Vanguard Russell 1000 Value Index Fund
ALTAR
Score™
6.2% info Recommen-
dation
OVERWEIGHT
2020E    2021E
P/E
ratio
23.4x P/Sales
ratio
2.0x
P/BV
ratio
2.3x Div.
yield
2.2%


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

FUND BASICS
Category US Equities
Fund Sponsor Vanguard Group Inc/The
Website www.vanguard.com
Inception date Sep 20, 2010
Assets (mns) $3,546
Currency USD
Expense ratio 8 bp
Distributions Quarterly

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

SECTOR BREAKDOWN

 


CONSTITUENT BREAKDOWN
No. of constituents 858
Wgt avg mkt cap (mns) $141,552
Large cap (>$10bn) 89.7%
Mid cap ($2-10bn) 10.2%
Small cap (<$2bn) 0.0%
Developed mkts 100.0%
Emerging mkts 0.0%

TOP TEN HOLDINGS
BERKSHIRE HATHAWAY INC-CL B 2.6 %
JPMORGAN CHASE & CO 2.4 %
JOHNSON & JOHNSON 2.2 %
WALT DISNEY CO/THE 1.9 %
BANK OF AMERICA CORP 1.5 %
VERIZON COMMUNICATIONS INC 1.4 %
INTEL CORP 1.4 %
COMCAST CORP-CL A 1.3 %
AT&T INC 1.2 %
PFIZER INC 1.2 %
Total 17.2 %

TOP COUNTRY EXPOSURE
UNITED STATES 100.1 %
IRELAND 2.1 %
BRITAIN 1.6 %
SWITZERLAND 0.5 %
BERMUDA 0.5 %
CHINA 0.1 %
NETHERLANDS 0.1 %
PUERTO RICO 0.0 %
CAYMAN ISLANDS 0.0 %
PANAMA 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.
2.7% 2.7% 9.6% 10.3% 11.2%

Market Correlations
versus... Beta R-squared
S&P500 1.02 94%
MSCI EAFE 1.00 88%
MSCI Emg. Mkts. 0.80 72%

Technical Indicators
Recent close $122.39
30d moving avg. $120.90
Annualized volatility 19.9%
Short interest (ETF) 0.2%
Short interest (Underlying) 2.5%
Relative strength (RSI) 58

Liquidity measures
Avg. volume (thou.) 164
Turnover 0.6%
Bid/Ask (% of price) 0.05%
ADV underlying (mns) $188,393

Distributions


FINDING ALTERNATIVE FUNDS

Below is a list of 96 potential alternatives to the Vanguard Russell 1000 Value Index Fund ETF based on the alternatives' overlap in portfolio holdings with VONV. Consider funds with lower expense ratios and/or higher ALTAR Score™ ratings as possible alternatives.

Benchmark ticker: VONV Expense: 8 bp ALTAR Score™: 6.2%


ALTERNATIVE ETFs BASED ON OVERLAP WITH VONV
Ticker Fund
Name
Overlap1
vs VONV
(%)
Expense
ratio
(bp)
Savings
vs VONV
(bp)
ALTAR
Score™
(%)
ALTAR
vs VONV
(%)
IWD iShares Russell 1000 Value ETF 99.4 19 -11 6.1 -0.1
IUSV iShares Core S&P U.S. Value ETF 81.6 4 4 6.5 +0.3
VOOV Vanguard S&P 500 Value ETF 81.6 10 -2 6.6 +0.4
SPYV SPDR Portfolio S&P 500 Value ETF 78.5 4 4 6.5 +0.3
IVE iShares S&P 500 Value ETF 78.5 18 -10 6.3 +0.1
SCHV Schwab U.S. Large-Cap Value ETF 78.0 4 4 6.1 -0.1
VTV Vanguard Value Index Fund 73.5 4 4 6.6 +0.4
IWX iShares Russell Top 200 Value ETF 68.0 20 -12 6.1 -0.1
PRF Invesco FTSE RAFI US 1000 ETF 67.5 39 -31 5.7 -0.5
FNDX Schwab Fundamental U.S. Large Co. Index ETF 64.8 25 -17 5.7 -0.5
SPXT ProShares S&P 500 Ex-Technology ETF 64.4 27 -19 4.9 -1.3
FNDB Schwab Fundamental U.S. Broad Market Index ETF 63.4 25 -17 5.7 -0.6
ESGV Vanguard ESG U.S. Stock ETF 62.4 12 -4 4.5 -1.7
VLU SPDR S&P 1500 Value Tilt ETF 60.6 12 -4 6.2 0.0
JHML John Hancock Multifactor Large Cap ETF 59.6 29 -21 4.9 -1.4
MGV Vanguard Mega Cap Value ETF 59.2 7 1 6.5 +0.3
EPS WisdomTree U.S. Earnings 500 Fund 56.4 8 0 5.9 -0.3
PBP Invesco S&P 500 BuyWrite ETF 56.4 49 -41 4.3 -1.9
DIVB iShares U.S. Dividend & Buyback ETF 55.9 25 -17 5.9 -0.3
XYLG Global X S&P 500 Covered Call & Growth ETF 55.8 60 -52 4.4 -1.8
IWB iShares Russell 1000 ETF 55.5 15 -7 4.5 -1.7
RWL Invesco S&P 500 Revenue ETF 55.3 39 -31 6.3 +0.1
IUS Invesco Strategic US ETF 54.9 19 -11 5.5 -0.7
SPLG SPDR Portfolio Large Cap ETF 54.9 3 5 4.7 -1.5
SPY SPDR S&P 500 ETF Trust 54.9 9 -1 4.7 -1.5
SPYX SPDR S&P 500 Fossil Fuel Reserves Free ETF 54.8 20 -12 4.8 -1.5
IVV iShares Core S&P 500 ETF 54.8 3 5 4.7 -1.5
SCHK Schwab 1000 Index ETF 54.6 5 3 4.6 -1.6
IYY iShares Dow Jones U.S. ETF 54.4 20 -12 4.4 -1.8
SCHX Schwab U.S. Large-Cap ETF 54.4 3 5 4.6 -1.7
DTD WisdomTree U.S.Total Dividend Fund 54.4 28 -20 6.2 +0.0
VTHR Vanguard Russell 3000 Index Fund 54.0 10 -2 4.4 -1.8
SPTM SPDR Portfolio Total Stock Market ETF 53.9 3 5 4.8 -1.4
VOO VANGUARD S&P 500 ETF 53.9 3 5 4.8 -1.4
BBUS JP Morgan Betabuilders U.S. Equity ETF 53.7 2 6 4.6 -1.6
QUS SPDR MSCI USA StrategicFactors ETF 53.6 15 -7 5.3 -1.0
PBUS Invesco PureBeta MSCI USA ETF 53.3 4 4 4.6 -1.6
SPXE ProShares S&P 500 Ex-Energy ETF 53.1 27 -19 4.6 -1.6
GSUS Goldman Sachs MarketBeta U.S. Equity ETF 52.9 7 1 4.5 -1.7
VV Vanguard Large-Cap Index Fund 52.8 4 4 4.6 -1.6
DFAU Dimensional US Core Equity Market ETF 52.8 12 -4 4.7 -1.5
VYM Vanguard High Dividend Yield Index ETF 52.6 6 2 6.7 +0.5
IWV iShares Russell 3000 ETF 52.2 20 -12 4.3 -1.9
JUST Goldman Sachs JUST U.S. Large Cap Equity ETF 52.1 20 -12 4.6 -1.6
DLN WisdomTree U.S. LargeCap Dividend Fund 52.0 28 -20 6.1 -0.1
SCHB Schwab U.S. Broad Market ETF 51.9 3 5 4.5 -1.8
JCTR JPMorgan Carbon Transition U.S. Equity ETF 51.8 15 -7 4.7 -1.6
ITOT iShares Core S&P Total U.S. Stock Market ETF 51.7 3 5 4.4 -1.8
SPXV ProShares S&P 500 Ex-Health Care ETF 51.6 27 -19 4.3 -1.9
VONE Vanguard Russell 1000 ETF 51.3 8 0 4.6 -1.7
VTI Vanguard Total Stock Market Index Fund 50.6 3 5 4.4 -1.8
XVV iShares ESG Screened S&P 500 ETF 50.6 8 0 4.9 -1.3
DGRO iShares Core Dividend Growth ETF 50.6 8 0 6.0 -0.2
AVUS Avantis U.S. Equity ETF 50.4 15 -7 4.8 -1.4
RSP Invesco S&P 500 Equal Weight ETF 50.4 20 -12 5.6 -0.6
CATH Global X S&P 500 Catholic Values Custom ETF 50.2 29 -21 4.6 -1.7
DYNF BlackRock U.S. Equity Factor Rotation ETF 50.2 30 -22 5.3 -0.9
MGC Vanguard Mega Cap Index Fund 49.3 7 1 4.6 -1.6
SFY SoFi Select 500 ETF 49.0 0 8 4.6 -1.6
GSEW Goldman Sachs Equal Weight U.S. Large Cap Equity ETF 48.8 9 -1 5.0 -1.2
ESGU iShares MSCI USA ESG Optimized ETF 48.6 15 -7 4.4 -1.8
EUSA iShares MSCI USA Equal Weighted ETF 48.5 15 -7 5.2 -1.0
SNPE Xtrackers S&P 500 ESG ETF 48.5 10 -2 4.6 -1.7
EFIV SPDR S&P 500 ESG ETF 48.4 10 -2 4.6 -1.7
SPXN ProShares S&P 500 Ex-Financials ETF 48.2 27 -19 4.3 -1.9
SIZE iShares MSCI USA Size Factor ETF 47.6 15 -7 5.2 -1.0
IWL iShares Russell Top 200 ETF 47.6 15 -7 4.4 -1.8
ESG FlexShares STOXX US ESG Impact Index Fund 46.7 32 -24 4.5 -1.8
BKLC BNY Mellon US Large Cap Core Equity ETF 46.1 0 8 4.4 -1.8
TILT Flexshares Morningstar US Market Factors Tilt Index Fund 46.1 25 -17 4.9 -1.3
IQSU IQ Candriam ESG US Equity ETF 45.9 9 -1 4.5 -1.7
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF 45.5 30 -22 5.1 -1.1
SUSL iShares ESG MSCI USA Leaders ETF 44.8 10 -2 4.8 -1.4
USSG Xtrackers MSCI USA ESG Leaders Equity ETF 44.7 10 -2 4.8 -1.4
RNLC Large Cap US Equity Select ETF 44.7 60 -52 5.2 -1.0
EQAL Invesco Russell 1000 Equal Weight ETF 44.6 20 -12 5.1 -1.1
NACP Impact Shares NAACP Minority Empowerment ETF 44.4 49 -41 4.7 -1.5
RAFE PIMCO RAFI ESG U.S. ETF 43.8 30 -22 6.7 +0.5
CFO VictoryShares US 500 Enhanced Volatility Weighted Index ETF 43.7 35 -27 5.1 -1.1
CFA VictoryShares US 500 Volatility Weighted Index ETF 43.5 35 -27 5.1 -1.1
DSI iShares MSCI KLD 400 Social ETF 43.4 25 -17 4.6 -1.7
JVAL JPMorgan U.S. Value Factor ETF 43.0 12 -4 7.1 +0.9
JKF iShares Morningstar Large Cap Value ETF 42.5 25 -17 6.7 +0.5
EQWL Invesco Russell Top 200 Equal Weight ETF 42.4 25 -17 5.6 -0.6
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF 42.3 9 -1 4.8 -1.4
OEF iShares S&P 100 ETF 42.3 20 -12 4.2 -2.0
USEQ Invesco Russell 1000 Enhanced Equal Weight ETF 41.6 29 -21 6.0 -0.2
ONEO SPDR Russell 1000 Momentum Focus ETF 41.4 20 -12 5.6 -0.6
DEUS Xtrackers Russell 1000 Comprehensive Factor ETF 40.7 17 -9 5.7 -0.5
REVS Columbia Research Enhanced Value ETF 40.1 19 -11 6.7 +0.5
VFVA Vanguard U.S. Value Factor ETF 39.7 14 -6 8.5 +2.3
TOK iShares MSCI Kokusai ETF 39.6 25 -17 4.9 -1.3
KOKU Xtrackers MSCI Kokusai Equity ETF 39.6 9 -1 5.0 -1.2
PQLC PGIM QMA Strategic Alpha Large-Cap Core ETF 39.4 17 -9 6.1 -0.1
RECS Columbia Research Enhanced Core ETF 39.3 15 -7 5.1 -1.1
FEX First Trust Large Cap Core AlphaDEX Fund 39.3 60 -52 4.7 -1.5

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%.

Content on this tab for subscribers only**

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

Content on this tab for subscribers only

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 Value Index Fund
Relative
to:
S&P500 MSCI EAFE MSCI Emg. Mkts. Other ETF:

OVERWEIGHT

Above average appreciation potential. A rating of OVERWEIGHT is assigned to ETFs with ALTAR Scores in the 4th quintile (ranking higher than 60%-80%) of their category. Typically, funds in this category consist of stocks trading at attractive valuations and/or having above-average fundamentals.

ALTAR Score™


Calculation of ALTAR Score™
Avg. Return on Equity 13.6 %
Divided by: Fwd. P/BV 2.2 x
Less: Expense ratio 8 bp
Equals: ALTAR Score 6.2 %
info More information on ALTAR Score™

MODERN PORTFOLIO THEORY info

CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
COMPOSITE
RATING
1.50 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.