VONV vs EWY

Comparison between VANGUARD RUSSELL 1000 VALUE INDEX FUND ETF SHARES (VONV, ETF) and ISHARES MSCI SOUTH KOREA ETF (EWY, ETF).

5-Year PerformanceEWY has outperformed VONV, delivering a return of +17.6% compared to +10.7%

VONV vs EWY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	VONV(ETF)	EWY(ETF)
Net Assets	$20B	$21B
Expense Ratio	0.06%	0.59%
Max Drawdown	38.21%	74.59%
Sharpe Ratio	2.00	3.04
5Y Beta	0.72	1.14
P/E Ratio	22.58	N/A
Forward P/E	17.17	N/A
5Y Dividends CAGR	9.21%	11.47%
5Y EPS CAGR	13.38%	N/A
Debt to Equity	14.41%	N/A
P/S Ratio	2.26	N/A
P/B Ratio	3.10	N/A

Net Assets

VONV

$20B

Winner

EWY

$21B

Expense Ratio

Winner

VONV

0.06%

EWY

0.59%

Max Drawdown

Winner

VONV

38.21%

EWY

74.59%

Sharpe Ratio

VONV

2.00

Winner

EWY

3.04

5Y Beta

Winner

VONV

0.72

EWY

1.14

P/E Ratio

VONV

22.58

EWY

N/A

Forward P/E

VONV

17.17

EWY

N/A

5Y Dividends CAGR

VONV

9.21%

Winner

EWY

11.47%

5Y EPS CAGR

VONV

13.38%

EWY

N/A

Debt to Equity

VONV

14.41%

EWY

N/A

P/S Ratio

VONV

2.26

EWY

N/A

P/B Ratio

VONV

3.10

EWY

N/A

VONV vs EWY - Historical Returns

Returns include dividend reinvestment.

Period	VONV	EWY
1 month	+4.74%	+26.39%
3 months	+5.85%	+36.47%
6 months	+13.63%	+90.33%
1 year	+26.26%	+214.54%
5 years(CAGR)	+10.65%	+17.60%
10 years(CAGR)	+11.32%	+15.61%
Max(CAGR)	+11.72%	+10.25%

VONV

+4.74%

Winner

EWY

+26.39%

VONV

+5.85%

Winner

EWY

+36.47%

VONV

+13.63%

Winner

EWY

+90.33%

VONV

+26.26%

Winner

EWY

+214.54%

5Y(CAGR)

VONV

+10.65%

Winner

EWY

+17.60%

10Y(CAGR)

VONV

+11.32%

Winner

EWY

+15.61%

Max(CAGR)

Winner

VONV

+11.72%

EWY

+10.25%

VONV vs EWY - Annual Returns (2000 - 2026)

Returns include dividend reinvestment.

Year	VONV	EWY
2026	+10.85%	+74.62%
2025	+15.97%	+94.51%
2024	+13.92%	-19.49%
2023	+11.46%	+21.31%
2022	-7.91%	-26.59%
2021	+26.80%	-9.94%
2020	+2.23%	+39.48%
2019	+26.23%	+9.42%
2018	-8.90%	-21.37%
2017	+12.75%	+42.82%
2016	+18.67%	+11.04%
2015	-4.06%	-7.06%
2014	+14.11%	-9.22%
2013	+29.86%	+0.96%
2012	+15.25%	+17.42%
2011	-0.69%	-14.35%
2010	+10.91%	+25.06%
2009	N/A	+65.55%
2008	N/A	-54.47%
2007	N/A	+33.51%
2006	N/A	+7.16%
2005	N/A	+56.02%
2004	N/A	+14.22%
2003	N/A	+34.61%
2002	N/A	-0.43%
2001	N/A	+43.43%
2000	N/A	-37.79%

VONV vs EWY Drawdown Comparison

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

The maximum drawdown for EWY was -74.15%, occurring on Nov 20, 2008. Recovery took 2400 trading sessions.

The current VONV drawdown is -0.18%. The current EWY drawdown is -7.44%.

Rank	VONV	EWY
#1	-38.21% Feb 12, 2020 - Dec 4, 2020	-74.15% Oct 31, 2007 - May 15, 2017
#2	-20.97% Apr 29, 2011 - Mar 13, 2012	-50.79% Jun 9, 2000 - Mar 6, 2002
#3	-18.88% Jan 12, 2022 - Dec 14, 2023	-49.72% Jan 8, 2021 - Oct 20, 2025
#4	-18.27% Jan 26, 2018 - Apr 30, 2019	-48.95% Jan 26, 2018 - Nov 24, 2020
#5	-16.12% May 21, 2015 - Jun 8, 2016	-38.19% Apr 23, 2002 - Oct 13, 2003
#6	-15.70% Nov 29, 2024 - Jul 3, 2025	-27.95% Apr 12, 2004 - Jan 18, 2005
#7	-10.39% Apr 2, 2012 - Aug 9, 2012	-23.18% May 8, 2006 - Apr 3, 2007
#8	-7.69% Sep 19, 2014 - Nov 5, 2014	-23.08% Feb 27, 2026 - Apr 17, 2026
#9	-7.23% Oct 18, 2012 - Dec 18, 2012	-18.90% Jul 23, 2007 - Oct 1, 2007
#10	-6.82% Feb 27, 2026 - Apr 14, 2026	-14.49% May 16, 2000 - Jun 2, 2000
#11	-6.80% Jul 26, 2019 - Sep 12, 2019	-12.22% Mar 1, 2005 - Jul 19, 2005
#12	-6.41% Apr 30, 2019 - Jun 20, 2019	-12.16% Nov 3, 2025 - Dec 29, 2025
#13	-5.99% Jan 15, 2014 - Feb 28, 2014	-10.33% Apr 5, 2002 - Apr 17, 2002
#14	-5.96% Nov 8, 2021 - Dec 27, 2021	-10.08% Jan 31, 2006 - Apr 4, 2006
#15	-5.59% Jun 8, 2016 - Jul 8, 2016	-10.08% Sep 29, 2005 - Nov 11, 2005

Correlation

Correlation between VONV and EWY is 0.70 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.70

-101

Dividend Comparison (2001 - 2026)

VONV vs EWY dividend yield comparison.

Year	VONV	EWY
2026	0.40%	0.00%
2025	1.82%	2.10%
2024	1.97%	2.55%
2023	2.10%	2.52%
2022	2.22%	1.23%
2021	1.67%	2.16%
2020	2.25%	0.73%
2019	2.30%	2.10%
2018	2.56%	1.34%
2017	2.18%	2.90%
2016	2.39%	1.21%
2015	2.38%	2.42%
2014	2.10%	1.20%
2013	1.92%	1.39%
2012	2.26%	0.58%
2011	2.07%	1.34%
2010	0.15%	0.72%
2009	0.00%	0.66%
2008	0.00%	2.86%
2007	0.00%	0.57%
2006	0.00%	0.68%
2005	0.00%	0.58%
2004	0.00%	0.34%
2003	0.00%	0.94%
2001	0.00%	0.59%