Correlation
The correlation between VRTVX and VTWV is 0.75, 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.
VRTVX vs. VTWV
Compare and contrast key facts about Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX) and Vanguard Russell 2000 Value ETF (VTWV).
VRTVX is managed by Vanguard. It was launched on Jul 13, 2012. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VRTVX or VTWV.
Performance
VRTVX vs. VTWV - Performance Comparison
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Key characteristics
VRTVX:
-0.00
VTWV:
-0.00
VRTVX:
0.15
VTWV:
0.15
VRTVX:
1.02
VTWV:
1.02
VRTVX:
-0.01
VTWV:
-0.02
VRTVX:
-0.03
VTWV:
-0.04
VRTVX:
9.93%
VTWV:
10.02%
VRTVX:
23.92%
VTWV:
23.97%
VRTVX:
-45.98%
VTWV:
-45.73%
VRTVX:
-15.92%
VTWV:
-15.99%
Returns By Period
The year-to-date returns for both investments are quite close, with VRTVX having a -7.71% return and VTWV slightly higher at -7.62%. Both investments have delivered pretty close results over the past 10 years, with VRTVX having a 6.18% annualized return and VTWV not far behind at 6.11%.
VRTVX
-7.71%
4.20%
-15.40%
-0.05%
2.17%
12.05%
6.18%
VTWV
-7.62%
3.77%
-15.68%
-1.18%
2.10%
11.99%
6.11%
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VRTVX vs. VTWV - Expense Ratio Comparison
VRTVX has a 0.08% expense ratio, which is lower than VTWV'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%.
Risk-Adjusted Performance
VRTVX vs. VTWV — Risk-Adjusted Performance Rank
VRTVX
VTWV
VRTVX vs. VTWV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX) 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.
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Dividends
VRTVX vs. VTWV - Dividend Comparison
VRTVX's dividend yield for the trailing twelve months is around 2.13%, more than VTWV's 2.06% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VRTVX Vanguard Russell 2000 Value Index Fund Institutional Shares | 2.13% | 1.84% | 2.08% | 2.15% | 1.67% | 1.54% | 1.87% | 2.17% | 1.74% | 1.67% | 2.16% | 1.81% |
VTWV Vanguard Russell 2000 Value ETF | 2.06% | 1.78% | 2.02% | 2.07% | 1.60% | 1.49% | 1.82% | 2.04% | 1.63% | 1.57% | 2.03% | 1.71% |
Drawdowns
VRTVX vs. VTWV - Drawdown Comparison
The maximum VRTVX drawdown since its inception was -45.98%, roughly equal to the maximum VTWV drawdown of -45.73%. Use the drawdown chart below to compare losses from any high point for VRTVX and VTWV.
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Volatility
VRTVX vs. VTWV - Volatility Comparison
Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX) and Vanguard Russell 2000 Value ETF (VTWV) have volatilities of 6.23% and 6.43%, 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.
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