VTWO

Vanguard Russell 2000 ETF
*Unless otherwise stated, data provided by FactSet.

VTWO Fund Description

VTWO tracks a market-cap-weighted index of US small-cap stocks. The index selects stocks ranked 1001-3,000 by market cap.

VTWO Factset Analytics Insight

VTWO does a good job capturing the US small-cap space despite lackluster alignment with our benchmark. It holds an extremely broad basket of stocks, as defined by the venerable Russell 2000 index. The fund tilts toward micro-caps where the waters get choppier, which raises market risk compared to our benchmark. VTWO offers ample liquidity, trading in robust volume daily with small spreads, but it still can't compete with the massively liquid IWM on this score. Large traders should still find it easy to execute block trades. Where VTWO excels is in Efficiency: the fund charges a low fee and actually recovers much of it, which keeps holding costs well below its stated expense. As with all Vanguard funds, the fly in the ointment is the monthly portfolio disclosure.

VTWO MSCI ESG Analytics Insight

Vanguard Russell 2000 ETF has an MSCI ESG Fund Rating of BB based on a score of 3.37 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. Vanguard Russell 2000 ETF ranks in the 12nd percentile within its peer group and in the 14th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

VTWO MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

VTWO Charts And Performance

Price Chart ($)
Total Return Chart (%)
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Select ETFs to compare their performance:
PERFORMANCE [as of 12/04/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
VTWO 1.07% 9.30% 21.33% 6.19% 8.70% 8.05% --
VTWO (NAV) 1.18% 9.13% 21.30% 10.68% 8.60% 8.12% --
Russell 2000 Index 1.17% 9.11% 21.22% 10.60% 8.55% 8.09% --
MSCI USA Small Cap Index 1.20% 7.36% 23.27% 12.71% 10.13% 8.86% 13.06%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

VTWO Summary Data

Vanguard
09/20/10
Open-Ended Fund
0.15%
$1.54B
$24.48M
0.02%

VTWO Portfolio Data

$2.35B
278.29
2.08
1.23%
12/24/13
2019

VTWO Index Data

Russell 2000 Index
Market Cap
Market Cap
MSCI USA Small Cap Index

VTWO Portfolio Management

0.15%
0.04%
0.09%
0.02%

VTWO Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

VTWO Fund Structure

Open-Ended Fund
No
Yes
100% / 0%
N/A
N/A
Low
Monthly
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

VTWO Factset Analytics Block Liquidity

As of 12/05/19
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of VTWO. VTWO is rated a 5 out of 5.

VTWO Tradability

196,728
$24.48M
141,923
$18.06M
0.02%
$0.03
0.01%
0.52% / -0.22%
None
100.00%
25,000
5.68
0.03%
0.03%
128
$129.28
5

VTWO Sector/Industry Breakdown


VTWO
Segment Benchmark
26.27%
27.30%
16.18%
13.01%
15.41%
14.84%
13.09%
15.24%
12.83%
12.91%
3.93%
3.13%
3.86%
5.21%
3.65%
4.19%
3.48%
3.17%
1.11%
0.88%

VTWO Top 10 Holdings[View All]

2.32%
0.31%
4.78%

VTWO Countries


VTWO
Segment Benchmark
99.87%
100.00%
0.13%
--

VTWO Regions


VTWO
Segment Benchmark
100.00%
100.00%

VTWO Economic Development


VTWO
Segment Benchmark
100.00%
100.00%

VTWO Performance Statistics

0.99
1.07
1.07
1.05
0.14%
MSCI USA Small Cap Index

VTWO MSCI ESG Ratings

3.37 / 10
13.72
11.80
3.90%
5.21%
152.41

VTWO Benchmark Comparison Holdings

2019
1771
1,402
53.64%

VTWO Benchmark Comparison Summary


VTWO
Segment Benchmark
2019
1771
$2.35B
$4.11B
278.29
50.07
2.08
2.20
1.44%
1.61%
Low
Low

VTWO Benchmark Comparison Market Cap Size


VTWO
Segment Benchmark
0.07%
0.03%
36.43%
64.11%
53.30%
32.61%
10.19%
3.25%