VTWO vs. CSMCX
Compare and contrast key facts about Vanguard Russell 2000 ETF (VTWO) and Congress Small Cap Growth Fund (CSMCX).
VTWO is a passively managed fund by Vanguard that tracks the performance of the Russell 2000 Index. It was launched on Sep 20, 2010. CSMCX is managed by Congress. It was launched on Dec 9, 1999.
Performance
VTWO vs. CSMCX - Performance Comparison
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VTWO vs. CSMCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTWO Vanguard Russell 2000 ETF | 1.54% | 12.90% | 11.55% | 17.08% | -20.49% | 14.79% | 20.22% | 25.81% | -11.15% | 14.69% |
CSMCX Congress Small Cap Growth Fund | -1.19% | 8.37% | 18.65% | 20.27% | -26.21% | 39.30% | 39.11% | 36.12% | 2.51% | 22.58% |
Returns By Period
In the year-to-date period, VTWO achieves a 1.54% return, which is significantly higher than CSMCX's -1.19% return. Over the past 10 years, VTWO has underperformed CSMCX with an annualized return of 9.96%, while CSMCX has yielded a comparatively higher 15.16% annualized return.
VTWO
- 1D
- 0.62%
- 1M
- -5.23%
- YTD
- 1.54%
- 6M
- 3.49%
- 1Y
- 26.61%
- 3Y*
- 13.37%
- 5Y*
- 3.63%
- 10Y*
- 9.96%
CSMCX
- 1D
- 3.10%
- 1M
- -8.10%
- YTD
- -1.19%
- 6M
- -5.08%
- 1Y
- 16.76%
- 3Y*
- 11.10%
- 5Y*
- 6.79%
- 10Y*
- 15.16%
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VTWO vs. CSMCX - Expense Ratio Comparison
VTWO has a 0.10% expense ratio, which is lower than CSMCX's 1.00% expense ratio.
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.
| VTWO | CSMCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.15 | 0.71 | +0.44 |
Sortino ratioReturn per unit of downside risk | 1.70 | 1.18 | +0.52 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.15 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.91 | 1.30 | +0.61 |
Martin ratioReturn relative to average drawdown | 7.12 | 4.06 | +3.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VTWO | CSMCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 0.71 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.31 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.68 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.56 | -0.08 |
Correlation
The correlation between VTWO and CSMCX is 0.92, 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.
Dividends
VTWO vs. CSMCX - Dividend Comparison
VTWO's dividend yield for the trailing twelve months is around 1.25%, less than CSMCX's 2.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTWO Vanguard Russell 2000 ETF | 1.25% | 1.25% | 1.21% | 1.45% | 1.48% | 1.13% | 0.92% | 1.36% | 1.41% | 1.18% | 1.27% | 1.23% |
CSMCX Congress Small Cap Growth Fund | 2.37% | 2.34% | 0.00% | 0.00% | 0.00% | 15.57% | 7.05% | 16.14% | 10.04% | 11.48% | 0.00% | 27.40% |
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 | -13.90% | -13.63% | -0.27% |
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 | -7.29% | -10.95% | +3.66% |
Average DrawdownAverage peak-to-trough decline | -8.47% | -9.44% | +0.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.74% | 4.38% | -0.64% |
Volatility
VTWO vs. CSMCX - Volatility Comparison
Vanguard Russell 2000 ETF (VTWO) and Congress Small Cap Growth Fund (CSMCX) have volatilities of 7.38% and 7.65%, 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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Volatility by Period
| VTWO | CSMCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.38% | 7.65% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 14.44% | 15.43% | -0.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.29% | 24.70% | -1.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.49% | 22.35% | +0.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.04% | 22.31% | +0.73% |