small cap compare
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VIOO Vanguard S&P Small-Cap 600 ETF | Small Cap Blend Equities | 33.33% |
VO Vanguard Mid-Cap ETF | Mid Cap Growth Equities | 33.33% |
VTWO Vanguard Russell 2000 ETF | Small Cap Blend Equities | 33.33% |
Performance
Performance Chart
Loading data...
The earliest data available for this chart is Sep 24, 2010, corresponding to the inception date of VTWO
Returns By Period
As of May 31, 2025, the small cap compare returned -4.16% Year-To-Date and 7.94% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.51% | 6.15% | -2.00% | 12.92% | 14.19% | 10.85% |
| small cap compare | -4.16% | 5.43% | -11.57% | 4.86% | 11.39% | 7.94% |
| Portfolio components: | ||||||
VIOO Vanguard S&P Small-Cap 600 ETF | -8.22% | 5.40% | -15.55% | -0.68% | 11.56% | 7.57% |
VTWO Vanguard Russell 2000 ETF | -6.82% | 5.38% | -14.65% | 1.93% | 9.68% | 6.64% |
VO Vanguard Mid-Cap ETF | 2.74% | 5.49% | -4.27% | 13.62% | 12.66% | 9.35% |
Monthly Returns
The table below presents the monthly returns of small cap compare, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.23% | -4.26% | -5.61% | -2.56% | 5.43% | -4.16% | |||||||
| 2024 | -3.17% | 4.64% | 3.72% | -5.77% | 4.28% | -1.36% | 8.54% | -0.33% | 1.46% | -1.47% | 10.12% | -7.74% | 11.92% |
| 2023 | 9.09% | -1.88% | -3.74% | -1.77% | -1.72% | 8.25% | 5.06% | -4.28% | -5.56% | -5.79% | 9.17% | 10.71% | 16.44% |
| 2022 | -8.33% | 0.51% | 1.40% | -8.57% | 0.55% | -8.73% | 10.06% | -3.11% | -9.76% | 10.68% | 4.05% | -6.16% | -18.49% |
| 2021 | 3.55% | 6.43% | 2.46% | 2.84% | 1.06% | 1.31% | -1.60% | 2.42% | -3.12% | 4.73% | -2.97% | 3.55% | 22.14% |
| 2020 | -2.45% | -8.89% | -20.85% | 13.64% | 6.01% | 3.10% | 4.54% | 4.17% | -3.20% | 1.64% | 16.66% | 6.99% | 16.86% |
| 2019 | 10.85% | 4.59% | -1.37% | 3.66% | -7.51% | 7.13% | 1.08% | -4.08% | 2.52% | 1.93% | 3.46% | 2.75% | 26.50% |
| 2018 | 3.15% | -3.92% | 1.02% | 0.64% | 4.80% | 0.91% | 2.41% | 3.87% | -1.98% | -9.92% | 1.84% | -11.32% | -9.62% |
| 2017 | 0.89% | 2.23% | 0.01% | 1.06% | -1.06% | 2.32% | 1.19% | -1.48% | 5.47% | 1.03% | 3.26% | -0.02% | 15.72% |
| 2016 | -7.40% | 0.71% | 8.19% | 0.99% | 1.93% | 0.15% | 5.28% | 1.09% | 0.63% | -4.05% | 9.49% | 2.31% | 19.73% |
| 2015 | -2.98% | 6.06% | 2.29% | -2.78% | 1.58% | 0.12% | -0.35% | -5.56% | -3.97% | 5.84% | 2.04% | -4.16% | -2.64% |
| 2014 | -3.07% | 5.08% | -0.06% | -2.52% | 1.22% | 4.23% | -4.65% | 4.57% | -4.73% | 5.60% | 0.97% | 1.91% | 8.04% |
Expense Ratio
small cap compare has an expense ratio of 0.08%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of small cap compare is 9, meaning it’s performing worse than 91% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VIOO Vanguard S&P Small-Cap 600 ETF | -0.03 | 0.13 | 1.02 | -0.03 | -0.07 |
VTWO Vanguard Russell 2000 ETF | 0.08 | 0.26 | 1.03 | 0.05 | 0.14 |
VO Vanguard Mid-Cap ETF | 0.75 | 1.08 | 1.15 | 0.67 | 2.42 |
Loading data...
Dividends
Dividend yield
small cap compare provided a 1.51% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.51% | 1.40% | 1.48% | 1.53% | 1.14% | 1.15% | 1.41% | 1.52% | 1.21% | 1.22% | 1.32% | 1.16% |
| Portfolio components: | ||||||||||||
VIOO Vanguard S&P Small-Cap 600 ETF | 1.62% | 1.48% | 1.47% | 1.51% | 1.16% | 1.09% | 1.37% | 1.32% | 1.11% | 0.95% | 1.26% | 1.06% |
VTWO Vanguard Russell 2000 ETF | 1.39% | 1.21% | 1.45% | 1.48% | 1.13% | 0.92% | 1.36% | 1.41% | 1.18% | 1.27% | 1.23% | 1.12% |
VO Vanguard Mid-Cap ETF | 1.53% | 1.49% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% | 1.29% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading data...
Worst Drawdowns
The table below displays the maximum drawdowns of the small cap compare. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the small cap compare was 40.65%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
The current small cap compare drawdown is 11.82%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.65% | Jan 17, 2020 | 45 | Mar 23, 2020 | 161 | Nov 9, 2020 | 206 |
| -27.92% | Nov 9, 2021 | 225 | Sep 30, 2022 | 448 | Jul 16, 2024 | 673 |
| -26.19% | May 2, 2011 | 108 | Oct 3, 2011 | 115 | Mar 19, 2012 | 223 |
| -24.89% | Sep 4, 2018 | 78 | Dec 24, 2018 | 248 | Dec 18, 2019 | 326 |
| -24.84% | Nov 26, 2024 | 90 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading data...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 3.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | VIOO | VO | VTWO | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.80 | 0.93 | 0.84 | 0.87 |
| VIOO | 0.80 | 1.00 | 0.87 | 0.95 | 0.97 |
| VO | 0.93 | 0.87 | 1.00 | 0.91 | 0.95 |
| VTWO | 0.84 | 0.95 | 0.91 | 1.00 | 0.99 |
| Portfolio | 0.87 | 0.97 | 0.95 | 0.99 | 1.00 |