PortfoliosLab logoPortfoliosLab logo
VTWO vs. VTTVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTWO vs. VTTVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Russell 2000 ETF (VTWO) and Vanguard Target Retirement 2025 Fund (VTTVX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VTWO vs. VTTVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VTTVX
Vanguard Target Retirement 2025 Fund
-0.75%14.63%9.23%14.76%-15.57%9.78%13.31%19.63%-5.14%13.68%

Returns By Period

In the year-to-date period, VTWO achieves a 1.54% return, which is significantly higher than VTTVX's -0.75% return. Over the past 10 years, VTWO has outperformed VTTVX with an annualized return of 9.96%, while VTTVX has yielded a comparatively lower 7.42% 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%

VTTVX

1D
1.49%
1M
-3.60%
YTD
-0.75%
6M
0.96%
1Y
12.74%
3Y*
10.65%
5Y*
5.17%
10Y*
7.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VTWO vs. VTTVX - Expense Ratio Comparison

VTWO has a 0.10% expense ratio, which is higher than VTTVX's 0.08% 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%.


Return for Risk

VTWO vs. VTTVX — Risk / Return Rank

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

VTWO
VTWO Risk / Return Rank: 6565
Overall Rank
VTWO Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
VTWO Sortino Ratio Rank: 6565
Sortino Ratio Rank
VTWO Omega Ratio Rank: 5656
Omega Ratio Rank
VTWO Calmar Ratio Rank: 7272
Calmar Ratio Rank
VTWO Martin Ratio Rank: 6868
Martin Ratio Rank

VTTVX
VTTVX Risk / Return Rank: 8383
Overall Rank
VTTVX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VTTVX Sortino Ratio Rank: 8383
Sortino Ratio Rank
VTTVX Omega Ratio Rank: 8080
Omega Ratio Rank
VTTVX Calmar Ratio Rank: 8585
Calmar Ratio Rank
VTTVX Martin Ratio Rank: 8787
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. VTTVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 2000 ETF (VTWO) and Vanguard Target Retirement 2025 Fund (VTTVX). 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.


VTWOVTTVXDifference

Sharpe ratio

Return per unit of total volatility

1.15

1.53

-0.39

Sortino ratio

Return per unit of downside risk

1.70

2.20

-0.50

Omega ratio

Gain probability vs. loss probability

1.22

1.32

-0.10

Calmar ratio

Return relative to maximum drawdown

1.91

2.15

-0.24

Martin ratio

Return relative to average drawdown

7.12

9.25

-2.13

VTWO vs. VTTVX - Sharpe Ratio Comparison

The current VTWO Sharpe Ratio is 1.15, which is comparable to the VTTVX Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of VTWO and VTTVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VTWOVTTVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

1.53

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.57

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.75

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.54

-0.06

Correlation

The correlation between VTWO and VTTVX 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.


Dividends

VTWO vs. VTTVX - Dividend Comparison

VTWO's dividend yield for the trailing twelve months is around 1.25%, less than VTTVX's 7.44% yield.


TTM20252024202320222021202020192018201720162015
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%
VTTVX
Vanguard Target Retirement 2025 Fund
7.44%7.38%7.63%3.96%2.96%16.28%4.35%2.57%3.14%0.47%2.68%4.98%

Drawdowns

VTWO vs. VTTVX - Drawdown Comparison

The maximum VTWO drawdown since its inception was -41.19%, smaller than the maximum VTTVX drawdown of -46.03%. Use the drawdown chart below to compare losses from any high point for VTWO and VTTVX.


Loading graphics...

Drawdown Indicators


VTWOVTTVXDifference

Max Drawdown

Largest peak-to-trough decline

-41.19%

-46.03%

+4.84%

Max Drawdown (1Y)

Largest decline over 1 year

-13.90%

-6.08%

-7.82%

Max Drawdown (5Y)

Largest decline over 5 years

-31.88%

-21.52%

-10.36%

Max Drawdown (10Y)

Largest decline over 10 years

-41.19%

-22.51%

-18.68%

Current Drawdown

Current decline from peak

-7.29%

-4.12%

-3.17%

Average Drawdown

Average peak-to-trough decline

-8.47%

-5.09%

-3.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.74%

1.42%

+2.32%

Volatility

VTWO vs. VTTVX - Volatility Comparison

Vanguard Russell 2000 ETF (VTWO) has a higher volatility of 7.38% compared to Vanguard Target Retirement 2025 Fund (VTTVX) at 3.45%. This indicates that VTWO's price experiences larger fluctuations and is considered to be riskier than VTTVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VTWOVTTVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.38%

3.45%

+3.93%

Volatility (6M)

Calculated over the trailing 6-month period

14.44%

5.21%

+9.23%

Volatility (1Y)

Calculated over the trailing 1-year period

23.29%

8.53%

+14.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.49%

9.07%

+13.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.04%

9.93%

+13.11%