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VONV Vanguard Russell 1000 Value ETF

ETF

112.97

Close 10/20

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Price and fund-flow snapshot

As of 2026-10-20

Momentum: Strong.

Momentum Strong 240-day return is Top; 60-day return is Good.
60-day return (%) 3.56 75th percentile Good
240-day return (%) 29.12 87th percentile Top
Risk / liquidity Neutral Distance from peak is Top, but 20-day dollar volume is Lagging.
60-day annualized volatility (%) 8.7 28th percentile Good
Distance from peak (%) -0.29 92th percentile Top
20-day dollar volume 106,310,883 10th percentile Lagging

Vanguard Russell 1000 Value ETF (VONV) today

1 quant signals active · As of 2026-10-20

Win rate and excess are historical post-trigger stats vs the market. Click a signal for its full definition and samples; history does not predict future results.

Continue researching Vanguard Russell 1000 Value ETF with this page's evidence.

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Vanguard Russell 1000 Value ETF (VONV) peers and tracking

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Vanguard Russell 1000 Value ETF (VONV) quant signal backtests

Signals active now

Each active condition is tested against this ETF’s own history and benchmarked versus the S&P 500.

Top-quintile 6-month momentum

Active · now 86.59%

The ETF ranks in the top 20% of liquid US-listed ETFs by 126-day adjusted return.

14 historical occurrences (since 2017-02-28)

Average forward return after Top-quintile 6-month momentum

20-day: Win 46.2%, Sample 13, Median -0.16%, Excess +0.07%, Beat mkt rate 61.5%

60-day: Win 41.7%, Sample 12, Median -0.87%, Excess -0.06%, Beat mkt rate 41.7%

120-day: Win 63.6%, Sample 11, Median +2.69%, Excess -1.43%, Beat mkt rate 36.4%

120 days after: historical avg +1.35%

20-day -1.51%
60-day -0.52%
120-day +1.35%
20-day
60-day
120-day
Win
46.2%
41.7%
63.6%
Sample
13
12
11
Median
-0.16%
-0.87%
+2.69%
Excess
+0.07%
-0.06%
-1.43%
Beat mkt rate
61.5%
41.7%
36.4%

Over 11 occurrences, 120-day forward avg gained 1.35%, lagged the market by 1.43 pts; win rate 63.6%.

More history: Holding-period returns in its own history, Signals not active now

Holding-period returns in its own history

Since 2016-01-04, 81.6% of 2,463 one-year holding periods ended with a gain; the median one-year return was +10.5%. Over three-year holding periods, 98.6% of 1,959 ended with a gain (median +32.0%).

A holding period starts on every trading day, so periods overlap; they describe the historical distribution rather than independent outcomes.

Signals not active now

Inactive signals still show this ETF’s historical forward-return distribution for context.

52-week adjusted-price high

Pending

Adjusted close first reaches a 252-trading-day high; repeated hits within 20 days count once.

27 times historically; 60-day forward avg +3.11%, win rate 88.9%, beating the market by -0.36 pts on average.

20% below its peak

Pending

Adjusted close first falls 20% or more below its highest level so far; repeated hits within 20 days count once.

Back above the 200-day average

Pending

Adjusted close crosses from below to above its 200-day moving average; repeated crosses within 20 days count once.

26 times historically; 60-day forward avg +2.9%, win rate 61.5%, beating the market by -0.41 pts on average.

Method and limits

  • Returns use us_fund_price:adj_close (finlab data.set_market('us_fund')), adjusted for splits and for distributions where the data includes them.
  • Excess returns use world_index:^GSPC, the S&P 500 price index without dividends, as the benchmark.
  • Percentiles and the 6-month momentum signal compare against the most liquid US-listed ETFs by 20-day dollar volume; mutual funds are excluded.
  • Category labels come from the fund data where it provides one (bond, income, crypto) and from the fund name for leveraged, inverse and commodity ETFs.
  • Overlapping event windows are descriptive distributions, not independent samples.

This page is for historical data analysis and education only. It is not investment advice. Backtests and historical return distributions do not predict future performance; evaluate risk independently before trading.