Vanguard Russell 1000 ETF
ALTAR
Score™
5.3% info Recommen-
dation
NEUTRAL
2020E    2021E
P/E
ratio
25.5x P/Sales
ratio
2.4x
P/BV
ratio
3.1x Div.
yield
1.8%


  • Description
  • Performance
  • Comps
  • premium Fundamentals
  • premium Valuation
  • premium Rating
Vanguard Russell 1000 is an exchange-traded fund incorporated in the USA. The Fund seeks to track the performance of the Russell 1000 Index.

FUND BASICS
Category US Equities
Fund Sponsor Vanguard Group Inc/The
Website www.vanguard.com
Inception date Sep 22, 2010
Assets (mns) $1,405
Currency USD
Expense ratio 8 bp
Distributions Quarterly

FUND STRUCTURE
Regulation Open-Ended Fund
Custodian Bank of New York Mellon
Weighting Market Cap
Index replication Full
Uses derivatives No
Options available No

SECTOR BREAKDOWN

 


CONSTITUENT BREAKDOWN
No. of constituents 1000
Wgt avg mkt cap (mns) $319,436
Large cap (>$10bn) 92.1%
Mid cap ($2-10bn) 7.6%
Small cap (<$2bn) 0.3%
Developed mkts 100.0%
Emerging mkts 0.0%

TOP TEN HOLDINGS
MICROSOFT CORP 4.9 %
APPLE INC 4.7 %
AMAZON.COM INC 3.6 %
FACEBOOK 1.9 %
ALPHABET INC. CLASS A 1.5 %
ALPHABET INC. CLASS C 1.5 %
JOHNSON & JOHNSON 1.4 %
BERKSHIRE HATHAWAY INC-CL B 1.3 %
VISA INC-CLASS A SHARES 1.2 %
JPMORGAN CHASE & CO 1.1 %
Total 23.2 %

TOP COUNTRY EXPOSURE
UNITED STATES 95.6 %
IRELAND 1.7 %
BRITAIN 1.0 %
SWITZERLAND 0.3 %
BERMUDA 0.2 %
LUXEMBOURG 0.1 %
CHINA 0.1 %




HISTORICAL PERFORMANCE info

  Custom date range Compare to  
  thru


Standardized Annual Returns (thru May 31)
Year-to-date 1 year 5 years 10 years Since Incep.
-4.7% 12.6% 9.5% -- 12.8%

Market Correlations
versus... Beta R-squared
S&P500 1.02 100%
MSCI EAFE 1.02 85%
MSCI Emg. Mkts. 0.75 71%

Technical Indicators
Recent close $143.41
30d moving avg. $133.45
Annualized volatility 17.3%
Short interest (ETF) 0.1%
Short interest (Underlying) 2.6%
Relative strength (RSI) 70

Liquidity measures
Avg. volume (thou.) 82
Turnover 0.8%
Bid/Ask (% of price) 0.03%
ADV underlying (mns) $308,429

Distributions


FINDING ALTERNATIVE FUNDS

Below is a list of 100 potential alternatives to the Vanguard Russell 1000 ETF ETF based on the alternatives' overlap in portfolio holdings with VONE. Consider funds with lower expense ratios and/or higher ALTAR Score™ ratings as possible alternatives.

Benchmark ticker: VONE Expense: 8 bp ALTAR Score™: 5.3%


ALTERNATIVE ETFs BASED ON OVERLAP WITH VONE
Ticker Fund
Name
Overlap1
vs VONE
(%)
Expense
ratio
(bp)
Savings
vs VONE
(bp)
ALTAR
Score™
(%)
ALTAR
vs VONE
(%)
IWB iShares Russell 1000 ETF 98.8 15 -7 5.2 -0.1
SCHK Schwab 1000 Index ETF 97.1 5 3 5.3 0.0
IYY iShares Dow Jones U.S. ETF 96.9 20 -12 5.2 -0.1
SCHX Schwab U.S. Large-Cap ETF 95.7 3 5 5.3 +0.0
IWV iShares Russell 3000 ETF 93.8 20 -12 5.1 -0.2
VTI Vanguard Total Stock Market Index Fund 93.7 3 5 5.2 -0.1
VTHR Vanguard Russell 3000 Index Fund 93.5 10 -2 5.2 -0.2
SCHB Schwab U.S. Broad Market ETF 93.4 3 5 5.3 -0.0
PBUS Invesco PureBeta MSCI USA ETF 93.1 4 4 5.3 -0.0
ITOT iShares Core S&P Total U.S. Stock Market ETF 93.1 3 5 5.2 -0.1
SPTM SPDR Portfolio Total Stock Market ETF 92.8 3 5 5.5 +0.2
BBUS JP Morgan Betabuilders U.S. Equity ETF 92.5 2 6 5.4 +0.1
VV Vanguard Large-Cap Index Fund 92.0 4 4 5.3 -0.0
PBP Invesco S&P 500 BuyWrite ETF 89.0 49 -41 5.1 -0.2
IVV iShares Core S&P 500 ETF 89.0 4 4 5.4 +0.1
SPLG SPDR Portfolio Large Cap ETF 89.0 3 5 5.5 +0.1
SPY SPDR S&P 500 ETF Trust 89.0 9 -1 5.4 +0.1
VOO VANGUARD S&P 500 ETF 89.0 3 5 5.5 +0.2
HSPX Global X S&P 500 Covered Call ETF 88.8 65 -57 4.9 -0.4
SPXE ProShares S&P 500 Ex-Energy ETF 86.4 27 -19 5.4 +0.1
SPYX SPDR S&P 500 Fossil Fuel Reserves Free ETF 86.2 20 -12 5.4 +0.1
ESGV Vanguard ESG U.S. Stock ETF 82.9 12 -4 5.3 -0.1
SFY SoFi Select 500 ETF 78.6 0 8 5.3 -0.0
JHML John Hancock Multifactor Large Cap ETF 78.5 34 -26 5.5 +0.2
MGC Vanguard Mega Cap Index Fund 78.4 7 1 5.3 -0.1
SPXN ProShares S&P 500 Ex-Financials ETF 77.2 27 -19 5.1 -0.2
TILT Flexshares Morningstar US Market Factors Tilt Index Fund 76.4 25 -17 6.1 +0.8
JUST Goldman Sachs JUST U.S. Large Cap Equity ETF 76.3 20 -12 5.0 -0.3
SPXV ProShares S&P 500 Ex-Health Care ETF 75.5 27 -19 5.1 -0.2
CATH Global X S&P 500 Catholic Values Custom ETF 75.2 29 -21 5.3 -0.0
IWL iShares Russell Top 200 ETF 73.7 15 -7 5.1 -0.2
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF 73.2 9 -1 5.5 +0.2
EPS WisdomTree U.S. Earnings 500 Fund 71.9 8 0 6.4 +1.1
MMTM SPDR S&P 1500 Momentum Tilt ETF 70.9 12 -4 5.1 -0.3
AVUS Avantis U.S. Equity ETF 70.3 15 -7 5.7 +0.4
ESGU iShares MSCI USA ESG Optimized ETF 70.2 15 -7 5.1 -0.2
TOK iShares MSCI Kokusai ETF 70.1 25 -17 5.7 +0.4
FNDB Schwab Fundamental U.S. Broad Market Index ETF 68.4 25 -17 6.4 +1.1
FNDX Schwab Fundamental U.S. Large Co. Index ETF 67.8 25 -17 6.4 +1.1
SNPE Xtrackers S&P 500 ESG ETF 67.8 11 -3 5.2 -0.2
PRF Invesco FTSE RAFI US 1000 ETF 67.2 39 -31 6.7 +1.4
SPXT ProShares S&P 500 Ex-Technology ETF 65.8 27 -19 5.6 +0.3
IUSG iShares Core S&P US Growth ETF 65.8 4 4 4.5 -0.9
IQSU IQ Candriam ESG US Equity ETF 65.0 9 -1 5.2 -0.1
QUS SPDR MSCI USA StrategicFactors ETF 64.8 15 -7 5.8 +0.5
URTH iShares MSCI World ETF 64.8 24 -16 5.8 +0.5
IUS Invesco Strategic US ETF 64.1 19 -11 6.1 +0.8
SPYG SPDR Portfolio S&P 500 Growth ETF 63.6 4 4 4.4 -0.9
IVW iShares S&P 500 Growth ETF 63.6 18 -10 4.3 -1.0
VOOG Vanguard S&P 500 Growth ETF 63.4 10 -2 4.4 -0.9
VONG Vanguard Russell 1000 Growth Index Fund 61.9 8 0 4.4 -0.9
IWF iShares Russell 1000 Growth ETF 61.9 19 -11 4.3 -1.0
RWL Invesco S&P 500 Revenue ETF 59.0 39 -31 6.7 +1.4
OEF iShares S&P 100 ETF 58.9 20 -12 4.9 -0.4
VLU SPDR S&P 1500 Value Tilt ETF 58.9 12 -4 7.0 +1.7
DTD WisdomTree U.S.Total Dividend Fund 58.9 28 -20 6.5 +1.2
DIVB iShares U.S. Dividend & Buyback ETF 58.4 25 -17 6.4 +1.1
DYNF BlackRock U.S. Equity Factor Rotation ETF 58.1 30 -22 6.6 +1.3
ACWI iShares MSCI ACWI ETF 57.3 32 -24 6.0 +0.7
ESG FlexShares STOXX US ESG Impact Index Fund 57.0 32 -24 5.1 -0.2
XOUT GraniteShares XOUT U.S. Large Cap ETF 56.8 60 -52 4.5 -0.8
DLN WisdomTree U.S. LargeCap Dividend Fund 56.2 28 -20 6.3 +1.0
OMFL Oppenheimer Russell 1000 Dynamic Multifactor ETF 55.4 29 -21 4.3 -1.0
CRBN iShares MSCI ACWI Low Carbon Target ETF 55.0 20 -12 6.3 +1.0
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF 54.9 29 -21 6.1 +0.7
PLC Principal U.S. Large-Cap Multi-Factor Core Index ETF 54.7 15 -7 6.3 +0.9
LOWC SPDR MSCI ACWI Low Carbon Target ETF 54.7 20 -12 6.3 +1.0
IUSV iShares Core S&P U.S. Value ETF 54.6 4 4 7.3 +2.0
SCHG Schwab U.S. Large-Cap Growth ETF 54.3 4 4 4.3 -1.0
EXT WisdomTree U.S. Total Earnings Fund 54.2 28 -20 5.7 +0.4
VT Vanguard Total World Stock Index Fund 54.0 8 0 6.2 +0.9
VOOV Vanguard S&P 500 Value ETF 52.8 15 -7 7.1 +1.8
RECS Columbia Research Enhanced Core ETF 52.8 15 -7 5.6 +0.3
SPYV SPDR Portfolio S&P 500 Value ETF 52.6 4 4 7.2 +1.9
IVE iShares S&P 500 Value ETF 52.6 18 -10 7.1 +1.7
VUG Vanguard Growth Index Fund 52.0 4 4 4.2 -1.1
ESGG FlexShares STOXX Global ESG Impact Index Fund 51.9 42 -34 5.6 +0.3
DGRO iShares Core Dividend Growth ETF 50.7 8 0 6.4 +1.1
QWLD SPDR MSCI World StrategicFactors ETF 50.4 30 -22 6.0 +0.7
IWY iShares Russell Top 200 Growth ETF 50.0 20 -12 4.3 -1.0
NACP Impact Shares NAACP Minority Empowerment ETF 50.0 75 -67 4.5 -0.8
IWD iShares Russell 1000 Value ETF 49.6 19 -11 6.9 +1.6
VONV Vanguard Russell 1000 Value Index Fund 49.6 8 0 7.0 +1.7
AFLG First Trust Active Factor Large Cap ETF 48.9 55 -47 5.5 +0.2
DSI iShares MSCI KLD 400 Social ETF 48.9 25 -17 5.2 -0.1
SPGM SPDR Portfolio MSCI Global Stock Market ETF 48.7 9 -1 6.2 +0.8
GSEW Goldman Sachs Equal Weight U.S. Large Cap Equity ETF 48.4 9 -1 5.8 +0.5
VEGN US Vegan Climate ETF 48.3 60 -52 5.2 -0.1
EUSA iShares MSCI USA Equal Weighted ETF 48.1 15 -7 5.9 +0.6
XLG Invesco S&P 500 Top 50 ETF 48.0 20 -12 4.7 -0.7
SIZE iShares Edge MSCI USA Size Factor ETF 47.5 15 -7 5.8 +0.5
SUSL iShares ESG MSCI USA Leaders ETF 46.8 10 -2 5.4 +0.1
USSG Xtrackers MSCI USA ESG Leaders Equity ETF 46.8 10 -2 5.4 +0.1
WOMN Impact Shares YWCA Women's Empowerment ETF 46.7 75 -67 4.5 -0.8
MXDU Nationwide Maximum Diversification US Core Equity ETF 46.6 34 -26 5.2 -0.2
KRMA Global X Conscious Companies ETF 46.3 43 -35 5.2 -0.1
RSP Invesco S&P 500 Equal Weight ETF 46.0 20 -12 6.7 +1.4
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF 45.9 19 -11 5.6 +0.3
SPUS SP Funds S&P 500 Sharia Industry Exclusions ETF 45.6 49 -41 4.1 -1.2
EQWL Invesco Russell Top 200 Equal Weight ETF 44.8 25 -17 5.9 +0.6

1Overlap is the percentage of holdings by weight that are identical. For example, if Fund A has a 2% position in Apple, Inc. (AAPL) and Fund B has a 5% position, their overlapping position in AAPL is 2%.

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RESULTS & ESTIMATES

  2015 2016 2017 2018 2019 2020E 2021E
Sales per share ** ** ** ** ** ** **
Earnings per share ** ** ** ** ** ** **
Dividends per share info ** ** ** ** ** ** **
Book value per share ** ** ** ** ** ** **

 

Sales per share growth   **% **% **% **% **% **%
EPS growth   **% **% **% **% **% **%

Sales per share growth   **% **% **% **% **% **%
EPS growth   **% **% **% **% **% **%

OTHER FUNDAMENTAL METRICS

Long term EPS growth est. **%   Debt-to-equity **x
Asset turnover **%   Assets-to-equity **x

Return on equity

Revision activity*
*Six months ago = 100

Net margins

Compound annual growth rates

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VALUATION METRICS
  2019 2020E 2021E
Price-to-sales ** ** **
Price-to-earnings ** ** **
Price-to-cash flow ** ** **
Price-to-growth ** ** **
Price-to-book value ** ** **
Yield ** ** **

Historical valuation trends

Forward
multiple:
Vanguard Russell 1000 ETF
Relative
to:
S&P500 MSCI EAFE MSCI Emg. Mkts. Other ETF:

NEUTRAL

Average appreciation potential. A rating of NEUTRAL is assigned to ETFs with ALTAR Scores in the middle quintile (ranking between 40%-60%) of their category. This indicates that valuations adequately reflect the fundamentals of stocks in these funds.

ALTAR Score™


Calculation of ALTAR Score™
Avg. Return on Equity 16.1 %
Divided by: Fwd. P/BV 3.0 x
Less: Expense ratio 8 bp
Equals: ALTAR Score 5.3 %
info More information on ALTAR Score™

MODERN PORTFOLIO THEORY info

CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
COMPOSITE
RATING
1.45 CATEGORY
AVERAGE
1.53
 
The composite rating is a weighted average of analysts' consensus recommendations for individual ETF constituents, based on the following scale:

BUY = 1; OVERWEIGHT = 1.5, HOLD = 2; UNDERWEIGHT = 2.5; and SELL = 3.

Readers are cautioned that because analyst ratings tend to be inflated, the composite score may be more useful as a relative measure of sentiment between funds rather than as a stand-alone recommendation.
 

 

See RATING tab for calculation of ALTAR Score™
Risk & reward. Uses std. dev. as proxy for risk, ALTAR Score™ for return forecast.
Dividends paid by constituents to the fund. May differ from actual distributions to shareholders due to constituent changes, timing issues or other factors.
Monthly returns based on changes in price plus dividends. May differ from daily returns reported by funds. See below for standardized returns.