VTWG vs. VIOG
Compare and contrast key facts about Vanguard Russell 2000 Growth ETF (VTWG) and Vanguard S&P Small-Cap 600 Growth ETF (VIOG).
VTWG and VIOG 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. VIOG is a passively managed fund by Vanguard that tracks the performance of the S&P SmallCap 600 Growth Index. It was launched on Sep 7, 2010. Both VTWG and VIOG 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 VIOG.
Key characteristics
| VTWG | VIOG | |
|---|---|---|
| YTD Return | 1.92% | 2.16% |
| 1Y Return | 17.87% | 23.72% |
| 3Y Return (Ann) | -4.27% | 0.42% |
| 5Y Return (Ann) | 5.32% | 7.49% |
| 10Y Return (Ann) | 8.10% | 9.64% |
| Sharpe Ratio | 0.82 | 1.23 |
| Daily Std Dev | 19.82% | 18.29% |
| Max Drawdown | -42.07% | -41.73% |
| Current Drawdown | -22.13% | -8.78% |
Correlation
The correlation between VTWG and VIOG 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.
Performance
VTWG vs. VIOG - Performance Comparison
In the year-to-date period, VTWG achieves a 1.92% return, which is significantly lower than VIOG's 2.16% return. Over the past 10 years, VTWG has underperformed VIOG with an annualized return of 8.10%, while VIOG has yielded a comparatively higher 9.64% 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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VTWG vs. VIOG - Expense Ratio Comparison
Both VTWG and VIOG have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
VTWG vs. VIOG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 2000 Growth ETF (VTWG) and Vanguard S&P Small-Cap 600 Growth ETF (VIOG). 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. VIOG - Dividend Comparison
VTWG's dividend yield for the trailing twelve months is around 0.75%, less than VIOG's 1.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTWG Vanguard Russell 2000 Growth ETF | 0.75% | 0.79% | 0.71% | 0.54% | 0.48% | 0.72% | 0.72% | 0.64% | 0.96% | 0.72% | 0.62% | 0.56% |
VIOG Vanguard S&P Small-Cap 600 Growth ETF | 1.12% | 1.15% | 1.17% | 0.69% | 0.68% | 1.09% | 0.76% | 0.87% | 0.92% | 1.04% | 0.72% | 0.52% |
Drawdowns
VTWG vs. VIOG - Drawdown Comparison
The maximum VTWG drawdown since its inception was -42.07%, roughly equal to the maximum VIOG drawdown of -41.73%. Use the drawdown chart below to compare losses from any high point for VTWG and VIOG. For additional features, visit the drawdowns tool.
Volatility
VTWG vs. VIOG - Volatility Comparison
Vanguard Russell 2000 Growth ETF (VTWG) has a higher volatility of 5.89% compared to Vanguard S&P Small-Cap 600 Growth ETF (VIOG) at 5.09%. This indicates that VTWG's price experiences larger fluctuations and is considered to be riskier than VIOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.