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Vanguard Russell 2000 ETF (VTWO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS92206C6646
CUSIP92206C664
IssuerVanguard
Inception DateSep 20, 2010
RegionNorth America (U.S.)
CategorySmall Cap Blend Equities
Index TrackedRussell 2000 Index
Home Pageadvisors.vanguard.com
Asset ClassEquity

Asset Class Size

Small-Cap

Asset Class Style

Blend

Expense Ratio

VTWO features an expense ratio of 0.10%, falling within the medium range.


Expense ratio chart for VTWO: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Share Price Chart


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Compare to other instruments

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


Vanguard Russell 2000 ETF

Popular comparisons: VTWO vs. IWM, VTWO vs. VB, VTWO vs. VIOO, VTWO vs. VTWV, VTWO vs. VOO, VTWO vs. VTWG, VTWO vs. IWO, VTWO vs. IWN, VTWO vs. RSP, VTWO vs. IWB

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard Russell 2000 ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


250.00%300.00%350.00%December2024FebruaryMarchAprilMay
273.59%
361.81%
VTWO (Vanguard Russell 2000 ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Vanguard Russell 2000 ETF had a return of 2.64% year-to-date (YTD) and 19.80% in the last 12 months. Over the past 10 years, Vanguard Russell 2000 ETF had an annualized return of 7.64%, while the S&P 500 had an annualized return of 10.76%, indicating that Vanguard Russell 2000 ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date2.64%11.21%
1 month3.93%4.60%
6 months15.42%16.35%
1 year19.80%27.79%
5 years (annualized)7.98%13.43%
10 years (annualized)7.64%10.76%

Monthly Returns

The table below presents the monthly returns of VTWO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.95%5.58%3.63%-6.94%2.64%
20239.78%-1.70%-4.78%-1.80%-0.88%8.12%6.20%-5.09%-5.86%-6.82%9.07%12.26%17.08%
2022-9.78%1.07%1.31%-9.85%0.09%-8.26%10.47%-2.03%-9.57%11.15%2.15%-6.45%-20.49%
20214.88%6.06%1.43%1.91%0.29%1.80%-3.59%2.18%-2.82%4.28%-4.15%2.19%14.79%
2020-3.22%-8.28%-21.88%13.83%6.55%3.49%2.97%5.54%-3.30%2.26%18.36%8.59%20.22%
201911.46%5.15%-2.11%3.45%-7.78%6.89%0.78%-4.99%2.12%2.70%4.07%2.89%25.81%
20182.68%-3.85%1.13%1.06%6.08%0.71%1.57%4.37%-2.39%-10.87%1.59%-12.03%-11.15%
20170.35%1.93%0.10%1.11%-1.99%3.41%0.80%-1.22%6.31%0.74%3.00%-0.48%14.69%
2016-8.48%-0.36%8.02%1.54%2.29%0.00%5.99%1.61%1.11%-4.60%11.04%2.83%21.36%
2015-3.33%6.00%1.76%-2.45%2.14%0.93%-1.29%-6.26%-4.87%5.62%3.12%-4.94%-4.44%
2014-2.74%4.67%-0.63%-3.89%0.98%5.17%-5.98%4.78%-5.96%6.59%0.07%2.92%5.02%
20136.33%1.29%4.25%-0.31%3.95%-0.18%6.69%-3.10%6.48%2.39%3.92%1.99%38.76%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VTWO is 38, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of VTWO is 3838
VTWO (Vanguard Russell 2000 ETF)
The Sharpe Ratio Rank of VTWO is 3838Sharpe Ratio Rank
The Sortino Ratio Rank of VTWO is 4040Sortino Ratio Rank
The Omega Ratio Rank of VTWO is 3636Omega Ratio Rank
The Calmar Ratio Rank of VTWO is 3939Calmar Ratio Rank
The Martin Ratio Rank of VTWO is 3535Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard Russell 2000 ETF (VTWO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


VTWO
Sharpe ratio
The chart of Sharpe ratio for VTWO, currently valued at 0.97, compared to the broader market0.002.004.006.000.97
Sortino ratio
The chart of Sortino ratio for VTWO, currently valued at 1.52, compared to the broader market0.005.0010.001.52
Omega ratio
The chart of Omega ratio for VTWO, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.17
Calmar ratio
The chart of Calmar ratio for VTWO, currently valued at 0.61, compared to the broader market0.005.0010.0015.000.61
Martin ratio
The chart of Martin ratio for VTWO, currently valued at 2.77, compared to the broader market0.0020.0040.0060.0080.00100.002.77
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.52, compared to the broader market0.002.004.006.002.52
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.56, compared to the broader market0.005.0010.003.56
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.44, compared to the broader market0.501.001.502.002.503.001.44
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.04, compared to the broader market0.005.0010.0015.002.04
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.59, compared to the broader market0.0020.0040.0060.0080.00100.009.59

Sharpe Ratio

The current Vanguard Russell 2000 ETF Sharpe ratio is 0.97. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard Russell 2000 ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
0.97
2.52
VTWO (Vanguard Russell 2000 ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Russell 2000 ETF granted a 1.36% dividend yield in the last twelve months. The annual payout for that period amounted to $1.13 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.13$1.17$1.04$1.02$0.73$0.91$0.76$0.72$0.69$0.55$0.54$0.48

Dividend yield

1.36%1.45%1.48%1.13%0.92%1.36%1.41%1.18%1.27%1.23%1.12%1.04%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.17$0.00$0.00$0.17
2023$0.00$0.00$0.22$0.00$0.00$0.23$0.00$0.00$0.32$0.00$0.00$0.40$1.17
2022$0.00$0.00$0.12$0.00$0.00$0.22$0.00$0.00$0.29$0.00$0.00$0.42$1.04
2021$0.00$0.00$0.15$0.00$0.00$0.17$0.00$0.00$0.22$0.00$0.00$0.47$1.02
2020$0.00$0.00$0.06$0.00$0.00$0.16$0.00$0.00$0.16$0.00$0.00$0.34$0.73
2019$0.00$0.00$0.09$0.00$0.00$0.23$0.00$0.00$0.25$0.00$0.00$0.33$0.91
2018$0.00$0.00$0.09$0.00$0.00$0.21$0.00$0.00$0.23$0.00$0.00$0.22$0.76
2017$0.00$0.00$0.09$0.00$0.00$0.19$0.00$0.00$0.19$0.00$0.00$0.25$0.72
2016$0.00$0.00$0.07$0.00$0.00$0.16$0.00$0.00$0.20$0.00$0.00$0.25$0.69
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.32$0.00$0.00$0.24$0.55
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.54$0.54
2013$0.48$0.48

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-11.97%
-0.31%
VTWO (Vanguard Russell 2000 ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Russell 2000 ETF. 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 ETF was 41.19%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.

The current Vanguard Russell 2000 ETF drawdown is 11.97%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.19%Sep 4, 2018390Mar 23, 2020161Nov 9, 2020551
-31.88%Nov 9, 2021152Jun 16, 2022
-29.01%May 2, 2011108Oct 3, 2011239Sep 13, 2012347
-25.71%Jun 24, 2015161Feb 11, 2016191Nov 11, 2016352
-12.72%Jul 7, 201470Oct 13, 201449Dec 22, 2014119

Volatility

Volatility Chart

The current Vanguard Russell 2000 ETF volatility is 4.63%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%December2024FebruaryMarchAprilMay
4.63%
3.10%
VTWO (Vanguard Russell 2000 ETF)
Benchmark (^GSPC)