Vanguard Russell 1000 ETF
ALTAR
Score™
4.6% info Recommen-
dation
NEUTRAL
2020E    2021E
P/E
ratio
29.4x P/Sales
ratio
2.9x
P/BV
ratio
4.0x Div.
yield
1.4%


  • 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) $2,304
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 1021
Wgt avg mkt cap (mns) $417,740
Large cap (>$10bn) 93.5%
Mid cap ($2-10bn) 6.2%
Small cap (<$2bn) 0.0%
Developed mkts 100.0%
Emerging mkts 0.0%

TOP TEN HOLDINGS
APPLE INC 5.6 %
MICROSOFT CORP 4.2 %
AMAZON.COM INC 3.5 %
FACEBOOK 1.6 %
TESLA MOTORS INC 1.6 %
ALPHABET INC. CLASS A 1.4 %
ALPHABET INC. CLASS C 1.4 %
BERKSHIRE HATHAWAY INC-CL B 1.1 %
JOHNSON & JOHNSON 1.1 %
JPMORGAN CHASE & CO 1.0 %
Total 22.6 %

TOP COUNTRY EXPOSURE
UNITED STATES 88.1 %
IRELAND 1.4 %
BRITAIN 1.0 %
SWITZERLAND 0.2 %
BERMUDA 0.2 %
LUXEMBOURG 0.1 %
CHINA 0.1 %
BRAZIL 0.0 %
NETHERLANDS 0.0 %
CAYMAN ISLANDS 0.0 %

HISTORICAL PERFORMANCE info

  Custom date range Compare to  
  thru


Standardized Annual Returns (thru December 31)
Year-to-date 1 year 5 years 10 years Since Incep.
20.9% 20.9% 15.4% 13.9% 14.7%

Market Correlations
versus... Beta R-squared
S&P500 1.03 100%
MSCI EAFE 0.95 85%
MSCI Emg. Mkts. 0.77 70%

Technical Indicators
Recent close $179.98
30d moving avg. $175.80
Annualized volatility 19.3%
Short interest (ETF) 0.1%
Short interest (Underlying) 2.6%
Relative strength (RSI) 66

Liquidity measures
Avg. volume (thou.) 72
Turnover 0.6%
Bid/Ask (% of price) 0.04%
ADV underlying (mns) $322,801

Distributions


FINDING ALTERNATIVE FUNDS

Below is a list of 98 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™: 4.6%


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
(%)
VTHR Vanguard Russell 3000 Index Fund 91.1 10 -2 4.4 -0.2
IWB iShares Russell 1000 ETF 91.0 15 -7 4.5 -0.1
IWV iShares Russell 3000 ETF 91.0 20 -12 4.3 -0.3
SCHB Schwab U.S. Broad Market ETF 90.4 3 5 4.5 -0.1
ITOT iShares Core S&P Total U.S. Stock Market ETF 90.3 3 5 4.4 -0.2
IYY iShares Dow Jones U.S. ETF 90.1 20 -12 4.4 -0.1
SCHK Schwab 1000 Index ETF 89.5 5 3 4.6 +0.0
VTI Vanguard Total Stock Market Index Fund 88.9 3 5 4.4 -0.1
SCHX Schwab U.S. Large-Cap ETF 87.9 3 5 4.6 0.0
PBUS Invesco PureBeta MSCI USA ETF 85.3 4 4 4.6 +0.0
SPTM SPDR Portfolio Total Stock Market ETF 84.2 3 5 4.8 +0.2
BBUS JP Morgan Betabuilders U.S. Equity ETF 84.1 2 6 4.6 +0.1
VV Vanguard Large-Cap Index Fund 83.4 4 4 4.6 +0.0
GSUS Goldman Sachs MarketBeta U.S. Equity ETF 82.4 7 1 4.5 -0.0
DFAU Dimensional US Core Equity Market ETF 80.5 12 -4 4.7 +0.1
IVV iShares Core S&P 500 ETF 80.4 3 5 4.7 +0.2
SPLG SPDR Portfolio Large Cap ETF 80.4 3 5 4.7 +0.2
SPY SPDR S&P 500 ETF Trust 80.4 9 -1 4.7 +0.1
PBP Invesco S&P 500 BuyWrite ETF 80.4 49 -41 4.3 -0.3
VOO VANGUARD S&P 500 ETF 80.4 3 5 4.8 +0.3
XYLG Global X S&P 500 Covered Call & Growth ETF 80.4 60 -52 4.4 -0.2
SPXE ProShares S&P 500 Ex-Energy ETF 77.9 27 -19 4.6 +0.1
SPYX SPDR S&P 500 Fossil Fuel Reserves Free ETF 77.4 20 -12 4.8 +0.2
ESGV Vanguard ESG U.S. Stock ETF 77.1 12 -4 4.5 -0.1
SFY SoFi Select 500 ETF 75.7 0 8 4.6 +0.0
JHML John Hancock Multifactor Large Cap ETF 74.9 29 -21 4.9 +0.3
TILT Flexshares Morningstar US Market Factors Tilt Index Fund 71.8 25 -17 4.9 +0.3
XVV iShares ESG Screened S&P 500 ETF 71.4 8 0 4.9 +0.3
JUST Goldman Sachs JUST U.S. Large Cap Equity ETF 70.8 20 -12 4.6 +0.0
ESGU iShares MSCI USA ESG Optimized ETF 70.8 15 -7 4.4 -0.2
KOKU Xtrackers MSCI Kokusai Equity ETF 70.6 9 -1 5.0 +0.5
TOK iShares MSCI Kokusai ETF 70.5 25 -17 4.9 +0.3
SPXN ProShares S&P 500 Ex-Financials ETF 69.6 27 -19 4.3 -0.2
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF 69.4 9 -1 4.8 +0.2
MGC Vanguard Mega Cap Index Fund 69.0 7 1 4.6 +0.0
SPXV ProShares S&P 500 Ex-Health Care ETF 68.9 27 -19 4.3 -0.3
CATH Global X S&P 500 Catholic Values Custom ETF 67.9 29 -21 4.6 0.0
BKLC BNY Mellon US Large Cap Core Equity ETF 67.1 0 8 4.4 -0.1
IWL iShares Russell Top 200 ETF 66.9 15 -7 4.4 -0.2
MMTM SPDR S&P 1500 Momentum Tilt ETF 65.9 12 -4 4.0 -0.6
AVUS Avantis U.S. Equity ETF 65.6 15 -7 4.8 +0.3
URTH iShares MSCI World ETF 65.0 24 -16 5.0 +0.4
EPS WisdomTree U.S. Earnings 500 Fund 63.9 8 0 5.9 +1.4
JCTR JPMorgan Carbon Transition U.S. Equity ETF 62.4 15 -7 4.7 +0.1
PRF Invesco FTSE RAFI US 1000 ETF 61.7 39 -31 5.7 +1.2
QUS SPDR MSCI USA StrategicFactors ETF 60.1 15 -7 5.3 +0.7
FNDB Schwab Fundamental U.S. Broad Market Index ETF 59.9 25 -17 5.7 +1.1
IQSU IQ Candriam ESG US Equity ETF 59.8 9 -1 4.5 -0.1
DYNF BlackRock U.S. Equity Factor Rotation ETF 59.7 30 -22 5.3 +0.7
FNDX Schwab Fundamental U.S. Large Co. Index ETF 59.6 25 -17 5.7 +1.2
SNPE Xtrackers S&P 500 ESG ETF 58.6 10 -2 4.6 0.0
EFIV SPDR S&P 500 ESG ETF 58.6 10 -2 4.6 0.0
SPXT ProShares S&P 500 Ex-Technology ETF 57.8 27 -19 4.9 +0.3
IUSG iShares Core S&P US Growth ETF 56.8 4 4 3.6 -0.9
ESG FlexShares STOXX US ESG Impact Index Fund 56.4 32 -24 4.5 -0.1
ACWI iShares MSCI ACWI ETF 56.2 32 -24 5.1 +0.5
DIVB iShares U.S. Dividend & Buyback ETF 56.1 25 -17 5.9 +1.4
IUS Invesco Strategic US ETF 56.0 19 -11 5.5 +0.9
XOUT GraniteShares XOUT U.S. Large Cap ETF 55.0 60 -52 3.6 -1.0
CRBN iShares MSCI ACWI Low Carbon Target ETF 54.6 20 -12 5.3 +0.8
VOOG Vanguard S&P 500 Growth ETF 54.6 10 -2 3.9 -0.7
SPYG SPDR Portfolio S&P 500 Growth ETF 54.5 4 4 3.6 -0.9
IVW iShares S&P 500 Growth ETF 54.5 18 -10 3.5 -1.1
LOWC SPDR MSCI ACWI Low Carbon Target ETF 54.4 20 -12 5.3 +0.8
VLU SPDR S&P 1500 Value Tilt ETF 54.2 12 -4 6.2 +1.7
IWF iShares Russell 1000 Growth ETF 53.8 19 -11 3.4 -1.2
OEF iShares S&P 100 ETF 53.6 20 -12 4.2 -0.4
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF 53.6 30 -22 5.1 +0.5
VONG Vanguard Russell 1000 Growth Index Fund 53.5 8 0 3.5 -1.0
RWL Invesco S&P 500 Revenue ETF 53.3 39 -31 6.3 +1.7
VT Vanguard Total World Stock ETF 52.9 8 0 5.4 +0.8
IUSV iShares Core S&P U.S. Value ETF 52.6 4 4 6.5 +1.9
VOOV Vanguard S&P 500 Value ETF 51.6 10 -2 6.6 +2.1
VONV Vanguard Russell 1000 Value Index Fund 51.3 8 0 6.2 +1.7
IWD iShares Russell 1000 Value ETF 50.9 19 -11 6.1 +1.5
SPYV SPDR Portfolio S&P 500 Value ETF 50.6 4 4 6.5 +1.9
IVE iShares S&P 500 Value ETF 50.6 18 -10 6.3 +1.8
PLC Principal U.S. Large-Cap Multi-Factor Core Index ETF 50.5 15 -7 0.0 -4.6
RESP WisdomTree US ESG Fund of Benef Interest 50.2 28 -20 5.0 +0.5
DTD WisdomTree U.S.Total Dividend Fund 49.1 28 -20 6.2 +1.7
VUG Vanguard Growth Index Fund 48.4 4 4 3.5 -1.1
HIPR Direxion High Growth ETF 47.5 40 -32 3.8 -0.8
QWLD SPDR MSCI World StrategicFactors ETF 47.4 30 -22 5.4 +0.8
DLN WisdomTree U.S. LargeCap Dividend Fund 47.4 28 -20 6.1 +1.6
ESGG FlexShares STOXX Global ESG Impact Index Fund 47.4 42 -34 4.6 +0.0
AFLG First Trust Active Factor Large Cap ETF 47.1 55 -47 4.7 +0.1
KRMA Global X Conscious Companies ETF 46.7 43 -35 4.8 +0.3
SCHV Schwab U.S. Large-Cap Value ETF 46.5 4 4 6.1 +1.5
GSEW Goldman Sachs Equal Weight U.S. Large Cap Equity ETF 46.5 9 -1 5.0 +0.5
SPGM SPDR Portfolio MSCI Global Stock Market ETF 46.0 9 -1 5.1 +0.6
EUSA iShares MSCI USA Equal Weighted ETF 45.2 15 -7 5.2 +0.6
DSI iShares MSCI KLD 400 Social ETF 44.5 25 -17 4.6 0.0
SUSA iShares MSCI USA ESG Select ETF 44.4 25 -17 4.2 -0.3
IWY iShares Russell Top 200 Growth ETF 44.1 20 -12 3.5 -1.0
SIZE iShares MSCI USA Size Factor ETF 44.0 15 -7 5.2 +0.6
RECS Columbia Research Enhanced Core ETF 43.9 15 -7 5.1 +0.5
RSP Invesco S&P 500 Equal Weight ETF 43.8 20 -12 5.6 +1.1
NACP Impact Shares NAACP Minority Empowerment ETF 43.4 49 -41 4.7 +0.1

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 16.6 %
Divided by: Fwd. P/BV 3.6 x
Less: Expense ratio 8 bp
Equals: ALTAR Score 4.6 %
info More information on ALTAR Score™

MODERN PORTFOLIO THEORY info

CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
COMPOSITE
RATING
1.43 CATEGORY
AVERAGE
1.49
 
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.