VRTIX vs. VB
VRTIX (Vanguard Russell 2000 Index Fund Institutional Shares) and VB (Vanguard Small-Cap ETF) are both Small Cap Blend Equities funds from Vanguard. Over the past 10 years, VRTIX returned 11.86%/yr vs 11.70%/yr for VB. With a 0.98 correlation, they move nearly in lockstep. VRTIX charges 0.08%/yr vs 0.05%/yr for VB.
Performance
VRTIX vs. VB - Performance Comparison
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Returns By Period
In the year-to-date period, VRTIX achieves a 21.75% return, which is significantly higher than VB's 14.80% return. Both investments have delivered pretty close results over the past 10 years, with VRTIX having a 11.86% annualized return and VB not far behind at 11.70%.
VRTIX
- 1D
- 0.83%
- 1M
- 4.84%
- YTD
- 21.75%
- 6M
- 18.98%
- 1Y
- 42.76%
- 3Y*
- 19.74%
- 5Y*
- 6.88%
- 10Y*
- 11.86%
VB
- 1D
- -0.76%
- 1M
- 2.05%
- YTD
- 14.80%
- 6M
- 12.69%
- 1Y
- 28.03%
- 3Y*
- 17.24%
- 5Y*
- 6.99%
- 10Y*
- 11.70%
VRTIX vs. VB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VRTIX Vanguard Russell 2000 Index Fund Institutional Shares | 21.75% | 12.55% | 11.59% | 17.01% | -20.40% | 14.71% | 20.46% | 25.60% | -10.92% | 14.77% |
VB Vanguard Small-Cap ETF | 14.80% | 8.87% | 14.17% | 18.22% | -17.51% | 17.57% | 19.19% | 27.34% | -9.34% | 16.26% |
Correlation
The correlation between VRTIX and VB is 0.96 - 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 | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2010 | 0.98 |
The correlation between VRTIX and VB has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.
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Return for Risk
VRTIX vs. VB — Risk / Return Rank
VRTIX
VB
VRTIX vs. VB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 2000 Index Fund Institutional Shares (VRTIX) and Vanguard Small-Cap ETF (VB). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VRTIX | VB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.57 | ||
| Sortino ratioReturn per unit of downside risk | +0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.29 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 4.05 | 3.14 | +0.92 |
| Martin ratioReturn relative to average drawdown | 14.34 | 11.50 | +2.84 |
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Drawdowns
VRTIX vs. VB - Drawdown Comparison
The maximum VRTIX drawdown since its inception was -41.69%, smaller than the maximum VB drawdown of -59.56%. Use the drawdown chart below to compare losses from any high point for VRTIX and VB.
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Drawdown Indicators
| VRTIX | VB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.69% | -59.56% | +17.87% |
Max Drawdown (1Y)Largest decline over 1 year | -10.99% | -8.98% | -2.01% |
Max Drawdown (3Y)Largest decline over 3 years | -27.72% | -25.36% | -2.36% |
Max Drawdown (5Y)Largest decline over 5 years | -31.98% | -28.15% | -3.83% |
Max Drawdown (10Y)Largest decline over 10 years | -41.69% | -42.05% | +0.36% |
Current DrawdownCurrent decline from peak | 0.00% | -1.15% | +1.15% |
Average DrawdownAverage peak-to-trough decline | -8.38% | -8.42% | +0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.10% | 2.44% | +0.66% |
Volatility
VRTIX vs. VB - Volatility Comparison
Vanguard Russell 2000 Index Fund Institutional Shares (VRTIX) has a higher volatility of 6.41% compared to Vanguard Small-Cap ETF (VB) at 4.99%. This indicates that VRTIX's price experiences larger fluctuations and is considered to be riskier than VB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VRTIX | VB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.41% | 4.99% | +1.42% |
Volatility (6M)Calculated over the trailing 6-month period | 14.33% | 12.24% | +2.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.74% | 16.65% | +3.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.69% | 20.79% | +1.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.51% | 21.42% | +2.09% |
VRTIX vs. VB - Expense Ratio Comparison
VRTIX has a 0.08% expense ratio, which is higher than VB's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
VRTIX vs. VB - Dividend Comparison
VRTIX's dividend yield for the trailing twelve months is around 1.09%, less than VB's 1.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VB Vanguard Small-Cap ETF | 1.19% | 1.33% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% |
VRTIX Vanguard Russell 2000 Index Fund Institutional Shares | 1.09% | 1.00% | 1.23% | 1.46% | 1.50% | 1.05% | 1.14% | 1.36% | 1.49% | 1.24% | 1.33% | 1.31% |
Frequently Asked Questions
With a correlation of 0.96, VRTIX and VB 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.
VRTIX has higher volatility (6.41%) compared to VB (4.99%). In terms of maximum drawdown, VRTIX dropped -41.69% vs VB's -59.56%.
VRTIX currently has the higher Sharpe Ratio (2.26 vs 1.69), 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.
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