PortfoliosLab logoPortfoliosLab logo
ISIN
US92206C6562
CUSIP
92206C656
Issuer
Vanguard
Inception Date
Dec 22, 2010
Region
North America (U.S.)
Min. Investment
$5,000,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Blend

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

VRTIX Performance Chart

Vanguard Russell 2000 Index Fund Institutional Shares (VRTIX) is up 17.7% since the beginning of the year. VRTIX is currently trading at $447 per share. Investors who bought $1,000 worth of VRTIX shares 5 years ago would now be looking at an investment worth $1,352.


Loading charts...

S&P 500 Index

Returns By Period

Vanguard Russell 2000 Index Fund Institutional Shares (VRTIX) has returned 17.65% so far this year and 42.26% over the past 12 months. Over the last ten years, VRTIX has returned 11.14% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


Vanguard Russell 2000 Index Fund Institutional Shares

1D
-0.45%
1M
3.42%
YTD
17.65%
6M
18.62%
1Y
42.26%
3Y*
18.21%
5Y*
6.22%
10Y*
11.14%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VRTIX Monthly Returns History

Based on dividend-adjusted daily data since Sep 22, 2010, VRTIX's average daily return is +0.05%, while the average monthly return is +1.05%. At this rate, an investment would double in approximately 5.5 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +18.5%, while the worst month was Mar 2020 at -21.7%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, VRTIX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +9.4%, while the worst single day was Mar 16, 2020 at -14.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.35%0.81%-5.00%12.22%4.37%-0.45%17.65%
20252.62%-5.35%-7.08%-2.31%5.35%5.44%1.75%7.15%3.12%1.82%0.97%-0.58%12.55%
2024-3.89%5.66%3.59%-7.03%5.02%-0.92%10.16%-1.49%0.71%-1.44%10.97%-8.26%11.59%
20239.77%-1.68%-4.77%-1.79%-0.92%8.13%6.12%-5.00%-5.89%-6.81%9.05%12.22%17.01%
2022-9.63%1.06%1.24%-9.91%0.15%-8.23%10.45%-2.03%-9.57%11.02%2.34%-6.49%-20.40%
20215.05%6.24%1.00%2.10%0.20%1.94%-3.61%2.25%-2.95%4.26%-4.17%2.13%14.71%

Benchmark Metrics

Vanguard Russell 2000 Index Fund Institutional Shares has an annualized alpha of -2.27%, beta of 1.15, and R2 of 0.78 versus S&P 500 Index. Calculated based on daily prices since September 23, 2010.

  • This fund participated in 117.13% of S&P 500 Index downside but only 108.40% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -2.27% versus S&P 500 Index - delivering less than market exposure alone would predict.

Alpha
-2.27%
Beta
1.15
0.78
Upside Capture
108.40%
Downside Capture
117.13%

Expense Ratio

VRTIX has an expense ratio of 0.08%, which is considered low.


Return for Risk

Risk / Return Rank

VRTIX ranks 62 for risk / return — better than 62% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


VRTIX Risk / Return Rank: 6262
Overall Rank
VRTIX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
VRTIX Sortino Ratio Rank: 5353
Sortino Ratio Rank
VRTIX Omega Ratio Rank: 4646
Omega Ratio Rank
VRTIX Calmar Ratio Rank: 8484
Calmar Ratio Rank
VRTIX Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Vanguard Russell 2000 Index Fund Institutional Shares (VRTIX) and compare them to S&P 500 Index.


VRTIXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.24

2.39

-0.15

Sortino ratio

Return per unit of downside risk

3.08

3.25

-0.18

Omega ratio

Gain probability vs. loss probability

1.37

1.43

-0.07

Calmar ratio

Return relative to maximum drawdown

3.89

3.11

+0.77

Martin ratio

Return relative to average drawdown

13.80

14.38

-0.58

Dividends

Dividend History

Vanguard Russell 2000 Index Fund Institutional Shares provided a 1.08% dividend yield over the last twelve months, with an annual payout of $4.82 per share.


1.00%1.10%1.20%1.30%1.40%1.50%$0.00$1.00$2.00$3.00$4.00$5.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$4.82$3.81$4.19$4.54$4.04$3.61$3.45$3.47$3.07$2.91$2.74$2.26

Dividend yield

1.08%1.00%1.23%1.46%1.50%1.05%1.14%1.36%1.49%1.24%1.33%1.31%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Russell 2000 Index Fund Institutional Shares. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$1.01$0.00$0.00$0.00$1.01
2025$0.00$0.00$0.00$0.00$0.00$0.96$0.00$0.00$1.31$0.00$0.00$1.54$3.81
2024$0.00$0.00$0.68$0.00$0.00$1.16$0.00$0.00$1.07$0.00$0.00$1.28$4.19
2023$0.00$0.00$0.85$0.00$0.00$0.91$0.00$0.00$1.24$0.00$0.00$1.55$4.54
2022$0.00$0.00$0.48$0.00$0.00$0.85$0.00$0.00$1.11$0.00$0.00$1.60$4.04
2021$0.00$0.00$0.58$0.00$0.00$0.66$0.00$0.00$0.86$0.00$0.00$1.51$3.61

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 charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Russell 2000 Index Fund Institutional Shares. 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 Vanguard Russell 2000 Index Fund Institutional Shares was 41.69%, occurring on Mar 18, 2020. Recovery took 164 trading sessions.

The current Vanguard Russell 2000 Index Fund Institutional Shares drawdown is 1.02%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-41.69%Mar 2020
2mo 1d7mo 26d
9mo 27dJan 2020 - Nov 2020
Bear market2022
-31.98%Jun 2022
7mo 9d2y 4mo
2y 12moNov 2021 - Nov 2024
2011 bear market2011
-29.12%Oct 2011
5mo 4d11mo 16d
1y 4moMay 2011 - Sep 2012
2025 selloff2025
-27.72%Apr 2025
4mo 13d5mo 6d
9mo 19dNov 2024 - Sep 2025
Rate-hike selloffLate 2018
-26.86%Dec 2018
3mo 21d1y 23d
1y 4moSep 2018 - Jan 2020

Drawdown Indicators


VRTIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-41.69%

-56.78%

+15.09%

Max Drawdown (1Y)

Largest decline over 1 year

-10.99%

-9.10%

-1.89%

Max Drawdown (3Y)

Largest decline over 3 years

-27.72%

-18.90%

-8.82%

Max Drawdown (5Y)

Largest decline over 5 years

-31.98%

-25.43%

-6.55%

Max Drawdown (10Y)

Largest decline over 10 years

-41.69%

-33.92%

-7.77%

Current Drawdown

Current decline from peak

-1.02%

0.00%

-1.02%

Average Drawdown

Average peak-to-trough decline

-8.40%

-10.72%

+2.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

1.97%

+1.12%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with VRTIX

Add Vanguard Russell 2000 Index Fund Institutional Shares to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with VRTIX