VTWO vs. CSMCX
VTWO (Vanguard Russell 2000 ETF) and CSMCX (Congress Small Cap Growth Fund) are both funds - VTWO is a Small Cap Blend Equities fund tracking the Russell 2000 Index, while CSMCX is a Small Cap Growth Equities fund managed by Congress. Over the past 10 years, VTWO returned 10.77%/yr vs 16.31%/yr for CSMCX. Their correlation of 0.91 means they have usually moved in the same direction. VTWO charges 0.06%/yr vs 1.00%/yr for CSMCX.
Performance
VTWO vs. CSMCX - Performance Comparison
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Returns By Period
In the year-to-date period, VTWO achieves a 20.92% return, which is significantly higher than CSMCX's 14.33% return. Over the past 10 years, VTWO has underperformed CSMCX with an annualized return of 10.77%, while CSMCX has yielded a comparatively higher 16.31% annualized return.
VTWO
- 1D
- 1.69%
- 1M
- -0.42%
- 6M
- 13.61%
- YTD
- 20.92%
- 1Y
- 39.49%
- 3Y*
- 16.67%
- 5Y*
- 7.83%
- 10Y*
- 10.77%
- ALL TIME*
- 11.43%
CSMCX
- 1D
- -0.20%
- 1M
- -4.47%
- 6M
- 6.88%
- YTD
- 14.33%
- 1Y
- 18.96%
- 3Y*
- 13.15%
- 5Y*
- 7.85%
- 10Y*
- 16.31%
- ALL TIME*
- 12.26%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $175.64M | $193.82M | $227.97M |
VTWO vs. CSMCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTWO Vanguard Russell 2000 ETF | 20.92% | 12.90% | 11.55% | 17.08% | -20.49% | 14.79% | 20.22% | 25.81% | -11.15% | 14.69% |
CSMCX Congress Small Cap Growth Fund | 14.33% | 8.37% | 18.65% | 20.27% | -26.21% | 39.30% | 39.11% | 36.12% | 2.51% | 22.58% |
Correlation
The correlation between VTWO and CSMCX is 0.89, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.89 |
Correlation (3Y) Balances recent behavior with more history. | 0.90 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2010 | 0.91 |
The correlation between VTWO and CSMCX has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.
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Return for Risk
VTWO vs. CSMCX — Risk / Return Rank
VTWO
CSMCX
VTWO vs. CSMCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 2000 ETF (VTWO) and Congress Small Cap Growth Fund (CSMCX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VTWO | CSMCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.25 | ||
| Sortino ratioReturn per unit of downside risk | +1.54 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.15 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 3.61 | 1.31 | +2.30 |
| Martin ratioReturn relative to average drawdown | 12.83 | 4.06 | +8.76 |
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Drawdowns
VTWO vs. CSMCX - Drawdown Comparison
The maximum VTWO drawdown since its inception was -41.19%, smaller than the maximum CSMCX drawdown of -56.20%. Use the drawdown chart below to compare losses from any high point for VTWO and CSMCX.
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Drawdown Indicators
| VTWO | CSMCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.19% | -56.20% | +15.01% |
Max Drawdown (1Y)Largest decline over 1 year | -10.99% | -13.63% | +2.64% |
Max Drawdown (3Y)Largest decline over 3 years | -27.57% | -26.10% | -1.47% |
Max Drawdown (5Y)Largest decline over 5 years | -31.88% | -33.44% | +1.56% |
Max Drawdown (10Y)Largest decline over 10 years | -41.19% | -33.44% | -7.75% |
Current DrawdownCurrent decline from peak | -1.40% | -5.44% | +4.04% |
Average DrawdownAverage peak-to-trough decline | -8.32% | -9.35% | +1.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 4.39% | -1.30% |
Volatility
VTWO vs. CSMCX - Volatility Comparison
The current volatility for Vanguard Russell 2000 ETF (VTWO) is 4.16%, while Congress Small Cap Growth Fund (CSMCX) has a volatility of 5.52%. This indicates that VTWO experiences smaller price fluctuations and is considered to be less risky than CSMCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VTWO | CSMCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 5.52% | -1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 14.11% | 16.34% | -2.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.30% | 21.99% | -2.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.45% | 22.72% | -0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.07% | 22.44% | +0.63% |
VTWO vs. CSMCX - Expense Ratio Comparison
VTWO has a 0.06% expense ratio, which is lower than CSMCX's 1.00% expense ratio.
Dividends
VTWO vs. CSMCX - Dividend Comparison
VTWO's dividend yield for the trailing twelve months is around 1.09%, less than CSMCX's 2.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSMCX Congress Small Cap Growth Fund | 2.05% | 2.34% | 0.00% | 0.00% | 0.00% | 15.57% | 7.05% | 16.14% | 10.04% | 11.48% | 0.00% | 27.40% |
VTWO Vanguard Russell 2000 ETF | 1.09% | 1.25% | 1.21% | 1.45% | 1.48% | 1.13% | 0.92% | 1.36% | 1.41% | 1.18% | 1.27% | 1.23% |
Frequently Asked Questions
VTWO and CSMCX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSMCX has higher volatility (5.52%) compared to VTWO (4.16%). In terms of maximum drawdown, VTWO dropped -41.19% vs CSMCX's -56.20%.
VTWO currently has the higher Sharpe Ratio (2.06 vs 0.81), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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