) - 3.53%
#8	ELI LILLY AND CO (LLY) - 3.03%	META PLATFORMS INC CLASS A (META) - 3.45%
#9	KLA CORP (KLAC) - 2.57%	ALPHABET INC CLASS C (GOOG) - 2.87%
#10	MASTERCARD INC CLASS A (MA) - 2.44%	ELI LILLY AND CO (LLY) - 2.66%
#11	APPLIED MATERIALS INC (AMAT) - 2.39%	VISA INC CLASS A (V) - 1.74%
#12	BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 2.29%	COSTCO WHOLESALE CORP (COST) - 1.59%
#13	CATERPILLAR INC (CAT) - 2.12%	NETFLIX INC (NFLX) - 1.47%
#14	NETFLIX INC (NFLX) - 2.12%	MASTERCARD INC CLASS A (MA) - 1.45%
#15	ALPHABET INC CLASS A (GOOGL) - 2.12%	ABBVIE INC (ABBV) - 1.39%
#16	JOHNSON & JOHNSON (JNJ) - 2.10%	n/a (PLTR) - 1.15%
#17	ALPHABET INC CLASS C (GOOG) - 1.77%	GE AEROSPACE (GE) - 1.06%
#18	SLB LTD (SLB) - 1.44%	LAM RESEARCH CORP (LRCX) - 0.97%
#19	COSTCO WHOLESALE CORP (COST) - 1.33%	THE HOME DEPOT INC (HD) - 0.90%
#20	ADOBE INC (ADBE) - 1.28%	ORACLE CORP (ORCL) - 0.89%
#21	ARISTA NETWORKS INC (ANET) - 1.25%	GE VERNOVA INC (GEV) - 0.85%
#22	ATMOS ENERGY CORP (ATO) - 1.23%	KLA CORP (KLAC) - 0.70%
#23	MERCK & CO INC (MRK) - 1.22%	ADVANCED MICRO DEVICES INC (AMD) - 0.69%
#24	WALMART INC (WMT) - 1.20%	INTUITIVE SURGICAL INC (ISRG) - 0.59%
#25	NIKE INC CLASS B (NKE) - 1.18%	AMPHENOL CORP CLASS A (APH) - 0.56%
Total Holdings	124	393

QUAL vs VONG - Historical Returns

Returns include dividend reinvestment.

Period	QUAL	VONG
1 month	+5.74%	+11.53%
3 months	+3.36%	+7.34%
6 months	+9.48%	+5.08%
1 year	+23.93%	+32.38%
5 years(CAGR)	+11.52%	+14.78%
10 years(CAGR)	+14.14%	+18.55%
Max(CAGR)	+13.56%	+17.01%

QUAL

+5.74%

Winner

VONG

+11.53%

QUAL

+3.36%

Winner

VONG

+7.34%

Winner

QUAL

+9.48%

VONG

+5.08%

QUAL

+23.93%

Winner

VONG

+32.38%

5Y(CAGR)

QUAL

+11.52%

Winner

VONG

+14.78%

10Y(CAGR)

QUAL

+14.14%

Winner

VONG

+18.55%

Max(CAGR)

QUAL

+13.56%

Winner

VONG

+17.01%

QUAL vs VONG - Annual Returns (2010 - 2026)

Returns include dividend reinvestment.

Year	QUAL	VONG
2026	+5.87%	+4.86%
2025	+12.95%	+18.63%
2024	+23.18%	+35.23%
2023	+31.26%	+43.77%
2022	-20.28%	-29.70%
2021	+28.99%	+29.31%
2020	+16.02%	+36.41%
2019	+33.96%	+36.29%
2018	-6.11%	-2.43%
2017	+21.39%	+29.13%
2016	+10.84%	+8.90%
2015	+5.47%	+5.56%
2014	+12.54%	+13.84%
2013	+13.45%	+30.09%
2012	N/A	+13.55%
2011	N/A	+1.35%
2010	N/A	+13.43%

QUAL vs VONG Drawdown Comparison

The maximum drawdown for QUAL was -34.06%, occurring on Mar 23, 2020. Recovery took 122 trading sessions.

The maximum drawdown for VONG was -32.72%, occurring on Oct 14, 2022. Recovery took 503 trading sessions.

Rank	QUAL	VONG
#1	-34.06% Feb 19, 2020 - Aug 12, 2020	-32.72% Dec 27, 2021 - Dec 27, 2023
#2	-28.22% Dec 29, 2021 - Dec 11, 2023	-31.71% Feb 19, 2020 - Jun 8, 2020
#3	-20.46% Sep 21, 2018 - Apr 5, 2019	-23.27% Dec 16, 2024 - Jun 26, 2025
#4	-18.00% Dec 4, 2024 - Jul 23, 2025	-22.01% Oct 1, 2018 - Apr 12, 2019
#5	-11.49% Jul 20, 2015 - Oct 28, 2015	-18.00% Jul 7, 2011 - Feb 3, 2012
#6	-11.20% Nov 3, 2015 - Apr 1, 2016	-16.23% Oct 29, 2025 - May 7, 2026
#7	-9.92% Jan 26, 2018 - Aug 20, 2018	-13.80% Jul 20, 2015 - Jul 8, 2016
#8	-9.03% Feb 25, 2026 - Apr 17, 2026	-13.12% Jul 10, 2024 - Oct 14, 2024
#9	-8.69% Sep 2, 2020 - Nov 9, 2020	-11.34% Sep 2, 2020 - Dec 1, 2020
#10	-7.63% Jul 16, 2024 - Aug 21, 2024	-10.21% Apr 2, 2012 - Sep 6, 2012
#11	-7.40% Aug 30, 2021 - Oct 29, 2021	-9.80% Jan 26, 2018 - Jun 5, 2018
#12	-6.92% Apr 23, 2019 - Jun 20, 2019	-9.74% Feb 12, 2021 - Apr 8, 2021
#13	-6.63% Sep 19, 2014 - Oct 30, 2014	-7.97% Sep 19, 2012 - Jan 11, 2013
#14	-6.58% Mar 21, 2024 - May 15, 2024	-7.93% Apr 29, 2019 - Jun 20, 2019
#15	-6.46% Jan 21, 2014 - Feb 26, 2014	-7.36% Sep 19, 2014 - Oct 31, 2014

Correlation

Correlation between QUAL and VONG is 1.00 which considered as a very strong positive correlation - the stocks move almost identically together.

1.00

-101

Dividend Comparison (2010 - 2026)

QUAL vs VONG dividend yield comparison.

Year	QUAL	VONG
2026	0.20%	0.11%
2025	0.94%	0.45%
2024	1.02%	0.55%
2023	1.23%	0.71%
2022	1.59%	0.98%
2021	1.20%	0.58%
2020	1.39%	0.77%
2019	1.60%	1.03%
2018	2.00%	1.18%
2017	1.76%	1.19%
2016	1.96%	1.48%
2015	1.63%	1.47%
2014	1.35%	1.44%
2013	0.63%	1.28%
2012	0.00%	1.69%
2011	0.00%	1.27%
2010	0.00%	0.15%