VONE vs SPHY

Comparison between VANGUARD RUSSELL 1000 INDEX FUND ETF SHARES (VONE, ETF) and SPDR PORTFOLIO HIGH YIELD BOND ETF (SPHY, ETF).

5-Year PerformanceVONE has outperformed SPHY, delivering a return of +12.6% compared to +4.5%

VONE vs SPHY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	VONE(ETF)	SPHY(ETF)
Net Assets	$10B	$10B
Expense Ratio	0.06%	0.05%
Max Drawdown	34.66%	23.35%
Sharpe Ratio	1.98	1.30
5Y Beta	0.97	0.23
P/E Ratio	27.48	N/A
Forward P/E	21.07	N/A
5Y Dividends CAGR	10.37%	4.66%
5Y EPS CAGR	23.62%	N/A
Debt to Equity	20.46%	N/A
P/S Ratio	3.17	N/A
P/B Ratio	4.90	N/A

Net Assets

Winner

VONE

$10B

SPHY

$10B

Expense Ratio

VONE

0.06%

Winner

SPHY

0.05%

Max Drawdown

VONE

34.66%

Winner

SPHY

23.35%

Sharpe Ratio

Winner

VONE

1.98

SPHY

1.30

5Y Beta

VONE

0.97

Winner

SPHY

0.23

P/E Ratio

VONE

27.48

SPHY

N/A

Forward P/E

VONE

21.07

SPHY

N/A

5Y Dividends CAGR

Winner

VONE

10.37%

SPHY

4.66%

5Y EPS CAGR

VONE

23.62%

SPHY

N/A

Debt to Equity

VONE

20.46%

SPHY

N/A

P/S Ratio

VONE

3.17

SPHY

N/A

P/B Ratio

VONE

4.90

SPHY

N/A

VONE vs SPHY - Historical Returns

Returns include dividend reinvestment.

Period	VONE	SPHY
1 month	+8.56%	+0.50%
3 months	+6.05%	+0.58%
6 months	+10.09%	+2.89%
1 year	+30.88%	+8.91%
5 years(CAGR)	+12.58%	+4.46%
10 years(CAGR)	+15.24%	+5.31%
Max(CAGR)	+14.55%	+4.97%

Winner

VONE

+8.56%

SPHY

+0.50%

Winner

VONE

+6.05%

SPHY

+0.58%

Winner

VONE

+10.09%

SPHY

+2.89%

Winner

VONE

+30.88%

SPHY

+8.91%

5Y(CAGR)

Winner

VONE

+12.58%

SPHY

+4.46%

10Y(CAGR)

Winner

VONE

+15.24%

SPHY

+5.31%

Max(CAGR)

Winner

VONE

+14.55%

SPHY

+4.97%

VONE vs SPHY - Annual Returns (2010 - 2026)

Returns include dividend reinvestment.

Year	VONE	SPHY
2026	+7.73%	+1.42%
2025	+17.53%	+8.31%
2024	+25.33%	+8.81%
2023	+27.20%	+12.80%
2022	-19.55%	-10.48%
2021	+28.14%	+5.74%
2020	+19.82%	+6.44%
2019	+31.29%	+13.55%
2018	-5.43%	-2.69%
2017	+20.61%	+6.73%
2016	+13.41%	+11.15%
2015	+0.74%	-3.64%
2014	+14.23%	+6.53%
2013	+30.39%	-1.34%
2012	+14.32%	+7.21%
2011	+0.15%	N/A
2010	+11.85%	N/A

VONE vs SPHY Drawdown Comparison

The maximum drawdown for VONE was -34.66%, occurring on Mar 23, 2020. Recovery took 120 trading sessions.

The maximum drawdown for SPHY was -21.97%, occurring on Mar 23, 2020. Recovery took 164 trading sessions.

The current SPHY drawdown is -0.06%.

Rank	VONE	SPHY
#1	-34.66% Feb 19, 2020 - Aug 10, 2020	-21.97% Feb 14, 2020 - Oct 8, 2020
#2	-25.13% Dec 27, 2021 - Dec 13, 2023	-15.29% Dec 28, 2021 - Dec 14, 2023
#3	-19.73% Apr 29, 2011 - Feb 8, 2012	-8.30% Apr 16, 2015 - Apr 25, 2016
#4	-19.72% Sep 20, 2018 - Apr 12, 2019	-7.23% May 2, 2013 - Feb 24, 2014
#5	-19.06% Feb 19, 2025 - Jun 26, 2025	-4.86% Feb 26, 2025 - May 12, 2025
#6	-14.30% May 21, 2015 - Jun 6, 2016	-4.21% Dec 29, 2017 - Feb 15, 2019
#7	-9.93% Jan 26, 2018 - Jul 25, 2018	-4.17% Oct 24, 2016 - Jan 18, 2017
#8	-9.89% Apr 2, 2012 - Aug 16, 2012	-2.48% Aug 21, 2014 - Jan 14, 2015
#9	-9.37% Sep 2, 2020 - Nov 11, 2020	-2.41% Feb 20, 2026 - Apr 8, 2026
#10	-8.85% Jan 12, 2026 - Apr 14, 2026	-2.36% Nov 9, 2021 - Dec 23, 2021
#11	-8.55% Jul 16, 2024 - Sep 19, 2024	-2.29% Mar 27, 2024 - May 3, 2024
#12	-7.46% Sep 19, 2014 - Oct 31, 2014	-2.28% Jan 29, 2013 - Apr 16, 2013
#13	-7.21% Sep 19, 2012 - Jan 2, 2013	-2.07% Sep 17, 2012 - Oct 11, 2012
#14	-6.66% May 3, 2019 - Jun 20, 2019	-1.99% Mar 1, 2017 - Apr 10, 2017
#15	-6.07% Jul 26, 2019 - Oct 25, 2019	-1.84% Feb 27, 2015 - Apr 15, 2015

Correlation

Correlation between VONE and SPHY is 0.99 which considered as a very strong positive correlation - the stocks move almost identically together.

0.99

-101

Dividend Comparison (2010 - 2026)

VONE vs SPHY dividend yield comparison.

Year	VONE	SPHY
2026	0.26%	2.35%
2025	1.07%	7.38%
2024	1.20%	7.80%
2023	1.40%	7.30%
2022	1.59%	6.47%
2021	1.16%	5.13%
2020	1.45%	5.63%
2019	1.65%	5.73%
2018	1.96%	4.09%
2017	1.69%	4.41%
2016	1.89%	4.27%
2015	1.89%	4.29%
2014	1.68%	3.98%
2013	1.70%	4.41%
2012	2.00%	2.17%
2011	1.63%	0.00%
2010	0.32%	0.00%