VTWO vs. VTWG
Compare and contrast key facts about Vanguard Russell 2000 ETF (VTWO) and Vanguard Russell 2000 Growth ETF (VTWG).
VTWO and VTWG 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. VTWG is a passively managed fund by Vanguard that tracks the performance of the Russell 2000 Growth Index. It was launched on Sep 20, 2010. Both VTWO and VTWG 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 VTWG.
Key characteristics
| VTWO | VTWG | |
|---|---|---|
| YTD Return | 2.26% | 3.42% |
| 1Y Return | 20.39% | 17.72% |
| 3Y Return (Ann) | -1.06% | -2.76% |
| 5Y Return (Ann) | 7.44% | 6.55% |
| 10Y Return (Ann) | 8.02% | 8.36% |
| Sharpe Ratio | 1.03 | 0.90 |
| Daily Std Dev | 19.72% | 19.76% |
| Max Drawdown | -41.19% | -42.07% |
| Current Drawdown | -12.30% | -20.99% |
Correlation
The correlation between VTWO and VTWG 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.
Performance
VTWO vs. VTWG - Performance Comparison
In the year-to-date period, VTWO achieves a 2.26% return, which is significantly lower than VTWG's 3.42% return. Both investments have delivered pretty close results over the past 10 years, with VTWO having a 8.02% annualized return and VTWG not far ahead at 8.36%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VTWO vs. VTWG - Expense Ratio Comparison
VTWO has a 0.10% expense ratio, which is lower than VTWG's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
VTWO vs. VTWG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 2000 ETF (VTWO) and Vanguard Russell 2000 Growth ETF (VTWG). 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. VTWG - Dividend Comparison
VTWO's dividend yield for the trailing twelve months is around 1.37%, more than VTWG's 0.74% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTWO Vanguard Russell 2000 ETF | 1.37% | 1.45% | 1.48% | 1.13% | 0.92% | 1.36% | 1.41% | 1.18% | 1.27% | 1.23% | 1.12% | 1.04% |
VTWG Vanguard Russell 2000 Growth ETF | 0.74% | 0.79% | 0.71% | 0.54% | 0.48% | 0.72% | 0.72% | 0.64% | 0.96% | 0.72% | 0.62% | 0.56% |
Drawdowns
VTWO vs. VTWG - Drawdown Comparison
The maximum VTWO drawdown since its inception was -41.19%, roughly equal to the maximum VTWG drawdown of -42.07%. Use the drawdown chart below to compare losses from any high point for VTWO and VTWG. For additional features, visit the drawdowns tool.
Volatility
VTWO vs. VTWG - Volatility Comparison
The current volatility for Vanguard Russell 2000 ETF (VTWO) is 4.74%, while Vanguard Russell 2000 Growth ETF (VTWG) has a volatility of 5.24%. This indicates that VTWO experiences smaller price fluctuations and is considered to be less risky than VTWG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.