VTWV vs. QRSVX
Compare and contrast key facts about Vanguard Russell 2000 Value ETF (VTWV) and FPA Queens Road Small Cap Value Fund Investor Class (QRSVX).
VTWV is a passively managed fund by Vanguard that tracks the performance of the Russell 2000 Value Index. It was launched on Sep 20, 2010. QRSVX is a passively managed fund by FPA that tracks the performance of the Russell 2000 Value. It was launched on Jun 13, 2002. Both VTWV and QRSVX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
VTWV vs. QRSVX - Performance Comparison
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VTWV vs. QRSVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VTWV Vanguard Russell 2000 Value ETF | 5.55% | 12.72% | 7.83% | 14.67% | -14.46% | 27.90% | 2.94% |
QRSVX FPA Queens Road Small Cap Value Fund Investor Class | 6.07% | 13.37% | 10.72% | 16.04% | -9.14% | 23.16% | 2.50% |
Returns By Period
In the year-to-date period, VTWV achieves a 5.55% return, which is significantly lower than QRSVX's 6.07% return.
VTWV
- 1D
- 0.57%
- 1M
- -3.81%
- YTD
- 5.55%
- 6M
- 8.39%
- 1Y
- 28.79%
- 3Y*
- 13.98%
- 5Y*
- 5.59%
- 10Y*
- 9.64%
QRSVX
- 1D
- 2.23%
- 1M
- -4.48%
- YTD
- 6.07%
- 6M
- 5.67%
- 1Y
- 22.31%
- 3Y*
- 15.33%
- 5Y*
- 8.64%
- 10Y*
- —
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VTWV vs. QRSVX - Expense Ratio Comparison
VTWV has a 0.10% expense ratio, which is lower than QRSVX's 0.94% expense ratio.
Return for Risk
VTWV vs. QRSVX — Risk / Return Rank
VTWV
QRSVX
VTWV vs. QRSVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 2000 Value ETF (VTWV) and FPA Queens Road Small Cap Value Fund Investor Class (QRSVX). 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.
| VTWV | QRSVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.30 | 1.20 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.88 | 1.83 | +0.05 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.25 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.07 | 1.82 | +0.25 |
Martin ratioReturn relative to average drawdown | 8.17 | 7.65 | +0.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VTWV | QRSVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 1.20 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.50 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.65 | -0.20 |
Correlation
The correlation between VTWV and QRSVX is 0.92, 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
VTWV vs. QRSVX - Dividend Comparison
VTWV's dividend yield for the trailing twelve months is around 1.76%, less than QRSVX's 4.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTWV Vanguard Russell 2000 Value ETF | 1.76% | 1.79% | 1.78% | 2.02% | 2.07% | 1.60% | 1.49% | 1.82% | 2.04% | 1.63% | 1.57% | 2.03% |
QRSVX FPA Queens Road Small Cap Value Fund Investor Class | 4.19% | 4.45% | 4.86% | 2.56% | 2.07% | 1.66% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VTWV vs. QRSVX - Drawdown Comparison
The maximum VTWV drawdown since its inception was -45.73%, which is greater than QRSVX's maximum drawdown of -20.59%. Use the drawdown chart below to compare losses from any high point for VTWV and QRSVX.
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Drawdown Indicators
| VTWV | QRSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.73% | -20.59% | -25.14% |
Max Drawdown (1Y)Largest decline over 1 year | -13.90% | -12.93% | -0.97% |
Max Drawdown (5Y)Largest decline over 5 years | -26.72% | -20.59% | -6.13% |
Max Drawdown (10Y)Largest decline over 10 years | -45.73% | — | — |
Current DrawdownCurrent decline from peak | -4.82% | -5.01% | +0.19% |
Average DrawdownAverage peak-to-trough decline | -7.89% | -5.03% | -2.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.53% | 3.08% | +0.45% |
Volatility
VTWV vs. QRSVX - Volatility Comparison
Vanguard Russell 2000 Value ETF (VTWV) has a higher volatility of 6.40% compared to FPA Queens Road Small Cap Value Fund Investor Class (QRSVX) at 4.86%. This indicates that VTWV's price experiences larger fluctuations and is considered to be riskier than QRSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VTWV | QRSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 4.86% | +1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 13.23% | 10.94% | +2.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.20% | 19.52% | +2.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.82% | 17.46% | +4.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.50% | 17.55% | +5.95% |