Vanguard Russell 2000 Value Index Fund
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- Description
- Performance
- Comps
Fundamentals
Valuation
Rating
Vanguard Russell 2000 Value is an exchange-traded fund incorporated in the USA. The Fund seeks to track the performance of the Russell 2000 Value Index. |
Category | US Equities |
Fund Sponsor | Vanguard Group Inc/The |
Website | www.vanguard.com |
Inception date | Sep 20, 2010 |
Assets (mns) | $584 |
Currency | USD |
Expense ratio | 15 bp |
Distributions | Quarterly |
Regulation | Open-Ended Fund |
Custodian | Bank of New York Mellon |
Weighting | Multi-Factor |
Index replication | Full |
Uses derivatives | No |
Options available | No |
No. of constituents | 1502 |
Wgt avg mkt cap (mns) | $1,942 |
Large cap (>$10bn) | 0.6% |
Mid cap ($2-10bn) | 50.0% |
Small cap (<$2bn) | 47.6% |
Developed mkts | 99.9% |
Emerging mkts | 0.1% |
DARLING INTERNATIONAL INC | 0.8 % |
PENN NATIONAL GAMING INC | 0.6 % |
PERFORMANCE FOOD GROUP COMPANY | 0.5 % |
CLEVELAND-CLIFFS INC | 0.5 % |
ELDORADO RESORTS INC | 0.4 % |
NOVAVAX INC | 0.4 % |
SOUTH STATE CORP | 0.4 % |
BROOKFIELD RENEWABLE CORPORATION C | 0.4 % |
STIFEL FINANCIAL CORP | 0.4 % |
CHART INDUSTRIES INC | 0.4 % | Total | 4.7 % |
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UNITED STATES | 89.5 % |
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BERMUDA | 1.6 % |
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CANADA | 0.5 % |
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IRELAND | 0.4 % |
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BRITAIN | 0.3 % |
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PUERTO RICO | 0.3 % |
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SWITZERLAND | 0.1 % |
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MONACO | 0.1 % |
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CAYMAN ISLANDS | 0.0 % |
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LUXEMBOURG | 0.0 % |
HISTORICAL PERFORMANCE 

Custom date range | Compare to | ||
thru |
Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
4.9% | 4.9% | 9.6% | 8.6% | 9.9% |
versus... | Beta | R-squared |
S&P500 | 1.27 | 81% |
MSCI EAFE | 1.27 | 80% |
MSCI Emg. Mkts. | 1.04 | 69% |
Recent close | $125.65 |
30d moving avg. | $118.94 |
Annualized volatility | 26.6% |
Short interest (ETF) | 0.9% |
Short interest (Underlying) | 5.6% |
Relative strength (RSI) | 65 |
Avg. volume (thou.) | 56 |
Turnover | 1.2% |
Bid/Ask (% of price) | 0.17% |
ADV underlying (mns) | $21,045 |
FINDING ALTERNATIVE FUNDS
Below is a list of 99 potential alternatives to the Vanguard Russell 2000 Value Index Fund ETF based on the alternatives' overlap in portfolio holdings with VTWV. Consider funds with lower expense ratios and/or higher ALTAR Score™ ratings as possible alternatives.
Benchmark ticker: | VTWV | Expense: | 15 bp | ALTAR Score™: | 5.1% |
Ticker | Fund Name |
Overlap1 vs VTWV (%) |
Expense ratio (bp) |
Savings vs VTWV (bp) |
ALTAR Score™ (%) |
ALTAR vs VTWV (%) |
IWN | iShares Russell 2000 Value ETF | 92.4 | 24 | -9 | 5.0 | -0.1 |
VTWO | Vanguard Russell 2000 Index Fund | 64.5 | 10 | 5 | 2.6 | -2.5 |
IWM | iShares Russell 2000 ETF | 53.0 | 19 | -4 | 2.5 | -2.6 |
GSSC | Goldman Sachs Activebeta U.S. Small Cap Equity ETF | 46.8 | 20 | -5 | 3.8 | -1.3 |
BBSC | JPMorgan BetaBuilders U.S. Small Cap Equity ETF | 44.6 | 9 | 6 | 3.3 | -1.8 |
PQSV | PGIM QMA Strategic Alpha Small-Cap Value ETF | 42.8 | 29 | -14 | 4.9 | -0.2 |
PRFZ | Invesco FTSE RAFI US 1500 Small-Mid ETF | 41.7 | 39 | -24 | 3.4 | -1.7 |
SPSM | SPDR Portfolio Small Cap ETF | 39.4 | 5 | 10 | 5.6 | +0.5 |
SLY | SPDR S&P 600 Small Cap ETF | 39.4 | 15 | 0 | 5.5 | +0.4 |
IJR | iShares Core S&P Small Cap ETF | 39.4 | 6 | 9 | 5.6 | +0.5 |
VIOO | Vanguard S&P Small-Cap 600 ETF | 39.2 | 10 | 5 | 5.5 | +0.4 |
FNDA | Schwab Fundamental U.S. Small Co. Index ETF | 38.9 | 25 | -10 | 4.8 | -0.3 |
JPSE | JPMorgan Diversified Return U.S. Small Cap Equity ETF | 38.5 | 29 | -14 | 4.2 | -0.9 |
OMFS | Invesco Russell 2000 Dynamic Multifactor ETF | 37.6 | 39 | -24 | 3.9 | -1.2 |
XJR | iShares ESG Screened S&P Small-Cap ETF | 37.3 | 12 | 3 | 5.7 | +0.6 |
EWSC | Invesco S&P Smallcap 600 Equal Weight ETF | 36.9 | 40 | -25 | 5.1 | -0.1 |
SCHA | Schwab U.S. Small-Cap ETF | 36.8 | 4 | 11 | 3.6 | -1.5 |
IUSS | Invesco Strategic US Small Company ETF | 35.6 | 23 | -8 | 3.6 | -1.5 |
FYX | First Trust Small Cap Core AlphaDEX Fund | 34.5 | 63 | -48 | 5.4 | +0.3 |
IJS | iShares S&P Small-cap 600 Value ETF | 33.0 | 18 | -3 | 6.8 | +1.7 |
SLYV | SPDR S&P 600 Small Cap Value ETF | 33.0 | 15 | 0 | 6.9 | +1.8 |
VIOV | Vanguard S&P Small-Cap 600 Value ETF | 32.9 | 15 | 0 | 6.9 | +1.8 |
CSF | VictoryShares US Discovery Enhanced Volatility Weighted Idx | 32.4 | 35 | -20 | 6.0 | +0.9 |
CSA | VictoryShares US Small Cap Volatility Weighted Index ETF | 32.4 | 35 | -20 | 6.0 | +0.9 |
VBR | Vanguard Small Cap Value Index Fund | 31.8 | 7 | 8 | 6.4 | +1.3 |
RNSC | Small Cap US Equity Select ETF | 31.4 | 60 | -45 | 6.0 | +0.8 |
TPSC | Timothy Plan US Small Cap Core ETF | 31.3 | 52 | -37 | 5.7 | +0.6 |
STSB | iShares Factors US Small Blend Style ETF | 31.0 | 35 | -20 | 2.9 | -2.2 |
RWJ | Invesco S&P SmallCap 600 Revenue ETF | 30.7 | 39 | -24 | 5.3 | +0.2 |
PBSM | Invesco PureBeta MSCI USA Small Cap ETF | 30.3 | 6 | 9 | 4.0 | -1.1 |
SSLY | Syntax Stratified SmallCap ETF | 29.6 | 30 | -15 | 4.9 | -0.2 |
ESML | iShares MSCI USA Small-Cap ESG Optimized ETF | 29.0 | 17 | -2 | 4.0 | -1.1 |
AVUV | Avantis U.S. Small Cap Value ETF | 28.8 | 25 | -10 | 6.3 | +1.2 |
VFVA | Vanguard U.S. Value Factor ETF | 28.7 | 14 | 1 | 8.5 | +3.4 |
EES | WisdomTree SmallCap Earnings Fund | 27.1 | 38 | -23 | 7.5 | +2.4 |
CSML | IQ Chaikin U.S. Small Cap ETF | 26.9 | 35 | -20 | 2.8 | -2.3 |
PSC | Principal U.S. Small Cap Index ETF | 26.8 | 38 | -23 | 4.6 | -0.6 |
DES | WisdomTree U.S. SmallCap Dividend Fund | 26.8 | 38 | -23 | 6.7 | +1.5 |
SVAL | iShares US Small Cap Value Factor ETF | 26.2 | 20 | -5 | 8.3 | +3.2 |
FYT | First Trust Small Cap Value AlphaDEX Fund | 24.9 | 72 | -57 | 7.9 | +2.8 |
SMLF | iShares Edge MSCI Multifactor USA Small-Cap ETF | 22.6 | 30 | -15 | 6.0 | +0.9 |
USVM | VictoryShares USAA MSCI USA Small Cap Value Momentum ETF | 22.6 | 24 | -9 | 4.9 | -0.2 |
FLQS | Franklin LibertyQ U.S. Small Cap Equity ETF | 22.4 | 35 | -20 | 4.9 | -0.2 |
ISMD | Inspire Small/Mid Cap Impact ETF | 22.2 | 60 | -45 | 4.3 | -0.8 |
NUSC | Nuveen ESG Small-Cap ETF | 22.2 | 40 | -25 | 3.9 | -1.2 |
BKSE | BNY Mellon US Small Cap Core Equity ETF | 21.6 | 4 | 11 | 4.7 | -0.4 |
VB | Vanguard Small-Cap ETF | 21.5 | 5 | 10 | 4.4 | -0.7 |
SMLV | SPDR SSGA US Small Cap Low Volatility Index ETF | 20.6 | 12 | 3 | 6.0 | +0.9 |
VXF | Vanguard Extended Market Index Fund | 20.3 | 6 | 9 | 2.5 | -2.6 |
FAB | First Trust Multi Cap Value AlphaDEX Fund | 20.1 | 71 | -56 | 7.5 | +2.4 |
SLYG | SPDR S&P 600 Small Cap Growth ETF | 19.9 | 15 | 0 | 4.4 | -0.7 |
EZM | WisdomTree U.S. MidCap Earnings Fund | 19.8 | 38 | -23 | 7.6 | +2.4 |
VIOG | Vanguard S&P Small-Cap 600 Growth ETF | 19.7 | 16 | -1 | 4.3 | -0.9 |
IJT | iShares S&P Small-Cap 600 Growth ETF | 19.5 | 18 | -3 | 4.3 | -0.8 |
EWMC | Invesco S&P MidCap 400 Equal Weight ETF | 18.9 | 40 | -25 | 5.6 | +0.5 |
AFSM | First Trust Active Factor Small Cap ETF | 18.5 | 77 | -62 | 4.3 | -0.8 |
IJJ | iShares S&P Mid-Cap 400 Value ETF | 18.3 | 18 | -3 | 6.9 | +1.8 |
MDYV | SPDR S&P 400 Mid Cap Value ETF | 18.3 | 15 | 0 | 6.9 | +1.8 |
JKJ | iShares Morningstar Small-Cap ETF | 18.1 | 25 | -10 | 5.1 | -0.1 |
FSMD | Fidelity Small-Mid Factor ETF | 18.1 | 29 | -14 | 5.2 | +0.1 |
VFLQ | Vanguard U.S. Liquidity Factor ETF | 18.0 | 14 | 1 | 3.5 | -1.7 |
JKL | iShares Morningstar Small Cap Value ETF | 17.7 | 30 | -15 | 7.6 | +2.5 |
IVOV | Vanguard S&P Mid-Cap 400 Value ETF | 17.6 | 15 | 0 | 6.7 | +1.6 |
VFQY | Vanguard U.S. Quality Factor ETF | 17.6 | 13 | 2 | 5.3 | +0.2 |
PSM | Principal U.S. Small-MidCap Multi-Factor Core Index ETF | 16.9 | 20 | -5 | 7.1 | +2.0 |
IWC | iShares Micro-Cap ETF | 16.5 | 60 | -45 | -3.2 | -8.3 |
ROSC | Hartford Multifactor Small Cap ETF | 16.3 | 34 | -19 | 6.5 | +1.4 |
VFMF | Vanguard U.S. Multifactor ETF | 15.7 | 19 | -4 | 6.1 | +1.0 |
PQSG | PGIM QMA Strategic Alpha Small-Cap Growth ETF | 15.4 | 29 | -14 | -0.3 | -5.4 |
MDY | SPDR S&P Midcap 400 ETF Trust | 14.8 | 23 | -8 | 5.1 | 0.0 |
SPMD | SPDR Portfolio Mid Cap ETF | 14.8 | 5 | 10 | 5.3 | +0.2 |
IJH | iShares Core S&P Mid-Cap ETF | 14.8 | 5 | 10 | 5.3 | +0.2 |
JHSC | John Hancock Multifactor Small Cap ETF | 14.6 | 42 | -27 | 4.5 | -0.6 |
XJH | iShares ESG Screened S&P Mid-Cap ETF | 14.4 | 12 | 3 | 5.4 | +0.3 |
IVOO | Vanguard S&P Mid-Cap 400 ETF | 14.1 | 10 | 5 | 5.3 | +0.2 |
SMDY | Syntax Stratified MidCap ETF | 14.0 | 30 | -15 | 5.1 | +0.0 |
RWK | Invesco S&P MidCap 400 Revenue ETF | 13.9 | 39 | -24 | 6.3 | +1.2 |
PSCF | Invesco S&P SmallCap Financials ETF | 13.6 | 29 | -14 | 9.0 | +3.9 |
TUSA | First Trust Total US Market AlphaDEX ETF | 13.1 | 70 | -55 | 4.8 | -0.3 |
TILT | Flexshares Morningstar US Market Factors Tilt Index Fund | 12.5 | 25 | -10 | 4.9 | -0.2 |
VTWG | Vanguard Russell 2000 Growth Index Fund | 12.0 | 15 | 0 | 0.1 | -5.1 |
DGRS | WisdomTree US SmallCap Quality Dividend Growth Fund | 11.9 | 38 | -23 | 7.0 | +1.9 |
QABA | First Trust NASDAQ ABA Community Bank Index Fund | 11.9 | 60 | -45 | 7.4 | +2.3 |
RZV | Invesco S&P Smallcap 600 Pure Value ETF | 11.9 | 35 | -20 | 6.8 | +1.7 |
IWO | iShares Russell 2000 Growth ETF | 11.8 | 24 | -9 | -0.1 | -5.2 |
KRE | SPDR S&P Regional Banking ETF | 11.5 | 35 | -20 | 7.5 | +2.4 |
FNX | First Trust Mid Cap Core AlphaDEX Fund | 11.2 | 61 | -46 | 5.1 | -0.1 |
SQLV | Legg Mason Small-Cap Quality Value | 11.2 | 62 | -47 | 4.1 | -1.1 |
VFMO | Vanguard U.S. Momentum Factor ETF | 11.2 | 13 | 2 | 1.4 | -3.8 |
VUSE | Vident Core US Equity Fund | 11.1 | 48 | -33 | 7.4 | +2.3 |
XSVM | Invesco S&P SmallCap Value with Momentum ETF | 10.9 | 39 | -24 | 6.8 | +1.7 |
FYC | First Trust Small Cap Growth AlphaDEX Fund | 10.6 | 70 | -55 | 1.7 | -3.4 |
BFOR | Barron's 400 ETF | 10.5 | 65 | -50 | 5.6 | +0.5 |
BBMC | JPMorgan BetaBuilders U.S. Mid Cap Equity ETF | 10.5 | 7 | 8 | 3.9 | -1.2 |
DWAS | Invesco DWA SmallCap Momentum ETF | 10.1 | 60 | -45 | -1.2 | -6.3 |
DON | WisdomTree U.S. MidCap Dividend Fund | 10.1 | 38 | -23 | 6.7 | +1.6 |
SMMV | iShares Edge MSCI Min Vol USA Small-Cap ETF | 10.1 | 20 | -5 | 3.6 | -1.5 |
RFV | Invesco S&P Midcap 400 Pure Value ETF | 9.5 | 35 | -20 | 8.8 | +3.7 |
FAD | First Trust Multi Cap Growth AlphaDEX Fund | 9.4 | 66 | -51 | 1.8 | -3.3 |
1Overlap is the percentage of holdings by weight that are identical. For example, if Fund A has a 2% position in Apple, Inc. (AAPL) and Fund B has a 5% position, their overlapping position in AAPL is 2%.
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RESULTS & ESTIMATES
2015 | 2016 | 2017 | 2018 | 2019 | 2020E | 2021E | |
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Sales per share | ** | ** | ** | ** | ** | ** | ** |
Earnings per share | ** | ** | ** | ** | ** | ** | ** |
Dividends per share ![]() |
** | ** | ** | ** | ** | ** | ** |
Book value per share | ** | ** | ** | ** | ** | ** | ** |
Sales per share growth | **% | **% | **% | **% | **% | **% | |
EPS growth | **% | **% | **% | **% | **% | **% |
Sales per share growth | **% | **% | **% | **% | **% | **% | |
EPS growth | **% | **% | **% | **% | **% | **% |
OTHER FUNDAMENTAL METRICS
Long term EPS growth est. | **% | Debt-to-equity | **x | |
Asset turnover | **% | Assets-to-equity | **x |
*Six months ago = 100 |
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VALUATION METRICS
2019 | 2020E | 2021E | |
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Price-to-sales | ** | ** | ** |
Price-to-earnings | ** | ** | ** |
Price-to-cash flow | ** | ** | ** |
Price-to-growth | ** | ** | ** |
Price-to-book value | ** | ** | ** |
Yield | ** | ** | ** |
Historical valuation trends
Forward multiple: |
Vanguard Russell 2000 Value Index Fund | |||
Relative to: |
S&P500 | MSCI EAFE | MSCI Emg. Mkts. | Other ETF: |
NEUTRAL |
Average appreciation potential. A rating of NEUTRAL is assigned to ETFs with ALTAR Scores in the middle quintile (ranking between 40%-60%) of their category. This indicates that valuations adequately reflect the fundamentals of stocks in these funds. |
ALTAR Score™
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MODERN PORTFOLIO THEORY
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CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
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