VRTIX vs. VIOV
Compare and contrast key facts about Vanguard Russell 2000 Index Fund Institutional Shares (VRTIX) and Vanguard S&P Small-Cap 600 Value ETF (VIOV).
VRTIX is managed by Vanguard. It was launched on Dec 22, 2010. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VRTIX or VIOV.
Performance
VRTIX vs. VIOV - Performance Comparison
Returns By Period
In the year-to-date period, VRTIX achieves a 18.07% return, which is significantly higher than VIOV's 11.86% return. Both investments have delivered pretty close results over the past 10 years, with VRTIX having a 8.71% annualized return and VIOV not far ahead at 8.74%.
VRTIX
18.07%
6.05%
16.21%
33.58%
9.83%
8.71%
VIOV
11.86%
6.59%
16.19%
28.13%
10.01%
8.74%
Key characteristics
| VRTIX | VIOV | |
|---|---|---|
| Sharpe Ratio | 1.64 | 1.36 |
| Sortino Ratio | 2.38 | 2.05 |
| Omega Ratio | 1.28 | 1.25 |
| Calmar Ratio | 1.42 | 1.86 |
| Martin Ratio | 9.07 | 6.10 |
| Ulcer Index | 3.81% | 4.70% |
| Daily Std Dev | 20.99% | 21.03% |
| Max Drawdown | -41.69% | -47.36% |
| Current Drawdown | -2.86% | -3.03% |
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VRTIX vs. VIOV - Expense Ratio Comparison
VRTIX has a 0.08% expense ratio, which is lower than VIOV's 0.15% 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%.
Correlation
The correlation between VRTIX and VIOV is 0.90, 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
VRTIX vs. VIOV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 2000 Index Fund Institutional Shares (VRTIX) and Vanguard S&P Small-Cap 600 Value ETF (VIOV). 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
VRTIX vs. VIOV - Dividend Comparison
VRTIX's dividend yield for the trailing twelve months is around 1.23%, less than VIOV's 2.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VRTIX Vanguard Russell 2000 Index Fund Institutional Shares | 1.23% | 1.46% | 1.50% | 1.15% | 0.93% | 1.36% | 1.49% | 1.24% | 1.33% | 1.31% | 1.17% | 1.08% |
VIOV Vanguard S&P Small-Cap 600 Value ETF | 2.19% | 2.18% | 1.81% | 1.59% | 1.42% | 1.60% | 1.76% | 1.43% | 1.17% | 1.32% | 1.27% | 0.91% |
Drawdowns
VRTIX vs. VIOV - Drawdown Comparison
The maximum VRTIX drawdown since its inception was -41.69%, smaller than the maximum VIOV drawdown of -47.36%. Use the drawdown chart below to compare losses from any high point for VRTIX and VIOV. For additional features, visit the drawdowns tool.
Volatility
VRTIX vs. VIOV - Volatility Comparison
Vanguard Russell 2000 Index Fund Institutional Shares (VRTIX) and Vanguard S&P Small-Cap 600 Value ETF (VIOV) have volatilities of 7.53% 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.