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VTWO vs. FSSNX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTWO vs. FSSNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Russell 2000 ETF (VTWO) and Fidelity Small Cap Index Fund (FSSNX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VTWO achieves a 20.53% return, which is significantly lower than FSSNX's 21.76% return. Both investments have delivered pretty close results over the past 10 years, with VTWO having a 11.73% annualized return and FSSNX not far ahead at 11.85%.


VTWO

1D
-0.94%
1M
3.85%
YTD
20.53%
6M
17.73%
1Y
41.24%
3Y*
19.49%
5Y*
6.45%
10Y*
11.73%

FSSNX

1D
0.83%
1M
4.84%
YTD
21.76%
6M
18.99%
1Y
42.83%
3Y*
19.92%
5Y*
7.03%
10Y*
11.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTWO vs. FSSNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTWO
Vanguard Russell 2000 ETF
20.53%12.90%11.55%17.08%-20.49%14.79%20.22%25.81%-11.15%14.69%
FSSNX
Fidelity Small Cap Index Fund
21.76%12.94%11.71%17.11%-20.28%14.70%19.99%25.70%-11.24%14.54%

Correlation

The correlation between VTWO and FSSNX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

1.00

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (10Y)
Calculated over the trailing 10-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2011

0.99

The correlation between VTWO and FSSNX has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

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Return for Risk

VTWO vs. FSSNX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VTWO
VTWO Risk / Return Rank: 6868
Overall Rank
VTWO Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
VTWO Sortino Ratio Rank: 6565
Sortino Ratio Rank
VTWO Omega Ratio Rank: 5858
Omega Ratio Rank
VTWO Calmar Ratio Rank: 7676
Calmar Ratio Rank
VTWO Martin Ratio Rank: 7373
Martin Ratio Rank

FSSNX
FSSNX Risk / Return Rank: 7272
Overall Rank
FSSNX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FSSNX Sortino Ratio Rank: 6565
Sortino Ratio Rank
FSSNX Omega Ratio Rank: 5353
Omega Ratio Rank
FSSNX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FSSNX Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VTWO vs. FSSNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 2000 ETF (VTWO) and Fidelity Small Cap Index Fund (FSSNX). 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.


VTWOFSSNXDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.34

1.37

-0.02

Calmar ratioReturn relative to maximum drawdown

3.77

4.05

-0.28

Martin ratioReturn relative to average drawdown

13.36

14.35

-0.99

VTWO vs. FSSNX - Sharpe Ratio Comparison

The current VTWO Sharpe Ratio is 2.11, which is comparable to the FSSNX Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of VTWO and FSSNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VTWO vs. FSSNX - Drawdown Comparison

The maximum VTWO drawdown since its inception was -41.19%, roughly equal to the maximum FSSNX drawdown of -41.72%. Use the drawdown chart below to compare losses from any high point for VTWO and FSSNX.


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Drawdown Indicators


VTWOFSSNXDifference

Max Drawdown

Largest peak-to-trough decline

-41.19%

-41.72%

+0.53%

Max Drawdown (1Y)

Largest decline over 1 year

-10.99%

-11.00%

+0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-27.57%

-27.45%

-0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-31.88%

-31.87%

-0.01%

Max Drawdown (10Y)

Largest decline over 10 years

-41.19%

-41.72%

+0.53%

Current Drawdown

Current decline from peak

-0.94%

0.00%

-0.94%

Average Drawdown

Average peak-to-trough decline

-8.36%

-8.27%

-0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

3.10%

0.00%

Volatility

VTWO vs. FSSNX - Volatility Comparison

Vanguard Russell 2000 ETF (VTWO) and Fidelity Small Cap Index Fund (FSSNX) have volatilities of 6.57% and 6.43%, 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


VTWOFSSNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.57%

6.43%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

14.28%

14.33%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

19.68%

19.75%

-0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.56%

22.67%

-0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.11%

23.50%

-0.39%

VTWO vs. FSSNX - Expense Ratio Comparison

VTWO has a 0.06% expense ratio, which is higher than FSSNX's 0.03% 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%.


Dividends

VTWO vs. FSSNX - Dividend Comparison

VTWO's dividend yield for the trailing twelve months is around 1.10%, more than FSSNX's 0.89% yield.


PositionTTM20252024202320222021202020192018201720162015
FSSNX
Fidelity Small Cap Index Fund
0.89%1.08%1.04%1.43%1.26%3.92%0.94%2.96%4.94%3.37%2.27%2.66%
VTWO
Vanguard Russell 2000 ETF
1.10%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


With a correlation of 1.00, VTWO and FSSNX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VTWO has higher volatility (6.57%) compared to FSSNX (6.43%). In terms of maximum drawdown, VTWO dropped -41.19% vs FSSNX's -41.72%.

FSSNX currently has the higher Sharpe Ratio (2.26 vs 2.11), 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.

Portfolio Optimizer

Find the right allocation for VTWO and FSSNX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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