VTWG vs. VBK
Compare and contrast key facts about Vanguard Russell 2000 Growth ETF (VTWG) and Vanguard Small-Cap Growth ETF (VBK).
VTWG and VBK are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VTWG is a passively managed fund by Vanguard that tracks the performance of the Russell 2000 Growth Index. It was launched on Sep 20, 2010. VBK is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Growth Index. It was launched on Jan 26, 2004. Both VTWG and VBK are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTWG or VBK.
Performance
VTWG vs. VBK - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with VTWG having a 19.29% return and VBK slightly higher at 19.80%. Over the past 10 years, VTWG has underperformed VBK with an annualized return of 8.87%, while VBK has yielded a comparatively higher 9.50% annualized return.
VTWG
19.29%
4.06%
13.49%
35.45%
8.78%
8.87%
VBK
19.80%
6.25%
13.70%
35.28%
9.15%
9.50%
Key characteristics
| VTWG | VBK | |
|---|---|---|
| Sharpe Ratio | 1.58 | 1.83 |
| Sortino Ratio | 2.25 | 2.53 |
| Omega Ratio | 1.27 | 1.31 |
| Calmar Ratio | 1.03 | 1.18 |
| Martin Ratio | 8.24 | 9.30 |
| Ulcer Index | 4.11% | 3.67% |
| Daily Std Dev | 21.43% | 18.59% |
| Max Drawdown | -42.07% | -58.69% |
| Current Drawdown | -8.86% | -3.93% |
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VTWG vs. VBK - Expense Ratio Comparison
VTWG has a 0.15% expense ratio, which is higher than VBK'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%.
Correlation
The correlation between VTWG and VBK 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.
Risk-Adjusted Performance
VTWG vs. VBK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 2000 Growth ETF (VTWG) and Vanguard Small-Cap Growth ETF (VBK). 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
VTWG vs. VBK - Dividend Comparison
VTWG's dividend yield for the trailing twelve months is around 0.57%, less than VBK's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTWG Vanguard Russell 2000 Growth ETF | 0.57% | 0.79% | 0.71% | 0.54% | 0.48% | 0.72% | 0.72% | 0.64% | 0.96% | 0.72% | 0.62% | 0.56% |
VBK Vanguard Small-Cap Growth ETF | 0.60% | 0.68% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.82% | 1.08% | 0.98% | 1.01% | 0.65% |
Drawdowns
VTWG vs. VBK - Drawdown Comparison
The maximum VTWG drawdown since its inception was -42.07%, smaller than the maximum VBK drawdown of -58.69%. Use the drawdown chart below to compare losses from any high point for VTWG and VBK. For additional features, visit the drawdowns tool.
Volatility
VTWG vs. VBK - Volatility Comparison
Vanguard Russell 2000 Growth ETF (VTWG) has a higher volatility of 7.48% compared to Vanguard Small-Cap Growth ETF (VBK) at 5.88%. This indicates that VTWG's price experiences larger fluctuations and is considered to be riskier than VBK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.