PortfoliosLab logoPortfoliosLab logo
VRTGX vs. IWM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VRTGX vs. IWM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Russell 2000 Growth Index Fund Institutional Shares (VRTGX) and iShares Russell 2000 ETF (IWM). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, VRTGX achieves a 18.46% return, which is significantly higher than IWM's 17.07% return. Over the past 10 years, VRTGX has outperformed IWM with an annualized return of 11.55%, while IWM has yielded a comparatively lower 10.93% annualized return.


VRTGX

1D
0.86%
1M
5.85%
YTD
18.46%
6M
16.83%
1Y
39.45%
3Y*
18.76%
5Y*
6.15%
10Y*
11.55%

IWM

1D
-1.37%
1M
3.52%
YTD
17.07%
6M
15.83%
1Y
39.10%
3Y*
17.88%
5Y*
6.11%
10Y*
10.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VRTGX vs. IWM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VRTGX
Vanguard Russell 2000 Growth Index Fund Institutional Shares
18.46%12.97%15.26%18.80%-26.30%2.82%34.81%28.84%-9.21%22.27%
IWM
iShares Russell 2000 ETF
17.07%12.66%11.38%16.83%-20.48%14.54%20.03%25.39%-11.12%14.58%

Correlation

The correlation between VRTGX and IWM is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.98

Correlation (5Y)
Calculated over the trailing 5-year period

0.98

Correlation (10Y)
Calculated over the trailing 10-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Sep 23, 2010

0.97

The correlation between VRTGX and IWM has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VRTGX vs. IWM — Risk / Return Rank

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

VRTGX
VRTGX Risk / Return Rank: 4545
Overall Rank
VRTGX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
VRTGX Sortino Ratio Rank: 4141
Sortino Ratio Rank
VRTGX Omega Ratio Rank: 3636
Omega Ratio Rank
VRTGX Calmar Ratio Rank: 5555
Calmar Ratio Rank
VRTGX Martin Ratio Rank: 5050
Martin Ratio Rank

IWM
IWM Risk / Return Rank: 6262
Overall Rank
IWM Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
IWM Sortino Ratio Rank: 5959
Sortino Ratio Rank
IWM Omega Ratio Rank: 5353
Omega Ratio Rank
IWM Calmar Ratio Rank: 7070
Calmar Ratio Rank
IWM Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VRTGX vs. IWM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 2000 Growth Index Fund Institutional Shares (VRTGX) and iShares Russell 2000 ETF (IWM). 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.


VRTGXIWMDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.32

1.34

-0.02

Calmar ratioReturn relative to maximum drawdown

2.83

3.56

-0.73

Martin ratioReturn relative to average drawdown

10.20

12.64

-2.44

VRTGX vs. IWM - Sharpe Ratio Comparison

The current VRTGX Sharpe Ratio is 1.96, which is comparable to the IWM Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of VRTGX and IWM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


VRTGXIWMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

2.05

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.27

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.48

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.37

+0.15

Drawdowns

VRTGX vs. IWM - Drawdown Comparison

The maximum VRTGX drawdown since its inception was -41.97%, smaller than the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for VRTGX and IWM.


Loading charts...

Drawdown Indicators


VRTGXIWMDifference

Max Drawdown

Largest peak-to-trough decline

-41.97%

-59.05%

+17.08%

Max Drawdown (1Y)

Largest decline over 1 year

-14.80%

-11.03%

-3.77%

Max Drawdown (3Y)

Largest decline over 3 years

-28.54%

-27.50%

-1.04%

Max Drawdown (5Y)

Largest decline over 5 years

-40.48%

-31.91%

-8.57%

Max Drawdown (10Y)

Largest decline over 10 years

-41.97%

-41.13%

-0.84%

Current Drawdown

Current decline from peak

-0.02%

-1.49%

+1.47%

Average Drawdown

Average peak-to-trough decline

-10.44%

-10.77%

+0.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.10%

3.10%

+1.00%

Volatility

VRTGX vs. IWM - Volatility Comparison

Vanguard Russell 2000 Growth Index Fund Institutional Shares (VRTGX) has a higher volatility of 6.44% compared to iShares Russell 2000 ETF (IWM) at 5.75%. This indicates that VRTGX's price experiences larger fluctuations and is considered to be riskier than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VRTGXIWMDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.44%

5.75%

+0.69%

Volatility (6M)

Calculated over the trailing 6-month period

15.87%

13.53%

+2.34%

Volatility (1Y)

Calculated over the trailing 1-year period

21.37%

19.20%

+2.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.55%

22.52%

+2.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.51%

23.04%

+1.47%

VRTGX vs. IWM - Expense Ratio Comparison

VRTGX has a 0.08% expense ratio, which is lower than IWM's 0.19% 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%.


Dividends

VRTGX vs. IWM - Dividend Comparison

VRTGX's dividend yield for the trailing twelve months is around 0.60%, less than IWM's 0.88% yield.


PositionTTM20252024202320222021202020192018201720162015
IWM
iShares Russell 2000 ETF
0.88%1.04%1.15%1.35%1.48%0.94%1.04%1.26%1.40%1.26%1.38%1.54%
VRTGX
Vanguard Russell 2000 Growth Index Fund Institutional Shares
0.60%0.57%0.62%0.85%0.78%0.54%0.53%0.90%0.85%0.75%1.07%0.84%

Frequently Asked Questions


With a correlation of 0.97, VRTGX and IWM 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.

VRTGX has higher volatility (6.44%) compared to IWM (5.75%). In terms of maximum drawdown, VRTGX dropped -41.97% vs IWM's -59.05%.

IWM currently has the higher Sharpe Ratio (2.05 vs 1.96), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for VRTGX and IWM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer