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VTWG vs. IJR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VTWG and IJR is 0.91, 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.


-0.50.00.51.00.9

Performance

VTWG vs. IJR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Russell 2000 Growth ETF (VTWG) and iShares Core S&P Small-Cap ETF (IJR). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.95%
10.82%
VTWG
IJR

Key characteristics

Sharpe Ratio

VTWG:

0.83

IJR:

0.45

Sortino Ratio

VTWG:

1.27

IJR:

0.78

Omega Ratio

VTWG:

1.15

IJR:

1.09

Calmar Ratio

VTWG:

0.65

IJR:

0.74

Martin Ratio

VTWG:

4.30

IJR:

2.40

Ulcer Index

VTWG:

4.17%

IJR:

3.70%

Daily Std Dev

VTWG:

21.69%

IJR:

19.78%

Max Drawdown

VTWG:

-42.07%

IJR:

-58.15%

Current Drawdown

VTWG:

-11.86%

IJR:

-8.81%

Returns By Period

In the year-to-date period, VTWG achieves a 15.36% return, which is significantly higher than IJR's 8.50% return. Over the past 10 years, VTWG has underperformed IJR with an annualized return of 8.18%, while IJR has yielded a comparatively higher 8.99% annualized return.


VTWG

YTD

15.36%

1M

-1.78%

6M

11.24%

1Y

15.85%

5Y*

6.91%

10Y*

8.18%

IJR

YTD

8.50%

1M

-3.89%

6M

10.81%

1Y

10.80%

5Y*

8.29%

10Y*

8.99%

Compare stocks, funds, or ETFs

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


VTWG vs. IJR - Expense Ratio Comparison

VTWG has a 0.15% expense ratio, which is higher than IJR's 0.07% 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%.


VTWG
Vanguard Russell 2000 Growth ETF
Expense ratio chart for VTWG: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for IJR: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

VTWG vs. IJR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 2000 Growth ETF (VTWG) and iShares Core S&P Small-Cap ETF (IJR). 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.


Sharpe ratio
The chart of Sharpe ratio for VTWG, currently valued at 0.73, compared to the broader market0.002.004.000.730.45
The chart of Sortino ratio for VTWG, currently valued at 1.15, compared to the broader market-2.000.002.004.006.008.0010.001.150.78
The chart of Omega ratio for VTWG, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.141.09
The chart of Calmar ratio for VTWG, currently valued at 0.58, compared to the broader market0.005.0010.0015.000.580.74
The chart of Martin ratio for VTWG, currently valued at 3.77, compared to the broader market0.0020.0040.0060.0080.00100.003.772.40
VTWG
IJR

The current VTWG Sharpe Ratio is 0.83, which is higher than the IJR Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of VTWG and IJR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.73
0.45
VTWG
IJR

Dividends

VTWG vs. IJR - Dividend Comparison

VTWG's dividend yield for the trailing twelve months is around 0.36%, less than IJR's 2.05% yield.


TTM20232022202120202019201820172016201520142013
VTWG
Vanguard Russell 2000 Growth ETF
0.36%0.79%0.71%0.54%0.48%0.72%0.72%0.64%0.96%0.72%0.62%0.56%
IJR
iShares Core S&P Small-Cap ETF
2.05%1.31%1.41%1.53%1.11%1.44%1.58%1.20%1.21%1.48%1.23%1.00%

Drawdowns

VTWG vs. IJR - Drawdown Comparison

The maximum VTWG drawdown since its inception was -42.07%, smaller than the maximum IJR drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for VTWG and IJR. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.86%
-8.81%
VTWG
IJR

Volatility

VTWG vs. IJR - Volatility Comparison

Vanguard Russell 2000 Growth ETF (VTWG) has a higher volatility of 6.49% compared to iShares Core S&P Small-Cap ETF (IJR) at 5.89%. This indicates that VTWG's price experiences larger fluctuations and is considered to be riskier than IJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.49%
5.89%
VTWG
IJR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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