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 1001-3000 by market-cap.

VTWO Factset Analytics Insight

VTWO holds a broad basket of US small-cap stocks, as defined by the Russell 2000 index. The fund specifically contains the 1001st through the 3000th securities pulled from the Russell 3000 index, which covers approximately 10% of its total market capitalization. The fund may invest in securities across various sectors and industry groups without any bias. Selected securities are then weighted by market-cap and reconstituted annually. Overall, VTWO captures the US small-cap space well and may be used as a complementary investment to VONE which, on the other hand, focuses on US large-cap equities.

VTWO MSCI ESG Analytics Insight

Vanguard Russell 2000 ETF has an MSCI ESG Fund Rating of BBB based on a score of 4.45 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 19th percentile within its peer group and in the 12nd 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.

PERFORMANCE [as of 06/23/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
VTWO 3.79% 1.56% 16.72% 62.15% 12.46% 16.47% 12.69%
VTWO (NAV) 4.07% 5.63% 17.13% 61.85% 12.52% 16.07% 12.68%
Russell 2000 Index 4.07% 5.63% 17.13% 61.78% 12.45% 16.01% 12.66%
MSCI USA Small Cap Index 2.77% 6.58% 17.88% 59.51% 13.97% 16.25% 13.50%
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
0.10%
$5.24B
$50.10M
0.02%

VTWO Portfolio Data

$3.75B
-55.96
2.75
0.89%
N/A
2,068

VTWO Index Data

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

VTWO Portfolio Management

0.10%
0.12%
0.21%
0.07%

VTWO Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

VTWO Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
Low
Monthly

VTWO Factset Analytics Block Liquidity

As of 06/24/21
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

550,734
$50.10M
434,002
$39.37M
0.02%
$0.02
0.04%
0.27% / -49.94%
None
99.00%
25,000
17.36
0.00%
0.01%
855
$92.47
5

VTWO Sector/Industry Breakdown


VTWO
Segment Benchmark
21.75%
23.31%
17.70%
14.02%
16.31%
17.01%
13.60%
14.74%
13.23%
14.15%
4.75%
5.17%
3.66%
3.12%
3.66%
4.34%
2.59%
1.92%
1.03%
0.64%

VTWO Top 10 Holdings[View All]

1.43%
RH 0.37%
5.19%

VTWO Countries


VTWO
Segment Benchmark
99.60%
99.94%
0.40%
0.06%

VTWO Regions


VTWO
Segment Benchmark
100.00%
100.00%

VTWO Economic Development


VTWO
Segment Benchmark
100.00%
100.00%

VTWO Performance Statistics

0.98
1.10
1.13
1.08
0.25%
MSCI USA Small Cap Index

VTWO MSCI ESG Ratings

4.45 / 10
12.03
18.63
4.48%
6.45%
133.25

VTWO Benchmark Comparison Holdings

2,068
1720
1,314
53.57%

VTWO Benchmark Comparison Summary


VTWO
Segment Benchmark
2,068
1720
$3.75B
$5.76B
-55.96
-1,071.02
2.75
2.84
0.91%
1.04%
Low
Low

VTWO Benchmark Comparison Market Cap Size


VTWO
Segment Benchmark
2.32%
4.92%
56.76%
73.74%
35.31%
20.45%
5.57%
0.89%