VTWV vs. VIOV
Compare and contrast key facts about Vanguard Russell 2000 Value ETF (VTWV) and Vanguard S&P Small-Cap 600 Value ETF (VIOV).
VTWV and VIOV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VIOV is a passively managed fund by Vanguard that tracks the performance of the S&P SmallCap 600 Value Index. It was launched on Sep 7, 2010. Both VTWV and VIOV 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: VTWV or VIOV.
Performance
VTWV vs. VIOV - Performance Comparison
Returns By Period
In the year-to-date period, VTWV achieves a 12.81% return, which is significantly higher than VIOV's 10.30% return. Over the past 10 years, VTWV has underperformed VIOV with an annualized return of 7.83%, while VIOV has yielded a comparatively higher 8.71% annualized return.
VTWV
12.81%
1.20%
10.03%
29.51%
9.11%
7.83%
VIOV
10.30%
2.34%
11.16%
27.18%
9.41%
8.71%
Key characteristics
| VTWV | VIOV | |
|---|---|---|
| Sharpe Ratio | 1.27 | 1.19 |
| Sortino Ratio | 1.92 | 1.81 |
| Omega Ratio | 1.23 | 1.22 |
| Calmar Ratio | 1.41 | 1.57 |
| Martin Ratio | 6.70 | 5.37 |
| Ulcer Index | 4.06% | 4.67% |
| Daily Std Dev | 21.47% | 21.13% |
| Max Drawdown | -45.73% | -47.36% |
| Current Drawdown | -4.53% | -4.39% |
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VTWV vs. VIOV - Expense Ratio Comparison
Both VTWV and VIOV have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between VTWV and VIOV is 0.91, 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
VTWV vs. VIOV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 2000 Value ETF (VTWV) and Vanguard S&P Small-Cap 600 Value ETF (VIOV). 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
VTWV vs. VIOV - Dividend Comparison
VTWV's dividend yield for the trailing twelve months is around 1.80%, less than VIOV's 2.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTWV Vanguard Russell 2000 Value ETF | 1.80% | 2.02% | 2.07% | 1.60% | 1.49% | 1.82% | 2.04% | 1.63% | 1.57% | 2.03% | 1.71% | 1.42% |
VIOV Vanguard S&P Small-Cap 600 Value ETF | 2.22% | 2.18% | 1.81% | 1.59% | 1.42% | 1.60% | 1.76% | 1.43% | 1.17% | 1.32% | 1.27% | 0.91% |
Drawdowns
VTWV vs. VIOV - Drawdown Comparison
The maximum VTWV drawdown since its inception was -45.73%, roughly equal to the maximum VIOV drawdown of -47.36%. Use the drawdown chart below to compare losses from any high point for VTWV and VIOV. For additional features, visit the drawdowns tool.
Volatility
VTWV vs. VIOV - Volatility Comparison
Vanguard Russell 2000 Value ETF (VTWV) and Vanguard S&P Small-Cap 600 Value ETF (VIOV) have volatilities of 8.06% and 7.87%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.