VTWO vs. VB
Compare and contrast key facts about Vanguard Russell 2000 ETF (VTWO) and Vanguard Small-Cap ETF (VB).
VTWO and VB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VTWO is a passively managed fund by Vanguard that tracks the performance of the Russell 2000 Index. It was launched on Sep 20, 2010. VB is a passively managed fund by Vanguard that tracks the performance of the CRSP US Small Cap. It was launched on Jan 26, 2004. Both VTWO and VB 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: VTWO or VB.
Performance
VTWO vs. VB - Performance Comparison
Returns By Period
In the year-to-date period, VTWO achieves a 15.02% return, which is significantly lower than VB's 16.60% return. Over the past 10 years, VTWO has underperformed VB with an annualized return of 8.54%, while VB has yielded a comparatively higher 9.53% annualized return.
VTWO
15.02%
0.82%
10.67%
31.71%
9.14%
8.54%
VB
16.60%
1.61%
9.95%
31.66%
10.52%
9.53%
Key characteristics
| VTWO | VB | |
|---|---|---|
| Sharpe Ratio | 1.41 | 1.75 |
| Sortino Ratio | 2.08 | 2.46 |
| Omega Ratio | 1.25 | 1.30 |
| Calmar Ratio | 1.18 | 1.66 |
| Martin Ratio | 7.88 | 9.68 |
| Ulcer Index | 3.77% | 3.10% |
| Daily Std Dev | 21.01% | 17.20% |
| Max Drawdown | -41.19% | -59.58% |
| Current Drawdown | -5.45% | -3.88% |
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VTWO vs. VB - Expense Ratio Comparison
VTWO has a 0.10% expense ratio, which is higher than VB's 0.05% 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 VTWO and VB is 0.98, 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
VTWO vs. VB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 2000 ETF (VTWO) and Vanguard Small-Cap ETF (VB). 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
VTWO vs. VB - Dividend Comparison
VTWO's dividend yield for the trailing twelve months is around 1.24%, less than VB's 1.34% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTWO Vanguard Russell 2000 ETF | 1.24% | 1.45% | 1.48% | 1.13% | 0.92% | 1.36% | 1.41% | 1.18% | 1.27% | 1.23% | 1.12% | 1.04% |
VB Vanguard Small-Cap ETF | 1.34% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% | 1.43% | 1.31% |
Drawdowns
VTWO vs. VB - Drawdown Comparison
The maximum VTWO drawdown since its inception was -41.19%, smaller than the maximum VB drawdown of -59.58%. Use the drawdown chart below to compare losses from any high point for VTWO and VB. For additional features, visit the drawdowns tool.
Volatility
VTWO vs. VB - Volatility Comparison
Vanguard Russell 2000 ETF (VTWO) has a higher volatility of 7.70% compared to Vanguard Small-Cap ETF (VB) at 5.72%. This indicates that VTWO's price experiences larger fluctuations and is considered to be riskier than VB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.