Vanguard Russell 1000 ETF
ALTAR
Score™
5.0% info Recommen-
dation
NEUTRAL
2020E    2021E
P/E
ratio
27.1x P/Sales
ratio
2.6x
P/BV
ratio
3.5x Div.
yield
1.6%


  • 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 20, 2010
Assets (mns) $1,675
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 1023
Wgt avg mkt cap (mns) $417,056
Large cap (>$10bn) 92.7%
Mid cap ($2-10bn) 7.0%
Small cap (<$2bn) 0.1%
Developed mkts 100.0%
Emerging mkts 0.0%

TOP TEN HOLDINGS
APPLE INC 5.6 %
MICROSOFT CORP 4.9 %
AMAZON.COM INC 4.1 %
FACEBOOK 2.1 %
ALPHABET INC. CLASS A 1.5 %
ALPHABET INC. CLASS C 1.5 %
BERKSHIRE HATHAWAY INC-CL B 1.2 %
JOHNSON & JOHNSON 1.2 %
PROCTER & GAMBLE CO/THE 1.0 %
VISA INC-CLASS A SHARES 1.0 %
Total 24.0 %

TOP COUNTRY EXPOSURE
UNITED STATES 94.4 %
IRELAND 1.5 %
BRITAIN 1.0 %
BERMUDA 0.2 %
SWITZERLAND 0.2 %
LUXEMBOURG 0.1 %
CHINA 0.1 %
NETHERLANDS 0.0 %
BRAZIL 0.0 %
PUERTO RICO 0.0 %

HISTORICAL PERFORMANCE info

  Custom date range Compare to  
  thru


Standardized Annual Returns (thru September 30)
Year-to-date 1 year 5 years 10 years Since Incep.
6.3% 15.8% 13.9% -- 13.6%

Market Correlations
versus... Beta R-squared
S&P500 1.02 100%
MSCI EAFE 1.04 85%
MSCI Emg. Mkts. 0.75 69%

Technical Indicators
Recent close $157.32
30d moving avg. $156.76
Annualized volatility 18.1%
Short interest (ETF) 0.2%
Short interest (Underlying) 2.6%
Relative strength (RSI) 52

Liquidity measures
Avg. volume (thou.) 52
Turnover 0.5%
Bid/Ask (% of price) 0.04%
ADV underlying (mns) $308,862

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™: 5.0%


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 97.5 15 -7 4.9 -0.1
IYY iShares Dow Jones U.S. ETF 96.5 20 -12 4.9 -0.1
SCHK Schwab 1000 Index ETF 95.9 5 3 5.1 +0.0
VTHR Vanguard Russell 3000 Index Fund 95.1 10 -2 4.9 -0.1
SCHX Schwab U.S. Large-Cap ETF 94.5 3 5 5.0 +0.0
IWV iShares Russell 3000 ETF 93.8 20 -12 4.8 -0.2
SCHB Schwab U.S. Broad Market ETF 93.2 3 5 5.0 -0.1
ITOT iShares Core S&P Total U.S. Stock Market ETF 92.9 3 5 4.9 -0.1
PBUS Invesco PureBeta MSCI USA ETF 91.3 4 4 5.1 +0.1
BBUS JP Morgan Betabuilders U.S. Equity ETF 90.1 2 6 5.1 +0.1
VTI Vanguard Total Stock Market Index Fund 89.7 3 5 4.9 -0.1
SPTM SPDR Portfolio Total Stock Market ETF 89.7 3 5 5.4 +0.3
VV Vanguard Large-Cap Index Fund 89.4 4 4 5.1 +0.0
GSUS Goldman Sachs MarketBeta U.S. Equity ETF 88.1 7 1 5.1 +0.0
SPY SPDR S&P 500 ETF Trust 85.9 9 -1 5.2 +0.2
PBP Invesco S&P 500 BuyWrite ETF 85.9 49 -41 4.8 -0.2
IVV iShares Core S&P 500 ETF 85.9 3 5 5.2 +0.2
SPLG SPDR Portfolio Large Cap ETF 85.9 3 5 5.2 +0.2
VOO VANGUARD S&P 500 ETF 85.9 3 5 5.3 +0.2
HSPX Global X S&P 500 Covered Call ETF 85.9 60 -52 4.8 -0.2
XYLG Global X S&P 500 Covered Call & Growth ETF 85.8 60 -52 4.9 -0.1
SPYX SPDR S&P 500 Fossil Fuel Reserves Free ETF 84.5 20 -12 5.2 +0.2
SPXE ProShares S&P 500 Ex-Energy ETF 83.6 27 -19 5.1 +0.1
ESGV Vanguard ESG U.S. Stock ETF 83.0 12 -4 4.9 -0.1
SFY SoFi Select 500 ETF 78.1 0 8 5.0 0.0
JHML John Hancock Multifactor Large Cap ETF 77.5 29 -21 5.4 +0.4
ESGU iShares MSCI USA ESG Optimized ETF 76.2 15 -7 4.9 -0.1
MGC Vanguard Mega Cap Index Fund 74.7 7 1 5.0 +0.0
SPXN ProShares S&P 500 Ex-Financials ETF 74.7 27 -19 4.8 -0.2
JUST Goldman Sachs JUST U.S. Large Cap Equity ETF 74.2 20 -12 4.8 -0.2
TILT Flexshares Morningstar US Market Factors Tilt Index Fund 73.8 25 -17 6.2 +1.2
CATH Global X S&P 500 Catholic Values Custom ETF 73.4 29 -21 5.0 +0.0
SPXV ProShares S&P 500 Ex-Health Care ETF 73.2 27 -19 4.9 -0.1
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF 72.7 9 -1 5.4 +0.4
IWL iShares Russell Top 200 ETF 72.6 15 -7 4.8 -0.2
KOKU Xtrackers MSCI Kokusai Equity ETF 71.5 9 -1 5.6 +0.6
TOK iShares MSCI Kokusai ETF 71.4 25 -17 5.4 +0.4
BKLC BNY Mellon US Large Cap Core Equity ETF 70.9 0 8 5.0 -0.0
MMTM SPDR S&P 1500 Momentum Tilt ETF 70.0 12 -4 4.6 -0.4
EPS WisdomTree U.S. Earnings 500 Fund 69.8 8 0 6.3 +1.3
AVUS Avantis U.S. Equity ETF 68.7 15 -7 5.5 +0.5
URTH iShares MSCI World ETF 65.9 24 -16 5.5 +0.5
IUSG iShares Core S&P US Growth ETF 65.5 4 4 4.3 -0.7
PRF Invesco FTSE RAFI US 1000 ETF 65.2 39 -31 6.7 +1.7
FNDB Schwab Fundamental U.S. Broad Market Index ETF 64.6 25 -17 6.7 +1.7
FNDX Schwab Fundamental U.S. Large Co. Index ETF 64.4 25 -17 6.6 +1.6
EFIV SPDR S&P 500 ESG ETF 64.1 10 -2 5.0 -0.1
IQSU IQ Candriam ESG US Equity ETF 64.1 9 -1 5.0 -0.1
SNPE Xtrackers S&P 500 ESG ETF 64.1 10 -2 4.9 -0.1
VOOG Vanguard S&P 500 Growth ETF 63.4 10 -2 4.2 -0.8
SPYG SPDR Portfolio S&P 500 Growth ETF 63.2 4 4 4.3 -0.8
IVW iShares S&P 500 Growth ETF 63.2 18 -10 16.9 +11.9
QUS SPDR MSCI USA StrategicFactors ETF 63.1 15 -7 5.8 +0.7
SPXT ProShares S&P 500 Ex-Technology ETF 61.7 27 -19 5.5 +0.4
IUS Invesco Strategic US ETF 59.9 19 -11 6.4 +1.4
XOUT GraniteShares XOUT U.S. Large Cap ETF 59.6 60 -52 4.0 -1.0
ESG FlexShares STOXX US ESG Impact Index Fund 59.2 32 -24 5.0 -0.0
DYNF BlackRock U.S. Equity Factor Rotation ETF 58.3 30 -22 6.5 +1.5
IWF iShares Russell 1000 Growth ETF 57.9 19 -11 3.7 -1.4
VONG Vanguard Russell 1000 Growth Index Fund 57.8 8 0 3.8 -1.3
ACWI iShares MSCI ACWI ETF 57.7 32 -24 5.7 +0.7
VLU SPDR S&P 1500 Value Tilt ETF 57.6 12 -4 7.3 +2.3
OEF iShares S&P 100 ETF 57.1 20 -12 4.7 -0.3
DIVB iShares U.S. Dividend & Buyback ETF 57.0 25 -17 6.8 +1.8
DTD WisdomTree U.S.Total Dividend Fund 56.5 28 -20 6.6 +1.6
CRBN iShares MSCI ACWI Low Carbon Target ETF 56.3 20 -12 6.0 +0.9
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF 56.2 29 -21 5.9 +0.9
LOWC SPDR MSCI ACWI Low Carbon Target ETF 56.1 20 -12 6.0 +0.9
VONV Vanguard Russell 1000 Value Index Fund 54.1 8 0 6.9 +1.9
IWD iShares Russell 1000 Value ETF 54.0 19 -11 6.8 +1.8
RWL Invesco S&P 500 Revenue ETF 53.8 39 -31 7.1 +2.1
DLN WisdomTree U.S. LargeCap Dividend Fund 53.8 28 -20 6.4 +1.4
VT Vanguard Total World Stock Index Fund 53.2 8 0 6.0 +1.0
PLC Principal U.S. Large-Cap Multi-Factor Core Index ETF 52.6 15 -7 6.1 +1.1
EXT WisdomTree U.S. Total Earnings Fund 52.5 28 -20 5.4 +0.4
VUG Vanguard Growth Index Fund 52.2 4 4 3.8 -1.2
IUSV iShares Core S&P U.S. Value ETF 50.5 4 4 7.4 +2.3
ESGG FlexShares STOXX Global ESG Impact Index Fund 50.4 42 -34 5.2 +0.2
AFLG First Trust Active Factor Large Cap ETF 50.0 55 -47 5.3 +0.3
SCHV Schwab U.S. Large-Cap Value ETF 49.9 4 4 6.8 +1.8
QWLD SPDR MSCI World StrategicFactors ETF 48.6 30 -22 6.1 +1.1
VOOV Vanguard S&P 500 Value ETF 48.6 10 -2 7.2 +2.2
IVE iShares S&P 500 Value ETF 48.4 18 -10 7.1 +2.1
SPYV SPDR Portfolio S&P 500 Value ETF 48.4 4 4 7.3 +2.3
SPGM SPDR Portfolio MSCI Global Stock Market ETF 48.4 9 -1 5.8 +0.8
DSI iShares MSCI KLD 400 Social ETF 48.3 25 -17 5.0 -0.0
RECS Columbia Research Enhanced Core ETF 48.3 15 -7 5.5 +0.5
IWY iShares Russell Top 200 Growth ETF 48.2 20 -12 3.8 -1.2
VEGN US Vegan Climate ETF 47.7 60 -52 5.0 -0.0
GSEW Goldman Sachs Equal Weight U.S. Large Cap Equity ETF 47.7 9 -1 5.9 +0.9
KRMA Global X Conscious Companies ETF 47.6 43 -35 5.1 +0.1
NACP Impact Shares NAACP Minority Empowerment ETF 47.3 75 -67 4.7 -0.3
XLG Invesco S&P 500 Top 50 ETF 47.2 20 -12 4.4 -0.6
EUSA iShares MSCI USA Equal Weighted ETF 46.6 15 -7 6.0 +1.0
MXDU Nationwide Maximum Diversification US Core Equity ETF 46.5 34 -26 4.6 -0.5
WOMN Impact Shares YWCA Women's Empowerment ETF 46.4 75 -67 4.2 -0.8
QRFT Qraft Ai-Enhanced U.S. Large Cap ETF 46.1 75 -67 3.8 -1.2
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF 45.7 19 -11 6.0 +0.9
SUSL iShares ESG MSCI USA Leaders ETF 45.3 10 -2 5.2 +0.2
USSG Xtrackers MSCI USA ESG Leaders Equity ETF 45.2 10 -2 5.2 +0.2

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 16.4 %
Divided by: Fwd. P/BV 3.2 x
Less: Expense ratio 8 bp
Equals: ALTAR Score 5.0 %
info More information on ALTAR Score™

MODERN PORTFOLIO THEORY info

CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
COMPOSITE
RATING
1.44 CATEGORY
AVERAGE
1.51
 
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.