VIOV vs. VTWV
Compare and contrast key facts about Vanguard S&P Small-Cap 600 Value ETF (VIOV) and Vanguard Russell 2000 Value ETF (VTWV).
VIOV and VTWV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VIOV is a passively managed fund by Vanguard that tracks the performance of the S&P SmallCap 600 Value Index. It was launched on Sep 7, 2010. VTWV is a passively managed fund by Vanguard that tracks the performance of the Russell 2000 Value Index. It was launched on Sep 20, 2010. Both VIOV and VTWV 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: VIOV or VTWV.
Key characteristics
| VIOV | VTWV | |
|---|---|---|
| YTD Return | -7.70% | -5.55% |
| 1Y Return | 4.13% | 9.72% |
| 3Y Return (Ann) | -0.57% | -1.01% |
| 5Y Return (Ann) | 6.22% | 5.77% |
| 10Y Return (Ann) | 7.18% | 6.10% |
| Sharpe Ratio | 0.22 | 0.50 |
| Daily Std Dev | 21.31% | 20.85% |
| Max Drawdown | -47.36% | -45.73% |
| Current Drawdown | -10.55% | -12.54% |
Correlation
The correlation between VIOV and VTWV is 0.91, 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.
Performance
VIOV vs. VTWV - Performance Comparison
In the year-to-date period, VIOV achieves a -7.70% return, which is significantly lower than VTWV's -5.55% return. Over the past 10 years, VIOV has outperformed VTWV with an annualized return of 7.18%, while VTWV has yielded a comparatively lower 6.10% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VIOV vs. VTWV - Expense Ratio Comparison
Risk-Adjusted Performance
VIOV vs. VTWV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P Small-Cap 600 Value ETF (VIOV) and Vanguard Russell 2000 Value ETF (VTWV). 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
VIOV vs. VTWV - Dividend Comparison
VIOV's dividend yield for the trailing twelve months is around 2.39%, more than VTWV's 2.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VIOV Vanguard S&P Small-Cap 600 Value ETF | 2.39% | 2.18% | 1.81% | 1.59% | 1.42% | 1.60% | 1.76% | 1.43% | 1.17% | 1.32% | 1.27% | 0.91% |
VTWV Vanguard Russell 2000 Value ETF | 2.06% | 2.02% | 2.07% | 1.60% | 1.49% | 1.82% | 2.04% | 1.63% | 1.57% | 2.03% | 1.71% | 1.42% |
Drawdowns
VIOV vs. VTWV - Drawdown Comparison
The maximum VIOV drawdown since its inception was -47.36%, roughly equal to the maximum VTWV drawdown of -45.73%. Use the drawdown chart below to compare losses from any high point for VIOV and VTWV. For additional features, visit the drawdowns tool.
Volatility
VIOV vs. VTWV - Volatility Comparison
Vanguard S&P Small-Cap 600 Value ETF (VIOV) and Vanguard Russell 2000 Value ETF (VTWV) have volatilities of 6.44% and 6.17%, 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.