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.
US
EQUITY
Rules-Based
MANAGEMENT STYLE
10 bp
EXPENSES
$9.5 B
ASSETS UNDER MGMT
Fund Basics
| Fund sponsor | Vanguard Group Inc/The |
| Category | US |
| Asset class | Equity |
| Website | link... |
| Inception date | Sep 20, 2010 |
| Assets (mns) | $9,481 |
| Expense ratio | 10 bp |
| Currency | USD |
Sector Breakdown
Fund Structure
| Regulation | Open-Ended Fund |
| Distributions | Quarterly |
| Taxation | 1099 |
| Stock selection | Market Cap |
| Weighting | Market Cap |
| Holdings Transparency | Delayed |
| Derivatives-based | No |
| Options available | Yes |
| Currency hedged | No |
| Fund of funds | No |
Top 10 Holdings
Complete list +
| SUPER MICRO COMPUTER, INC. | 1.5 % |
| MICROSTRATEGY INC-CL A | 1.0 % |
| FRANK'S INTERNATIONAL NV | 0.5 % |
| CARVANA CO. CLASS A | 0.5 % |
| INSMED INC | 0.4 % |
| COMFORT SYSTEMS USA INC | 0.4 % |
| NANOMETRICS INC | 0.4 % |
| E.L.F. BEAUTY, INC. | 0.4 % |
| WEATHERFORD INTERNATIONAL PL | 0.3 % |
| SCIENTIFIC GAMES CORP-A | 0.3 % |
Constituent Breakdown
| Number of holdings | 1958 |
| Herfindahl-Hirschman Index | 16 |
| Wgt avg mkt cap (mns) | $4,017 |
| Large cap (>$10bn) | 6.2% |
| Mid cap ($2-10bn) | 60.1% |
| Small cap (<$2bn) | 33.4% |
| Developed mkts. | 100.0% |
| Emerging mkts. | 0.0% |
Country Exposure
 |
UNITED STATES | 91.3 % |
 |
BERMUDA | 1.1 % |
 |
NETHERLANDS | 0.6 % |
Historical Performance
Standardized Performance (as of 06/30/2024)
| YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | Incep. | |
|---|---|---|---|---|---|---|---|
| Total Returns | 1.7% | 10.6% | 11.5% | -2.4% | 7.1% | 7.0% | 10.0% | Volatility | 19.0% | 19.5% | 22.2% | 22.7% | 26.9% | 22.2% | -- |
Market Correlations
| versus... | Beta | R-squared |
| S&P 500 | 1.05 | 74% |
| MSCI EAFE | 1.03 | 66% |
| MSCI Emg Mkts | 0.74 | 35% |
Liquidity Measures
| Avg. volume (000) | 2,587 |
| Turnover | 2.4% |
| Avg. Bid/Ask (% of price) | 0.02% |
| ADV of underlying (mns) | $102,665 |
Technical Indicators
| Recent close | $89.15 |
| 30d moving avg. | $83.85 |
| Annualized volatility | 21.9% |
| Relative strength (RSI) | 52 |
| Short interest (ETF) | 6.1% |
| 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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Comparable ETFs Based on Overlap
| Ticker | Fund Name | Overlap vs. VTWO |
Expenses vs. VTWO |
ALTAR Score™ vs. VTWO |
|---|---|---|---|---|
| RSSL | Global X Russell 2000 ETF | 85.8% | -2 bp | -0.3% |
| IWM | iShares Russell 2000 ETF | 85.5% | +9 bp | +0.1% |
| GSSC | Goldman Sachs Activebeta U.S. Small Cap Equity ETF | 68.8% | +10 bp | +2.7% |
| DFAS | Dimensional U.S. Small Cap ETF | 60.9% | +16 bp | +2.4% |
| SCHA | Schwab U.S. Small-Cap ETF | 59.8% | -6 bp | +1.2% |
| VTWV | Vanguard Russell 2000 Value ETF | 54.5% | +5 bp | +1.7% |
| VTWG | Vanguard Russell 2000 Growth ETF | 53.9% | +5 bp | -1.9% |
| ISCB | iShares Morningstar Small-Cap ETF | 50.8% | -6 bp | +1.8% |
| IWN | iShares Russell 2000 Value ETF | 48.7% | +14 bp | +1.8% |
| IWO | iShares Russell 2000 Growth ETF | 47.7% | +14 bp | -1.9% |
Risk and Returns: VTWO vs. Comps (1 YR)
Notes: Top 10 overlapping ETFs. Funds with insufficient history not shown. Some funds may overlap. Hover over data point for ticker symbol.
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Results & Estimates
| 2019 | 2020 | 2021 | 2022 | 2023 | 2024E | 2025E | ||
|---|---|---|---|---|---|---|---|---|
| Sales per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Earnings per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Dividends per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Book value per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- |
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 | --% |
Based on closing prices from 7/25/2024
Peer Group Comparison Sample data. Subscribe for access.
Price-to-Earnings
Price-to-Sales
Price-to-Book Value
Price-to-Cash Flow
Price-to-Growth
Dividend Yield
Historical Valuation Trends Sample data. Subscribe for access.
SHOWING:
Price-to-Earnings
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
3.3%
Cat. Avg
5.7%
Fund Category: US
| Avg. Return on Equity | --% |
| Divided by: Fwd. P/BV | --x |
| Less: Expenses | -- bp |
| Equals: ALTAR Score™ | 3.3% |
Recommendation
AVOID
Not worthwhile for most investors. A rating of AVOID is assigned to ETFs with ALTAR Scores in the lowest quintile (the bottom 20%) of their category. Often, funds in this category consist of stocks with little if any history or expectation of profitability, and as a result our fundamentally-driven analysis may be less relevant.
Category Overview
There are 899 funds in the US category, with an average ALTAR Score™
of 5.7% and a standard deviation of
2.4%. VTWO's ALTAR Score™ is approximately
1.0 standard deviations
below
the category average. This places VTWO in the 16th percentile among funds in the category.
Consensus Recommendation
Sell-side recommendations on the ETF's individual constituents
Composite
VTWO
Peer Average
Recent Trends
SELL
U/W
HOLD
O/W
BUY
Recent Trends
Breakdown
Expense Analysis
| Peer Group | Rules-Based US Equity ETFs |
| # of ETFs | 609 |
| Avg. Expense Ratio | 46.6 bp |
| Std. Deviation | 32.9 bp |
| VTWO (10 bp) Percentile rank | 13 |
Peer Group Expense Ratio Distribution
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. | 29.1 | 14.0 | 43.1 |
For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .