VRTIX vs. VSIIX
Compare and contrast key facts about Vanguard Russell 2000 Index Fund Institutional Shares (VRTIX) and Vanguard Small-Cap Value Index Fund Institutional Shares (VSIIX).
VRTIX is managed by Vanguard. It was launched on Dec 22, 2010. VSIIX is managed by Vanguard. It was launched on Dec 7, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VRTIX or VSIIX.
Key characteristics
| VRTIX | VSIIX | |
|---|---|---|
| YTD Return | 19.40% | 19.11% |
| 1Y Return | 42.32% | 38.34% |
| 3Y Return (Ann) | 1.23% | 6.88% |
| 5Y Return (Ann) | 10.09% | 11.98% |
| 10Y Return (Ann) | 8.96% | 9.58% |
| Sharpe Ratio | 1.96 | 2.22 |
| Sortino Ratio | 2.81 | 3.16 |
| Omega Ratio | 1.34 | 1.39 |
| Calmar Ratio | 1.51 | 3.13 |
| Martin Ratio | 11.32 | 13.03 |
| Ulcer Index | 3.74% | 2.92% |
| Daily Std Dev | 21.62% | 17.17% |
| Max Drawdown | -41.69% | -62.05% |
| Current Drawdown | -1.77% | -1.23% |
Correlation
The correlation between VRTIX and VSIIX is 0.96, 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
VRTIX vs. VSIIX - Performance Comparison
The year-to-date returns for both stocks are quite close, with VRTIX having a 19.40% return and VSIIX slightly lower at 19.11%. Over the past 10 years, VRTIX has underperformed VSIIX with an annualized return of 8.96%, while VSIIX has yielded a comparatively higher 9.58% 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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VRTIX vs. VSIIX - Expense Ratio Comparison
VRTIX has a 0.08% expense ratio, which is higher than VSIIX's 0.06% 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%.
Risk-Adjusted Performance
VRTIX vs. VSIIX - 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 Small-Cap Value Index Fund Institutional Shares (VSIIX). 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. VSIIX - Dividend Comparison
VRTIX's dividend yield for the trailing twelve months is around 1.21%, less than VSIIX's 1.89% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VRTIX Vanguard Russell 2000 Index Fund Institutional Shares | 1.21% | 1.46% | 1.50% | 1.15% | 0.93% | 1.36% | 1.49% | 1.24% | 1.33% | 1.31% | 1.17% | 1.08% |
VSIIX Vanguard Small-Cap Value Index Fund Institutional Shares | 1.89% | 2.12% | 2.04% | 1.76% | 1.69% | 2.07% | 2.36% | 1.80% | 1.77% | 1.99% | 1.78% | 1.88% |
Drawdowns
VRTIX vs. VSIIX - Drawdown Comparison
The maximum VRTIX drawdown since its inception was -41.69%, smaller than the maximum VSIIX drawdown of -62.05%. Use the drawdown chart below to compare losses from any high point for VRTIX and VSIIX. For additional features, visit the drawdowns tool.
Volatility
VRTIX vs. VSIIX - Volatility Comparison
Vanguard Russell 2000 Index Fund Institutional Shares (VRTIX) has a higher volatility of 7.41% compared to Vanguard Small-Cap Value Index Fund Institutional Shares (VSIIX) at 5.80%. This indicates that VRTIX's price experiences larger fluctuations and is considered to be riskier than VSIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.