Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VTWV (Vanguard Russell 2000 Value ETF) | 1.57% | 1.57% | 7.04% | 13.08% | 7.56% | NA | NA | 9.80% |
Data as of 07/24/2025, AR inception is 09/22/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VTWV (Vanguard Russell 2000 Value ETF) | 09/22/2010 | 07/24/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.57 | 1.57 | 7.04 | 13.08 | 7.56 | NA | NA | 9.80 | 1.57 | 7.83 | 14.67 | -14.46 | 27.89 | 4.86 | 22.45 | -13.32 | 8.06 | 31.59 | -7.55 | 4.18 | 34.90 | 16.22 | -4.91 | 18.62 |
| Sharpe Ratio | NA | -0.11 | 0.21 | 0.47 | 0.24 | NA | NA | 0.37 | -0.10 | 0.20 | 0.52 | -0.64 | 1.27 | 0.10 | 1.37 | -0.89 | 0.59 | 1.82 | -0.49 | 0.30 | 2.57 | 0.99 | -0.17 | 5.13 |
| Standard Deviation(%) | NA | 23.59 | 22.42 | 23.00 | 23.61 | NA | NA | 22.04 | 24.60 | 20.94 | 21.27 | 24.94 | 21.93 | 46.38 | 15.36 | 16.50 | 12.57 | 17.21 | 15.44 | 13.92 | 13.59 | 16.54 | 28.30 | 16.55 |
| Draw Down(%) | NA | 26.72 | 26.72 | 26.72 | 45.72 | NA | NA | 45.72 | 21.92 | 9.88 | 18.83 | 22.70 | 11.92 | 44.27 | 11.51 | 24.78 | 6.84 | 12.59 | 14.70 | 12.42 | 5.84 | 11.75 | 28.07 | 4.81 |
| Yield(%) | 0.00 | 1.84 | 2.14 | 2.87 | 2.57 | 3.52 | 2.64 | 3.77 | 0.73 | 1.89 | 2.28 | 1.71 | 2.05 | 1.54 | 2.17 | 1.73 | 1.72 | 2.08 | 1.85 | 1.77 | 1.83 | 2.15 | 1.17 | 0.82 |
Data as of 07/24/2025, AR inception is 09/22/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VTWV (Vanguard Russell 2000 Value ETF) |
-9.60%
Mar 2017 - Mar 2020 |
-2.57%
Mar 2015 - Mar 2020 |
5.09%
Oct 2013 - Oct 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VTWV (Vanguard Russell 2000 Value ETF) |
21.08%
Mar 2020 - Mar 2023 |
15.34%
Mar 2020 - Mar 2025 |
13.10%
Sep 2011 - Sep 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart