IMKTA vs. VTWO

Last updated Apr 2, 2026

Compare and contrast key facts about Ingles Markets, Incorporated (IMKTA) and Vanguard Russell 2000 ETF (VTWO).

VTWO is a passively managed fund by Vanguard that tracks the performance of the Russell 2000 Index. It was launched on Sep 20, 2010.

Performance

IMKTA vs. VTWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ingles Markets, Incorporated (IMKTA) and Vanguard Russell 2000 ETF (VTWO). The values are adjusted to include any dividend payments, if applicable.

IMKTA vs. VTWO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IMKTA Ingles Markets, Incorporated	31.91%	7.44%	-24.70%	-9.77%	12.58%	104.80%	-8.75%	78.27%	-19.72%	-26.73%
VTWO Vanguard Russell 2000 ETF	1.54%	12.90%	11.55%	17.08%	-20.49%	14.79%	20.22%	25.81%	-11.15%	14.69%

Returns By Period

In the year-to-date period, IMKTA achieves a 31.91% return, which is significantly higher than VTWO's 1.54% return. Over the past 10 years, IMKTA has outperformed VTWO with an annualized return of 10.74%, while VTWO has yielded a comparatively lower 9.96% annualized return.

IMKTA

• 1D: 0.36%
• 1M: 4.22%
• YTD: 31.91%
• 6M: 28.56%
• 1Y: 39.82%
• 3Y*: 1.49%
• 5Y*: 8.64%
• 10Y*: 10.74%

VTWO

• 1D: 0.62%
• 1M: -5.23%
• YTD: 1.54%
• 6M: 3.49%
• 1Y: 26.61%
• 3Y*: 13.37%
• 5Y*: 3.63%
• 10Y*: 9.96%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

IMKTA vs. VTWO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IMKTA

IMKTA Risk / Return Rank: 82
IMKTA Sharpe Ratio Rank: 84
IMKTA Sortino Ratio Rank: 80
IMKTA Omega Ratio Rank: 75
IMKTA Calmar Ratio Rank: 87
IMKTA Martin Ratio Rank: 84

VTWO

VTWO Risk / Return Rank: 65
VTWO Sharpe Ratio Rank: 63
VTWO Sortino Ratio Rank: 65
VTWO Omega Ratio Rank: 56
VTWO Calmar Ratio Rank: 72
VTWO Martin Ratio Rank: 68

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.

IMKTA vs. VTWO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ingles Markets, Incorporated (IMKTA) and Vanguard Russell 2000 ETF (VTWO). 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.

	IMKTA	VTWO	Difference
Sharpe ratio Return per unit of total volatility	1.54	1.15	+0.39
Sortino ratio Return per unit of downside risk	2.16	1.70	+0.46
Omega ratio Gain probability vs. loss probability	1.26	1.22	+0.04
Calmar ratio Return relative to maximum drawdown	3.41	1.91	+1.49
Martin ratio Return relative to average drawdown	7.94	7.12	+0.82
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IMKTA vs. VTWO - Sharpe Ratio Comparison

The current IMKTA Sharpe Ratio is 1.54, which is higher than the VTWO Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of IMKTA and VTWO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IMKTA	VTWO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.54	1.15	+0.39
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.33	0.16	+0.17
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.33	0.43	-0.10
Sharpe Ratio (All Time) Calculated using the full available price history	0.27	0.48	-0.21

Correlation

The correlation between IMKTA and VTWO is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

IMKTA vs. VTWO - Dividend Comparison

IMKTA's dividend yield for the trailing twelve months is around 0.73%, less than VTWO's 1.25% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IMKTA Ingles Markets, Incorporated	0.73%	0.96%	1.02%	0.76%	0.68%	0.76%	1.55%	1.39%	2.42%	1.91%	1.37%	1.50%
VTWO Vanguard Russell 2000 ETF	1.25%	1.25%	1.21%	1.45%	1.48%	1.13%	0.92%	1.36%	1.41%	1.18%	1.27%	1.23%

Drawdowns

IMKTA vs. VTWO - Drawdown Comparison

The maximum IMKTA drawdown since its inception was -72.55%, which is greater than VTWO's maximum drawdown of -41.19%. Use the drawdown chart below to compare losses from any high point for IMKTA and VTWO.

Drawdown Indicators

	IMKTA	VTWO	Difference
Max Drawdown Largest peak-to-trough decline	-72.55%	-41.19%	-31.36%
Max Drawdown (1Y) Largest decline over 1 year	-11.70%	-13.90%	+2.20%
Max Drawdown (5Y) Largest decline over 5 years	-39.58%	-31.88%	-7.70%
Max Drawdown (10Y) Largest decline over 10 years	-59.08%	-41.19%	-17.89%
Current Drawdown Current decline from peak	-8.15%	-7.29%	-0.86%
Average Drawdown Average peak-to-trough decline	-23.79%	-8.47%	-15.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.02%	3.74%	+1.28%

Volatility

IMKTA vs. VTWO - Volatility Comparison

Ingles Markets, Incorporated (IMKTA) and Vanguard Russell 2000 ETF (VTWO) have volatilities of 7.03% and 7.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IMKTA	VTWO	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.03%	7.38%	-0.35%
Volatility (6M) Calculated over the trailing 6-month period	18.28%	14.44%	+3.84%
Volatility (1Y) Calculated over the trailing 1-year period	26.05%	23.29%	+2.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.11%	22.49%	+3.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.74%	23.04%	+9.70%