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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Vanguard Russell 2000 Value Index Fund Institutional Shares, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX) has returned 2.26% so far this year and 24.85% over the past 12 months. Over the last ten years, VRTVX has returned 9.30% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Vanguard Russell 2000 Value Index Fund Institutional Shares
- 1D
- -0.89%
- 1M
- -6.11%
- YTD
- 2.26%
- 6M
- 5.59%
- 1Y
- 24.85%
- 3Y*
- 12.69%
- 5Y*
- 5.14%
- 10Y*
- 9.30%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Sep 22, 2010, VRTVX's average daily return is +0.05%, while the average monthly return is +0.93%. At this rate, your investment would double in approximately 6.2 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +19.3%, while the worst month was Mar 2020 at -24.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, VRTVX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +9.1%, while the worst single day was Mar 16, 2020 at -13.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.86% | 1.93% | -6.11% | 2.26% | |||||||||
| 2025 | 2.06% | -3.83% | -6.36% | -4.00% | 4.20% | 4.95% | 1.78% | 8.46% | 2.02% | 0.25% | 2.81% | 0.18% | 12.21% |
| 2024 | -4.54% | 3.28% | 4.37% | -6.37% | 4.68% | -1.68% | 12.17% | -1.87% | 0.07% | -1.56% | 9.64% | -8.34% | 8.07% |
| 2023 | 9.58% | -2.29% | -7.17% | -2.49% | -1.97% | 7.93% | 7.55% | -4.80% | -5.22% | -5.96% | 9.01% | 12.44% | 14.71% |
| 2022 | -5.85% | 1.65% | 1.95% | -7.76% | 1.92% | -9.89% | 9.68% | -3.15% | -10.19% | 12.59% | 3.06% | -6.57% | -14.52% |
| 2021 | 5.27% | 9.39% | 5.23% | 2.02% | 3.10% | -0.61% | -3.58% | 2.68% | -2.02% | 3.82% | -3.42% | 3.95% | 28.06% |
Benchmark Metrics
Vanguard Russell 2000 Value Index Fund Institutional Shares has an annualized alpha of -2.05%, beta of 1.11, and R² of 0.71 versus S&P 500 Index. Calculated based on daily prices since September 23, 2010.
- This fund participated in 115.29% of S&P 500 Index downside but only 104.67% of its upside — more exposed to losses than it benefited from rallies.
- This fund had an annualized alpha of -2.05% versus S&P 500 Index — delivering less than market exposure alone would predict.
- With beta of 1.11 and R² of 0.71, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -2.05%
- Beta
- 1.11
- R²
- 0.71
- Upside Capture
- 104.67%
- Downside Capture
- 115.29%
Expense Ratio
VRTVX has an expense ratio of 0.08%, which is considered low.
Return for Risk
Risk / Return Rank
VRTVX ranks 63 for risk / return — better than 63% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX) and compare them to a chosen benchmark (S&P 500 Index).
| VRTVX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 0.90 | +0.23 |
Sortino ratioReturn per unit of downside risk | 1.66 | 1.39 | +0.28 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.21 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.60 | 1.40 | +0.20 |
Martin ratioReturn relative to average drawdown | 6.39 | 6.61 | -0.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore VRTVX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Vanguard Russell 2000 Value Index Fund Institutional Shares provided a 1.84% dividend yield over the last twelve months, with an annual payout of $5.91 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $5.91 | $4.69 | $5.25 | $5.60 | $5.15 | $4.47 | $3.49 | $4.13 | $4.00 | $3.75 | $3.08 | $3.40 |
Dividend yield | 1.84% | 1.49% | 1.84% | 2.08% | 2.15% | 1.56% | 1.54% | 1.87% | 2.17% | 1.74% | 1.52% | 2.16% |
Monthly Dividends
The table displays the monthly dividend distributions for Vanguard Russell 2000 Value Index Fund Institutional Shares. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $1.22 | $1.22 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.09 | $0.00 | $0.00 | $1.91 | $0.00 | $0.00 | $1.70 | $4.69 |
| 2024 | $0.00 | $0.00 | $0.72 | $0.00 | $0.00 | $1.21 | $0.00 | $0.00 | $1.65 | $0.00 | $0.00 | $1.67 | $5.25 |
| 2023 | $0.00 | $0.00 | $0.94 | $0.00 | $0.00 | $1.05 | $0.00 | $0.00 | $1.61 | $0.00 | $0.00 | $2.00 | $5.60 |
| 2022 | $0.00 | $0.00 | $0.71 | $0.00 | $0.00 | $0.97 | $0.00 | $0.00 | $1.43 | $0.00 | $0.00 | $2.05 | $5.15 |
| 2021 | $0.00 | $0.00 | $0.65 | $0.00 | $0.00 | $0.73 | $0.00 | $0.00 | $1.27 | $0.00 | $0.00 | $1.83 | $4.47 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Vanguard Russell 2000 Value 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 Value Index Fund Institutional Shares was 45.98%, occurring on Mar 23, 2020. Recovery took 183 trading sessions.
The current Vanguard Russell 2000 Value Index Fund Institutional Shares drawdown is 7.79%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -45.98% | Aug 23, 2018 | 397 | Mar 23, 2020 | 183 | Dec 10, 2020 | 580 |
| -28.69% | May 2, 2011 | 108 | Oct 3, 2011 | 235 | Sep 7, 2012 | 343 |
| -26.85% | Nov 26, 2024 | 90 | Apr 8, 2025 | 112 | Sep 18, 2025 | 202 |
| -25.67% | Nov 9, 2021 | 495 | Oct 27, 2023 | 178 | Jul 16, 2024 | 673 |
| -22.58% | Jun 24, 2015 | 161 | Feb 11, 2016 | 122 | Aug 5, 2016 | 283 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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