VTWO

Vanguard Russell 2000 ETF

Vanguard Russell 2000 is an exchange-traded fund in the USA. The Fund seeks to track the performance of the Russell 2000 Index.


Rules-Based, Diverse

MANAGEMENT MATRIX

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CLOSEST COMP

FACTOR SCORECARD

SIZE
VALUE
YIELD
MOMENTUM
VOLATILITY
QUALITY
Fund Basics
Fund sponsorVanguard Group Inc/The
CategoryUS Equities
Asset classEquity
Websitelink...
Inception dateSep 20, 2010
Assets (mns)$7,298
Expense ratio10 bp
CurrencyUSD
Sector Breakdown
Fund Structure
RegulationOpen-Ended Fund
DistributionsQuarterly
Taxation1099
Stock selectionMarket Cap
WeightingMarket Cap
Holdings TransparencyDelayed
Derivatives-basedNo
Options availableYes
Currency hedgedNo
Fund of fundsNo
Top 10 Holdings Complete list  + 
SUPER MICRO COMPUTER, INC. 1.7 %
MICROSTRATEGY INC-CL A 0.7 %
FRANK'S INTERNATIONAL NV 0.5 %
COMFORT SYSTEMS USA INC 0.4 %
E.L.F. BEAUTY, INC. 0.4 %
SCIENTIFIC GAMES CORP-A 0.4 %
NANOMETRICS INC 0.3 %
SIMPSON MANUFACTURING CO INC 0.3 %
WEATHERFORD INTERNATIONAL PL 0.3 %
CARVANA CO. CLASS A 0.3 %
Constituent Breakdown
Number of holdings1989
Herfindahl-Hirschman Index 15
Wgt avg mkt cap (mns)$3,917
Large cap (>$10bn)3.6%
Mid cap ($2-10bn)62.5%
Small cap (<$2bn)33.8%
Developed mkts.100.0%
Emerging mkts.0.0%
Country Exposure
UNITED STATES 91.6 %
BERMUDA 1.2 %
NETHERLANDS 0.6 %
Historical Performance


Standardized Annual Returns (as of 02/29/2024)
YTD1 YR2 YR3 YR5 YR10 YRIncep.
0.0% 9.0% 1.3% -1.2% 6.7% 7.1% 10.1%
Market Correlations
versus...BetaR-squared
S&P 5001.0576%
MSCI EAFE1.0266%
MSCI Emg Mkts0.7235%
Liquidity Measures
Avg. volume (000)2,274
Turnover2.6%
Avg. Bid/Ask (% of price)0.02%
ADV of underlying (mns)$55,586
Technical Indicators
Recent close$84.76
30d moving avg.$72.92
Annualized volatility21.6%
Relative strength (RSI)71
Short interest (ETF)8.2%
Short interest (underlying)8.8%
Distributions
Assets Under Management (mns)

Money Flows (mns)

Short Interest (as % of shares outstanding)

Long Money Flows (mns)

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Risk and Returns: VTWO vs. Comps (1 YR)

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Results & Estimates
  2019 2020 2021 2022 2023 2024E 2025E  
Sales per share -- -- -- -- -- -- --
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Earnings per share -- -- -- -- -- -- --
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Return on Equity
Net Margins
EPS Revision Activity (6 mo. ago = 100%)
Compound Annual Growth Rates

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Valuation Metrics
  2023 2024E Fwd Est 2025E
Price-to-sales --x --x --x --x
Price-to-earnings --x --x --x --x
Price-to-cash flow --x --x --x --x
Price-to-growth --x --x --x --x
Price-to-book value --x --x --x --x
Yield --% --% --x --%
1.2 19.7 1.9 2.9% --
Based on closing prices from 3/27/2024
Historical Valuation Trends Sample data. Subscribe for access.

SHOWING:
Price-to-Earnings
VTWO



Notes: Based on adjusted historical results for current fund constituents. May differ from results achieved by past fund constituents. Max P/E of 100x.

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ETF Research Center Fund Rating

Our measure of an ETF's overall investment merit

ALTAR Score™

VTWO

3.6%

Cat. Avg

5.6%

Fund Category: US Equities

Avg. Return on Equity--%
Divided by: Fwd. P/BV--x
Less: Expenses-- bp
Equals: ALTAR Score™3.6%
Recommendation

UNDERWEIGHT

Below average appreciation potential. A rating of UNDERWEIGHT is assigned to ETFs with ALTAR Scores in the 2nd quintile (ranking higher than only 20%-40%) of their category. Typically, funds in this category consist of stocks trading at relatively expensive valuations and/or having below-average fundamentals.

Category Overview
There are 882 funds in the US Equities category, with an average ALTAR Score™ of 5.6% and a standard deviation of 2.7%. VTWO's ALTAR Score™ is approximately 0.7 standard deviations below the category average. This places VTWO in the 23rd percentile among funds in the category.
Consensus Recommendation

Sell-side recommendations on the ETF's individual constituents

Composite
VTWO
Peer Average
SELL
U/W
HOLD
O/W
BUY



Recent Trends


Breakdown

 

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Total Cost of Ownership (TCO) Comparison
Expense (bp)
(A)
Avg. Bid/Ask (bp)
(B)
TCO (bp)
(A)+(B)
VTWO 10.0 1.5 11.5
Peer Avg. -- -- --
  For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .
Fundamental data for individual fund constituents sourced from FactSet Research Systems.