SGRW vs. VTWG
SGRW (Harbor Active Small Cap Growth ETF) and VTWG (Vanguard Russell 2000 Growth ETF) are both Small Cap Growth Equities funds. SGRW is actively managed, while VTWG is passively managed. Their correlation of 0.93 suggests significant overlap in exposure.
Performance
SGRW vs. VTWG - Performance Comparison
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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%
SGRW vs. VTWG - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
SGRW Harbor Active Small Cap Growth ETF | 30.61% |
VTWG Vanguard Russell 2000 Growth ETF | 14.36% |
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
SGRW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
VTWG
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.
| SGRW | VTWG | Difference | |
|---|---|---|---|
| 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 | — |
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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
| SGRW | VTWG | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -4.11% | -10.49% | +6.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 4.14% | — |
Volatility
SGRW vs. VTWG - Volatility Comparison
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Volatility by Period
| SGRW | VTWG | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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