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SGRW vs. VTWG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGRW vs. VTWG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor Active Small Cap Growth ETF (SGRW) and Vanguard Russell 2000 Growth ETF (VTWG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


SGRW

1D
2.17%
1M
12.76%
YTD
6M
1Y
3Y*
5Y*
10Y*

VTWG

1D
1.02%
1M
3.59%
YTD
22.26%
6M
21.29%
1Y
38.93%
3Y*
18.50%
5Y*
5.43%
10Y*
11.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGRW vs. VTWG - Yearly Performance Comparison


Correlation

The correlation between SGRW and VTWG is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 15, 2026

0.93

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Return for Risk

SGRW vs. VTWG — Risk / Return Rank

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

SGRW

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


VTWG
VTWG Risk / Return Rank: 6060
Overall Rank
VTWG Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
VTWG Sortino Ratio Rank: 6060
Sortino Ratio Rank
VTWG Omega Ratio Rank: 5454
Omega Ratio Rank
VTWG Calmar Ratio Rank: 6262
Calmar Ratio Rank
VTWG Martin Ratio Rank: 6262
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.

SGRW vs. VTWG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Active Small Cap Growth ETF (SGRW) and Vanguard Russell 2000 Growth ETF (VTWG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SGRWVTWGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.29

Calmar ratioReturn relative to maximum drawdown

2.63

Martin ratioReturn relative to average drawdown

9.43

SGRW vs. VTWG - Sharpe Ratio Comparison


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Drawdowns

SGRW vs. VTWG - Drawdown Comparison

The maximum SGRW drawdown since its inception was -16.25%, smaller than the maximum VTWG drawdown of -42.07%. Use the drawdown chart below to compare losses from any high point for SGRW and VTWG.


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Drawdown Indicators


SGRWVTWGDifference

Max Drawdown

Largest peak-to-trough decline

-16.25%

-42.07%

+25.82%

Max Drawdown (1Y)

Largest decline over 1 year

-14.88%

Max Drawdown (3Y)

Largest decline over 3 years

-28.58%

Max Drawdown (5Y)

Largest decline over 5 years

-40.49%

Max Drawdown (10Y)

Largest decline over 10 years

-42.07%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.11%

-10.49%

+6.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.14%

Volatility

SGRW vs. VTWG - Volatility Comparison


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Volatility by Period


SGRWVTWGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.62%

Volatility (6M)

Calculated over the trailing 6-month period

16.81%

Volatility (1Y)

Calculated over the trailing 1-year period

27.62%

22.23%

+5.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.62%

24.67%

+2.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.62%

24.23%

+3.39%

Dividends

SGRW vs. VTWG - Dividend Comparison

SGRW has not paid dividends to shareholders, while VTWG's dividend yield for the trailing twelve months is around 0.58%.


PositionTTM20252024202320222021202020192018201720162015
SGRW
Harbor Active Small Cap Growth ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTWG
Vanguard Russell 2000 Growth ETF
0.58%0.64%0.55%0.79%0.71%0.54%0.48%0.72%0.72%0.64%0.96%0.72%

Frequently Asked Questions


With a correlation of 0.93, SGRW and VTWG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VTWG has the higher dividend yield at 0.58%, compared with 0.00% for SGRW.

They also come from different issuers: Harbor and Vanguard.

Portfolio Optimizer

Find the right allocation for SGRW and VTWG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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