NasdaqGM - Delayed Quote USD

Vanguard Russell 2000 Index Fund ETF Shares (VTWO)

79.93 -0.36 (-0.45%)
At close: 4:00 PM EDT
79.88 -0.05 (-0.06%)
After hours: 4:07 PM EDT

ETF Summary

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.

Risk Overview

Performance & Risk

YTD Return -0.79%
5y Average Return 6.28%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.04
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
VTWOCategory AverageVTWOCategory AverageVTWOCategory Average
Alpha -10.7 -7.01 -7.06 -5.68 -5.84 -5.46
BETA 1.04 0.99 1.15 1.12 1.16 1.12
Mean Annual Return 0.18 0.44 0.89 0.97 0.79 0.78
R-squared 73.56 74.07 77.81 77.53 74.58 74.12
Standard Deviation 21.39 20.18 23.88 23.29 20.3 19.74
Sharpe Ratio -0.04 0.12 0.36 0.41 0.39 0.4
Treynor Ratio -2.91 0.48 5.24 6.45 5.31 5.53

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