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VIOG vs. VTWG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VIOG and VTWG is 0.80, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

VIOG vs. VTWG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P Small-Cap 600 Growth ETF (VIOG) and Vanguard Russell 2000 Growth ETF (VTWG). The values are adjusted to include any dividend payments, if applicable.

250.00%300.00%350.00%400.00%450.00%NovemberDecember2025FebruaryMarchApril
347.77%
281.30%
VIOG
VTWG

Key characteristics

Sharpe Ratio

VIOG:

-0.04

VTWG:

0.10

Sortino Ratio

VIOG:

0.11

VTWG:

0.33

Omega Ratio

VIOG:

1.01

VTWG:

1.04

Calmar Ratio

VIOG:

-0.04

VTWG:

0.08

Martin Ratio

VIOG:

-0.11

VTWG:

0.29

Ulcer Index

VIOG:

8.84%

VTWG:

8.83%

Daily Std Dev

VIOG:

23.81%

VTWG:

25.71%

Max Drawdown

VIOG:

-41.73%

VTWG:

-42.07%

Current Drawdown

VIOG:

-19.60%

VTWG:

-22.92%

Returns By Period

In the year-to-date period, VIOG achieves a -10.55% return, which is significantly higher than VTWG's -12.39% return. Over the past 10 years, VIOG has outperformed VTWG with an annualized return of 7.50%, while VTWG has yielded a comparatively lower 6.01% annualized return.


VIOG

YTD

-10.55%

1M

-5.58%

6M

-10.95%

1Y

-2.66%

5Y*

11.85%

10Y*

7.50%

VTWG

YTD

-12.39%

1M

-6.55%

6M

-10.59%

1Y

1.25%

5Y*

8.47%

10Y*

6.01%

*Annualized

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VIOG vs. VTWG - Expense Ratio Comparison

Both VIOG and VTWG have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Expense ratio chart for VIOG: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VIOG: 0.15%
Expense ratio chart for VTWG: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTWG: 0.15%

Risk-Adjusted Performance

VIOG vs. VTWG — Risk-Adjusted Performance Rank

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

VIOG
The Risk-Adjusted Performance Rank of VIOG is 2121
Overall Rank
The Sharpe Ratio Rank of VIOG is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of VIOG is 2222
Sortino Ratio Rank
The Omega Ratio Rank of VIOG is 2121
Omega Ratio Rank
The Calmar Ratio Rank of VIOG is 1919
Calmar Ratio Rank
The Martin Ratio Rank of VIOG is 2020
Martin Ratio Rank

VTWG
The Risk-Adjusted Performance Rank of VTWG is 3131
Overall Rank
The Sharpe Ratio Rank of VTWG is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of VTWG is 3333
Sortino Ratio Rank
The Omega Ratio Rank of VTWG is 3232
Omega Ratio Rank
The Calmar Ratio Rank of VTWG is 3131
Calmar Ratio Rank
The Martin Ratio Rank of VTWG is 3030
Martin 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.

VIOG vs. VTWG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P Small-Cap 600 Growth ETF (VIOG) 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.


The chart of Sharpe ratio for VIOG, currently valued at -0.04, compared to the broader market-1.000.001.002.003.004.00
VIOG: -0.04
VTWG: 0.10
The chart of Sortino ratio for VIOG, currently valued at 0.11, compared to the broader market-2.000.002.004.006.008.00
VIOG: 0.11
VTWG: 0.33
The chart of Omega ratio for VIOG, currently valued at 1.01, compared to the broader market0.501.001.502.002.50
VIOG: 1.01
VTWG: 1.04
The chart of Calmar ratio for VIOG, currently valued at -0.04, compared to the broader market0.002.004.006.008.0010.0012.00
VIOG: -0.04
VTWG: 0.08
The chart of Martin ratio for VIOG, currently valued at -0.11, compared to the broader market0.0020.0040.0060.00
VIOG: -0.11
VTWG: 0.29

The current VIOG Sharpe Ratio is -0.04, which is lower than the VTWG Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of VIOG and VTWG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.04
0.10
VIOG
VTWG

Dividends

VIOG vs. VTWG - Dividend Comparison

VIOG's dividend yield for the trailing twelve months is around 1.28%, more than VTWG's 0.61% yield.


TTM20242023202220212020201920182017201620152014
VIOG
Vanguard S&P Small-Cap 600 Growth ETF
1.28%1.03%1.15%1.17%0.69%0.68%1.09%0.76%0.87%0.92%1.04%0.72%
VTWG
Vanguard Russell 2000 Growth ETF
0.61%0.55%0.79%0.71%0.54%0.48%0.72%0.72%0.64%0.96%0.72%0.62%

Drawdowns

VIOG vs. VTWG - Drawdown Comparison

The maximum VIOG drawdown since its inception was -41.73%, roughly equal to the maximum VTWG drawdown of -42.07%. Use the drawdown chart below to compare losses from any high point for VIOG and VTWG. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-19.60%
-22.92%
VIOG
VTWG

Volatility

VIOG vs. VTWG - Volatility Comparison

The current volatility for Vanguard S&P Small-Cap 600 Growth ETF (VIOG) is 14.17%, while Vanguard Russell 2000 Growth ETF (VTWG) has a volatility of 15.09%. This indicates that VIOG 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
14.17%
15.09%
VIOG
VTWG