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VTWO vs. VTWV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VTWO and VTWV is 0.75, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

VTWO vs. VTWV - Performance Comparison

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

200.00%250.00%300.00%350.00%NovemberDecember2025FebruaryMarchApril
250.31%
211.90%
VTWO
VTWV

Key characteristics

Sharpe Ratio

VTWO:

-0.01

VTWV:

-0.07

Sortino Ratio

VTWO:

0.16

VTWV:

0.07

Omega Ratio

VTWO:

1.02

VTWV:

1.01

Calmar Ratio

VTWO:

-0.01

VTWV:

-0.06

Martin Ratio

VTWO:

-0.03

VTWV:

-0.19

Ulcer Index

VTWO:

8.47%

VTWV:

8.51%

Daily Std Dev

VTWO:

24.18%

VTWV:

23.55%

Max Drawdown

VTWO:

-41.19%

VTWV:

-45.73%

Current Drawdown

VTWO:

-21.11%

VTWV:

-20.74%

Returns By Period

In the year-to-date period, VTWO achieves a -13.72% return, which is significantly lower than VTWV's -12.84% return. Over the past 10 years, VTWO has outperformed VTWV with an annualized return of 5.71%, while VTWV has yielded a comparatively lower 5.37% annualized return.


VTWO

YTD

-13.72%

1M

-8.97%

6M

-12.81%

1Y

-2.99%

5Y*

10.78%

10Y*

5.71%

VTWV

YTD

-12.84%

1M

-8.88%

6M

-13.04%

1Y

-4.12%

5Y*

13.22%

10Y*

5.37%

*Annualized

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VTWO vs. VTWV - Expense Ratio Comparison

VTWO has a 0.10% expense ratio, which is lower than VTWV'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%.


Expense ratio chart for VTWV: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTWV: 0.15%
Expense ratio chart for VTWO: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTWO: 0.10%

Risk-Adjusted Performance

VTWO vs. VTWV — Risk-Adjusted Performance Rank

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

VTWO
The Risk-Adjusted Performance Rank of VTWO is 3131
Overall Rank
The Sharpe Ratio Rank of VTWO is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of VTWO is 3232
Sortino Ratio Rank
The Omega Ratio Rank of VTWO is 3131
Omega Ratio Rank
The Calmar Ratio Rank of VTWO is 3030
Calmar Ratio Rank
The Martin Ratio Rank of VTWO is 3030
Martin Ratio Rank

VTWV
The Risk-Adjusted Performance Rank of VTWV is 2626
Overall Rank
The Sharpe Ratio Rank of VTWV is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of VTWV is 2727
Sortino Ratio Rank
The Omega Ratio Rank of VTWV is 2727
Omega Ratio Rank
The Calmar Ratio Rank of VTWV is 2525
Calmar Ratio Rank
The Martin Ratio Rank of VTWV is 2626
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VTWO vs. VTWV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 2000 ETF (VTWO) and Vanguard Russell 2000 Value ETF (VTWV). 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.


The chart of Sharpe ratio for VTWO, currently valued at -0.01, compared to the broader market-1.000.001.002.003.004.00
VTWO: -0.01
VTWV: -0.07
The chart of Sortino ratio for VTWO, currently valued at 0.16, compared to the broader market-2.000.002.004.006.008.00
VTWO: 0.16
VTWV: 0.07
The chart of Omega ratio for VTWO, currently valued at 1.02, compared to the broader market0.501.001.502.002.50
VTWO: 1.02
VTWV: 1.01
The chart of Calmar ratio for VTWO, currently valued at -0.01, compared to the broader market0.002.004.006.008.0010.0012.00
VTWO: -0.01
VTWV: -0.06
The chart of Martin ratio for VTWO, currently valued at -0.03, compared to the broader market0.0020.0040.0060.00
VTWO: -0.03
VTWV: -0.19

The current VTWO Sharpe Ratio is -0.01, which is higher than the VTWV Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of VTWO and VTWV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.01
-0.07
VTWO
VTWV

Dividends

VTWO vs. VTWV - Dividend Comparison

VTWO's dividend yield for the trailing twelve months is around 1.50%, less than VTWV's 2.19% yield.


TTM20242023202220212020201920182017201620152014
VTWO
Vanguard Russell 2000 ETF
1.50%1.21%1.45%1.48%1.13%0.92%1.36%1.41%1.18%1.27%1.23%1.12%
VTWV
Vanguard Russell 2000 Value ETF
2.19%1.78%2.02%2.07%1.60%1.49%1.82%2.04%1.63%1.57%2.03%1.71%

Drawdowns

VTWO vs. VTWV - Drawdown Comparison

The maximum VTWO drawdown since its inception was -41.19%, smaller than the maximum VTWV drawdown of -45.73%. Use the drawdown chart below to compare losses from any high point for VTWO and VTWV. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-21.11%
-20.74%
VTWO
VTWV

Volatility

VTWO vs. VTWV - Volatility Comparison

Vanguard Russell 2000 ETF (VTWO) has a higher volatility of 14.00% compared to Vanguard Russell 2000 Value ETF (VTWV) at 13.06%. This indicates that VTWO's price experiences larger fluctuations and is considered to be riskier than VTWV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.00%
13.06%
VTWO
VTWV