VBK vs. VTWG
Compare and contrast key facts about Vanguard Small-Cap Growth ETF (VBK) and Vanguard Russell 2000 Growth ETF (VTWG).
VBK and VTWG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VBK is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Growth Index. It was launched on Jan 26, 2004. VTWG is a passively managed fund by Vanguard that tracks the performance of the Russell 2000 Growth Index. It was launched on Sep 20, 2010. Both VBK and VTWG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VBK or VTWG.
Performance
VBK vs. VTWG - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with VBK having a 16.51% return and VTWG slightly higher at 17.13%. Over the past 10 years, VBK has outperformed VTWG with an annualized return of 9.26%, while VTWG has yielded a comparatively lower 8.72% annualized return.
VBK
16.51%
2.36%
10.13%
32.92%
8.57%
9.26%
VTWG
17.13%
0.44%
11.21%
34.12%
8.40%
8.72%
Key characteristics
| VBK | VTWG | |
|---|---|---|
| Sharpe Ratio | 1.68 | 1.50 |
| Sortino Ratio | 2.34 | 2.15 |
| Omega Ratio | 1.28 | 1.26 |
| Calmar Ratio | 1.05 | 0.97 |
| Martin Ratio | 8.55 | 7.92 |
| Ulcer Index | 3.65% | 4.07% |
| Daily Std Dev | 18.62% | 21.48% |
| Max Drawdown | -58.69% | -42.07% |
| Current Drawdown | -6.57% | -10.51% |
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VBK vs. VTWG - Expense Ratio Comparison
VBK has a 0.07% expense ratio, which is lower than VTWG's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between VBK and VTWG is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
VBK vs. VTWG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Growth ETF (VBK) 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.
Dividends
VBK vs. VTWG - Dividend Comparison
VBK's dividend yield for the trailing twelve months is around 0.61%, more than VTWG's 0.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VBK Vanguard Small-Cap Growth ETF | 0.61% | 0.68% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.82% | 1.08% | 0.98% | 1.01% | 0.65% |
VTWG Vanguard Russell 2000 Growth ETF | 0.58% | 0.79% | 0.71% | 0.54% | 0.48% | 0.72% | 0.72% | 0.64% | 0.96% | 0.72% | 0.62% | 0.56% |
Drawdowns
VBK vs. VTWG - Drawdown Comparison
The maximum VBK drawdown since its inception was -58.69%, which is greater than VTWG's maximum drawdown of -42.07%. Use the drawdown chart below to compare losses from any high point for VBK and VTWG. For additional features, visit the drawdowns tool.
Volatility
VBK vs. VTWG - Volatility Comparison
The current volatility for Vanguard Small-Cap Growth ETF (VBK) is 5.90%, while Vanguard Russell 2000 Growth ETF (VTWG) has a volatility of 7.52%. This indicates that VBK experiences smaller price fluctuations and is considered to be less risky than VTWG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.