VTWO vs. VOO
Compare and contrast key facts about Vanguard Russell 2000 ETF (VTWO) and Vanguard S&P 500 ETF (VOO).
VTWO and VOO 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both VTWO and VOO 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 VOO.
Performance
VTWO vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, VTWO achieves a 15.02% return, which is significantly lower than VOO's 24.51% return. Over the past 10 years, VTWO has underperformed VOO with an annualized return of 8.54%, while VOO has yielded a comparatively higher 13.12% annualized return.
VTWO
15.02%
0.82%
10.67%
31.71%
9.14%
8.54%
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
| VTWO | VOO | |
|---|---|---|
| Sharpe Ratio | 1.41 | 2.64 |
| Sortino Ratio | 2.08 | 3.53 |
| Omega Ratio | 1.25 | 1.49 |
| Calmar Ratio | 1.18 | 3.81 |
| Martin Ratio | 7.88 | 17.34 |
| Ulcer Index | 3.77% | 1.86% |
| Daily Std Dev | 21.01% | 12.20% |
| Max Drawdown | -41.19% | -33.99% |
| Current Drawdown | -5.45% | -2.16% |
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VTWO vs. VOO - Expense Ratio Comparison
VTWO has a 0.10% expense ratio, which is higher than VOO'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%.
Correlation
The correlation between VTWO and VOO is 0.84, 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. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 2000 ETF (VTWO) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
VTWO's dividend yield for the trailing twelve months is around 1.24%, less than VOO's 1.26% 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% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
VTWO vs. VOO - Drawdown Comparison
The maximum VTWO drawdown since its inception was -41.19%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VTWO and VOO. For additional features, visit the drawdowns tool.
Volatility
VTWO vs. VOO - Volatility Comparison
Vanguard Russell 2000 ETF (VTWO) has a higher volatility of 7.70% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that VTWO's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.