Vanguard Russell 2000 Index Fund

Ticker

VTWO

ISIN

US92206C664

Price

USD 96.21

Change Today

+0.40 / 0.417 %

Price 1 year ago

73.94 / 30.119 %

Morningstar

3

52 Week Low

74.56

52 Week High

98.06

200 Day Moving Average 85.82

85.82

50-day Moving Average

92.60


Price evolution


Yearly returns


Peers comparison

Risk factors

1 year

Parameter Value
Sharpe Ratio 0.72
Sortino Ratio 0.18
Maximum Drawdown -5.49%
Maximum Drawdown Date 2024-01-05
Calmar Ratio -13.92

1 year

Parameter Value
Return 1.56
Volatility 7.075%
Alpha +6.22
Beta None
R Squared +90.96

History

Parameter Value
Average Annual Return 13.07%
Average Annual Volatility 22.012%
Sharpe Ratio 0.59
Sortino Ratio 0.64
Maximum Drawdown -42.0%
Maximum Drawdown Date 2020-03-23
Calmar Ratio -0.31

Company information

Summary

The investment seeks to track the performance of the Russell 2000® Index that measures the investment return of small-capitalization stocks in the United States. The fund advisor employs an indexing investment approach designed to track the performance of the Russell 2000® Index. The index is designed to measure the performance of small-capitalization stocks in the United States. The advisor attempts to replicate the target index by investing all, or substantially all, of its assets in the stocks that make up the index, holding each stock in approximately the same proportion as its weighting in the index.

Market

US

Category

Small Blend

Expense Ratio

0.10%

Fund family

Vanguard

Morningstar

3

Yield
0.0125
Exchange
NGM
Sector Weight
Healthcare 16.44%
Financial services 15.27%
Industrials 14.11%
Technology 13.96%
Consumer cyclical 9.28%
Realestate 8.57%
Energy 5.27%
Consumer defensive 4.24%
Basic materials 3.83%
Communication services 2.95%
Utilities 2.28%
Country Ratio
United States 98.24
Brazil 0.31
Canada 0.30
Norway 0.16
China 0.13
Taiwan 0.12
Ireland 0.12
Germany 0.07
Chile 0.07
Israel 0.05

Holdings

Symbol Name Allocation
AMC AMC Entertainment Holdings Inc Class A 0.76%
NTLA Intellia Therapeutics Inc 0.34%
ARWR Arrowhead Pharmaceuticals Inc 0.28%
OVV Ovintiv Inc 0.27%
CROX Crocs Inc 0.25%
IIVI II-VI Inc 0.25%
LSCC Lattice Semiconductor Corp 0.25%
SGMS Scientific Games Corp Ordinary Shares 0.25%
DNLI Denali Therapeutics Inc 0.24%
STAA Staar Surgical Co 0.24%

Alternative funds

Ticker Name Isin Exchange Expenses Morningstar Alpha Beta
IWF iShares Russell 1000 Growth ETF US4642876142 PCX 0.18% 5 -7.24
IWY iShares Russell Top 200 Growth ETF US4642894384 PCX 0.20% 5 -9.01
OMFL Invesco Russell 1000 Dynamic Multifactor ETF US46138J619 BTS 0.29% 5 +8.87
OMFS Invesco Russell 2000 Dynamic Multifactor ETF BTS 0.39% 5 +7.41
ONEV SPDR Russell 1000 Low Volatility Focus ETF US78468R754 PCX 0.20% 5 +10.39
VONG Vanguard Russell 1000 Growth Index Fund US92206C680 NGM 0.08% 5 -7.14

Sustainability scores

Events

Indicators

Glossary
Momentum
A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
Inertia
In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
Relative Strength Index (RSI)
A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
Fibonacci's Weighted Moving Average
A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
Williams %R
A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
Relative Volatility Index (RVI)
A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
Commodity Channel Index (CCI)
A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.