VIOO vs. VTWO
Compare and contrast key facts about Vanguard S&P Small-Cap 600 ETF (VIOO) and Vanguard Russell 2000 ETF (VTWO).
VIOO and VTWO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VIOO is a passively managed fund by Vanguard that tracks the performance of the S&P SmallCap 600 Index. It was launched on Sep 7, 2010. VTWO is a passively managed fund by Vanguard that tracks the performance of the Russell 2000 Index. It was launched on Sep 20, 2010. Both VIOO and VTWO 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: VIOO or VTWO.
Performance
VIOO vs. VTWO - Performance Comparison
Returns By Period
In the year-to-date period, VIOO achieves a 12.87% return, which is significantly lower than VTWO's 16.10% return. Over the past 10 years, VIOO has outperformed VTWO with an annualized return of 9.67%, while VTWO has yielded a comparatively lower 8.62% annualized return.
VIOO
12.87%
2.43%
10.79%
27.09%
10.38%
9.67%
VTWO
16.10%
2.22%
11.54%
30.53%
9.54%
8.62%
Key characteristics
| VIOO | VTWO | |
|---|---|---|
| Sharpe Ratio | 1.38 | 1.50 |
| Sortino Ratio | 2.07 | 2.18 |
| Omega Ratio | 1.25 | 1.26 |
| Calmar Ratio | 1.52 | 1.27 |
| Martin Ratio | 7.73 | 8.25 |
| Ulcer Index | 3.57% | 3.79% |
| Daily Std Dev | 19.95% | 20.93% |
| Max Drawdown | -44.15% | -41.19% |
| Current Drawdown | -4.21% | -4.56% |
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VIOO vs. VTWO - Expense Ratio Comparison
Both VIOO and VTWO have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between VIOO and VTWO is 0.95, 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
VIOO vs. VTWO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P Small-Cap 600 ETF (VIOO) 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.
Dividends
VIOO vs. VTWO - Dividend Comparison
VIOO's dividend yield for the trailing twelve months is around 1.30%, more than VTWO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VIOO Vanguard S&P Small-Cap 600 ETF | 1.30% | 1.47% | 1.51% | 1.16% | 1.09% | 1.37% | 1.32% | 1.11% | 0.95% | 1.26% | 1.06% | 0.86% |
VTWO Vanguard Russell 2000 ETF | 1.23% | 1.45% | 1.48% | 1.13% | 0.92% | 1.36% | 1.41% | 1.18% | 1.27% | 1.23% | 1.12% | 1.04% |
Drawdowns
VIOO vs. VTWO - Drawdown Comparison
The maximum VIOO drawdown since its inception was -44.15%, which is greater than VTWO's maximum drawdown of -41.19%. Use the drawdown chart below to compare losses from any high point for VIOO and VTWO. For additional features, visit the drawdowns tool.
Volatility
VIOO vs. VTWO - Volatility Comparison
Vanguard S&P Small-Cap 600 ETF (VIOO) and Vanguard Russell 2000 ETF (VTWO) have volatilities of 7.55% and 7.51%, 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.