VONV vs EWJ

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

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

VONV vs EWJ - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

VONV

$18B

EWJ

$18B

Expense Ratio

Winner

VONV

0.06%

EWJ

0.49%

Max Drawdown

Winner

VONV

38.21%

EWJ

62.18%

Sharpe Ratio

Winner

VONV

2.04

EWJ

1.40

5Y Beta

Winner

VONV

0.72

EWJ

0.86

P/E Ratio

VONV

22.58

EWJ

N/A

Forward P/E

VONV

17.28

EWJ

N/A

5Y Dividends CAGR

VONV

9.21%

Winner

EWJ

27.21%

5Y EPS CAGR

VONV

13.38%

EWJ

N/A

Debt to Equity

VONV

14.41%

EWJ

N/A

P/S Ratio

VONV

2.24

EWJ

N/A

P/B Ratio

VONV

3.05

EWJ

N/A

VONV vs EWJ - Historical Returns

Returns include dividend reinvestment.

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

Winner

VONV

+5.34%

EWJ

+3.14%

Winner

VONV

+4.56%

EWJ

+1.02%

Winner

VONV

+15.46%

EWJ

+14.91%

VONV

+28.67%

Winner

EWJ

+34.32%

5Y(CAGR)

Winner

VONV

+9.86%

EWJ

+8.56%

10Y(CAGR)

Winner

VONV

+11.36%

EWJ

+9.37%

Max(CAGR)

Winner

VONV

+11.72%

EWJ

+3.22%

VONV vs EWJ - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

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

VONV vs EWJ Drawdown Comparison

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

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

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

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

Correlation

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

0.97

-101

Dividend Comparison (1999 - 2026)

VONV vs EWJ dividend yield comparison.

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