VTWO vs. VIOO
Compare and contrast key facts about Vanguard Russell 2000 ETF (VTWO) and Vanguard S&P Small-Cap 600 ETF (VIOO).
VTWO and VIOO 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. VIOO is a passively managed fund by Vanguard that tracks the performance of the S&P SmallCap 600 Index. It was launched on Sep 7, 2010. Both VTWO and VIOO 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 VIOO.
Performance
VTWO vs. VIOO - Performance Comparison
Returns By Period
In the year-to-date period, VTWO achieves a 15.02% return, which is significantly higher than VIOO's 12.56% return. Over the past 10 years, VTWO has underperformed VIOO with an annualized return of 8.54%, while VIOO has yielded a comparatively higher 9.64% annualized return.
VTWO
15.02%
0.82%
10.67%
31.71%
9.14%
8.54%
VIOO
12.56%
1.65%
10.26%
28.53%
10.04%
9.64%
Key characteristics
| VTWO | VIOO | |
|---|---|---|
| Sharpe Ratio | 1.41 | 1.32 |
| Sortino Ratio | 2.08 | 2.00 |
| Omega Ratio | 1.25 | 1.24 |
| Calmar Ratio | 1.18 | 1.44 |
| Martin Ratio | 7.88 | 7.48 |
| Ulcer Index | 3.77% | 3.55% |
| Daily Std Dev | 21.01% | 20.04% |
| Max Drawdown | -41.19% | -44.15% |
| Current Drawdown | -5.45% | -4.47% |
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VTWO vs. VIOO - Expense Ratio Comparison
Both VTWO and VIOO have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between VTWO and VIOO is 0.95, 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. VIOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 2000 ETF (VTWO) and Vanguard S&P Small-Cap 600 ETF (VIOO). 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. VIOO - Dividend Comparison
VTWO's dividend yield for the trailing twelve months is around 1.24%, less than VIOO's 1.31% 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% |
VIOO Vanguard S&P Small-Cap 600 ETF | 1.31% | 1.47% | 1.51% | 1.16% | 1.09% | 1.37% | 1.32% | 1.11% | 0.95% | 1.26% | 1.06% | 0.86% |
Drawdowns
VTWO vs. VIOO - Drawdown Comparison
The maximum VTWO drawdown since its inception was -41.19%, smaller than the maximum VIOO drawdown of -44.15%. Use the drawdown chart below to compare losses from any high point for VTWO and VIOO. For additional features, visit the drawdowns tool.
Volatility
VTWO vs. VIOO - Volatility Comparison
Vanguard Russell 2000 ETF (VTWO) and Vanguard S&P Small-Cap 600 ETF (VIOO) have volatilities of 7.70% and 7.78%, 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.