Vanguard Russell 2000 Index Fund (VTWO)

Key Metrics

TER 0.06% per year

Distribution policy Distributing

Fund size USD 17,949 M

Inception date September 20, 2010

Holdings 2,002

Fund currency USD

Fund domicile US

Provider Vanguard

For full official fund details, factsheets, and holdings, visit investor.vanguard.com (opens in new tab).

Historical Return

Last updated: Nov 01, 2026

1 Year +13.7% +1.2% Div

3 Years (avg.) +19.0% +1.2% Div

5 Years (avg.) +3.6% +1.2% Div

Risk & Analysis Metrics

Last updated: Nov 01, 2026

Volatility

16.78% 1 Year

20.29% 3 Years

21.85% 5 Years

27.77% 10 Years

Max Drawdown

-11.40% 1 Year

-28.04% 3 Years

-33.05% 5 Years

-65.35% 10 Years

Sharpe Ratio

0.52 1 Year

0.71 3 Years

0.07 5 Years

0.07 10 Years

Return Triangle (Heatmap)

Last updated: Nov 01, 2026

	2011	2012	2013	2014	2015	2016	2017	2018	2019	2020	2021	2022	2023	2024	2025
2011	-6.8%	2.5%	11.9%	10.1%	6.9%	9.4%	9.8%	6.7%	8.4%	9.4%	3.2%	0.7%	1.8%	2.5%	3.0%
2012		12.7%	22.6%	16.4%	10.6%	12.9%	12.9%	8.7%	10.4%	11.3%	4.2%	1.5%	2.6%	3.2%	3.8%
2013			33.4%	18.3%	9.9%	13.0%	12.9%	8.1%	10.1%	11.2%	3.3%	0.4%	1.7%	2.5%	3.1%
2014				4.9%	-0.2%	6.9%	8.3%	3.6%	6.6%	8.3%	0.1%	-2.7%	-1.0%	0.0%	0.9%
2015					-5.1%	7.9%	9.4%	3.3%	7.0%	8.9%	-0.6%	-3.6%	-1.6%	-0.5%	0.6%
2016						22.6%	17.5%	6.3%	10.2%	11.9%	0.2%	-3.4%	-1.2%	0.1%	1.1%
2017							12.5%	-1.1%	6.4%	9.4%	-3.8%	-7.2%	-4.2%	-2.4%	-1.0%
2018								-13.0%	3.5%	8.4%	-7.5%	-10.7%	-6.7%	-4.4%	-2.6%
2019									23.1%	21.0%	-5.5%	-10.1%	-5.4%	-2.9%	-1.0%
2020										18.9%	-17.3%	-19.1%	-11.5%	-7.4%	-4.5%
2021											-42.4%	-33.2%	-19.7%	-13.0%	-8.6%
2022												-22.5%	-5.2%	-0.2%	2.6%
2023													15.9%	13.3%	12.7%
2024														10.8%	11.1%
2025															11.3%

Distributions

*by ETF Portfolio Weight Last updated: Nov 01, 2026

Profit Margin Distribution

< 0%

27%

1y 3y N/A N/A

0 - 5%

17%

1y 3y N/A N/A

5 - 10%

15%

1y 3y N/A N/A

10 - 15%

15%

1y 3y N/A N/A

15 - 20%

1y 3y N/A N/A

20 - 30%

1y 3y N/A N/A

30 - 40%

1y 3y N/A N/A

> 40%

1y 3y N/A N/A

P/E Ratio Distribution

< 0

29%

1y 3y N/A N/A

0 - 10

1y 3y N/A N/A

10 - 15

13%

1y 3y N/A N/A

15 - 20

10%

1y 3y N/A N/A

20 - 25

1y 3y N/A N/A

25 - 35

12%

1y 3y N/A N/A

35 - 50

1y 3y N/A N/A

> 50

14%

1y 3y N/A N/A

Discounted Cash Flow

Weighted Average Undervaluation

N/A

Undervalued

> 60%

1y 3y N/A N/A

45 - 60%

1y 3y N/A N/A

30 - 45%

1y 3y N/A N/A

15 - 30%

1y 3y N/A N/A

Fair (±15%)

1y 3y N/A N/A

Overvalued

15 - 30%

1y 3y N/A N/A

30 - 45%

1y 3y N/A N/A

45 - 60%

1y 3y N/A N/A

> 60%

1y 3y N/A N/A

Market Cap Size Distribution

Micro Cap

2.1%

1y 3y N/A N/A

Small Cap

20.6%

1y 3y N/A N/A

Mid Cap

64.6%

1y 3y N/A N/A

Large Cap

12.5%

1y 3y N/A N/A

Mega Cap

0.2%

1y 3y N/A N/A

Micro: < $300M Small: $300M–$2B Mid: $2B–$10B Large: $10B–$200B Mega: > $200B

Average metrics of all companies in portfolio

Last updated: Nov 01, 2026

Market
Average

Market Cap The market value of the company. It's calculated by multiplying the share price by the number of outstanding shares.	$7.02B	-
Dividend Yield Yearly payout to shareholders per share. The percentage indicates the payout in relation to the share price.	0.80%	1.23%
Beta Indicates the relationship between the price performance of a share and the market.	1.3	-
P/E Ratio Ratio between share price and earnings per share. A low ratio could indicate that the stock is undervalued or investors aren't expecting high growth. A high ratio could indicate that the stock is overvalued or investors are expecting high growth.	33.59	33.69
Negative P/E Ratio a negative P/E ratio shows that the company is not profitable, and it shows how many years it would take the company to lose its entire market capitalisation if it did not change anything	-40.67	-
Profitable Companies	70%	-
PEG The ratio between the P/E ratio and the growth rate of the company's earnings per share in the last twelve months. A lower PEG could mean that a stock is undervalued.	24.48	12.63
Price to Sales Ratio Market cap divided by the revenue in the most recent year.	5.31	5.86
Price to Book Ratio Price to Book Ratio is the Market cap divided by the Book value of the company	4.52	6.36

Market
Average

Enterprise Value to EBIT Enterprise Value divided by EBIT	13.82	9.18
Enterprise Value to Revenue Enterprise value divided by revenue	7.24	3.88
Total Debt to Enterprise Value Total debt divided by enterprise value	0.21	0.06
Debt to Equity A higher ratio indicates a higher risk. However, the ratio is difficult to compare between industries where common amounts of debt vary.	0.63	-0.65
Profit Margin Net income divided by revenue of the last 4 quarters. It indicates the company's profitability.	3.97%	25.00%
Quarterly Earnings Growth (YoY) The rate at which the company's net income has increased to the same quarter one year ago.	+11.1%	+54.2%
Return on Equity Equity divided by market cap.	5.46%	24.61%
Return on Assets Indicates a company's profitability in relation to its total assets.	-0.42%	15.56%
Return on Invested Capital Return on invested capital (ROIC) is net income after dividends divided by the sum of debt and equity. It shows how effective a company is at turning capital invested by shareholders and other debtholders into profits.	3.21%	26.06%

Limit holdings to companies in a single sector.

$0B >$1T

Ratio between share price and earnings per share. A low ratio could indicate undervaluation.

<0 >50

Ratio of dividends in the last 12 months to current share price.

0% 3%

Revenue increase compared to the same quarter one year ago.

0% 30%

Net income increase compared to the same quarter one year ago.

0% 30%

Profitability of the last quarter.

<-30% >30%

A higher ratio indicates a higher risk. The ratio is difficult to compare between industries.

<0 >3

Discounted cash flow valuation vs. current price. Positive = undervalued, negative = overvalued.

<-50% >+100%

Market Cap

P/E Ratio

Total Investment

Weight

JFrog Ltd

FROG - Information

Market Cap $11.43B

P/E Ratio -255.9

Dividends 0.0%

Total Investment $62.61M

Weight 0.35%

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Moog, Inc. - Ordinary Shares - Class A

MOG.A - Manufacturing

Market Cap $11.48B

P/E Ratio 29.4

Dividends 0.3%

Total Investment $60.99M

Weight 0.34%

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UMB Financial Corp.

UMBF - Finance and Insurance

Market Cap $10.21B

P/E Ratio 10.1

Dividends 1.3%

Total Investment $59.97M

Weight 0.33%

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Glaukos Corporation

GKOS - Manufacturing

Market Cap $14.07B

P/E Ratio -80.8

Dividends 0.0%

Total Investment $59.34M

Weight 0.33%

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Brinker International, Inc.

EAT - Accommodation and Food Services

Market Cap $8.81B

P/E Ratio 18.3

Dividends 0.0%

Total Investment $56.95M

Weight 0.32%

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BrightSpring Health Services Inc

BTSG

Market Cap $13.24B

P/E Ratio 40.8

Dividends 0.0%

Total Investment $54.61M

Weight 0.30%

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Krystal Biotech Inc

KRYS - Manufacturing

Market Cap $9.84B

P/E Ratio 40.2

Dividends 0.0%

Total Investment $53.82M

Weight 0.30%

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Cytokinetics Inc

CYTK - Manufacturing

Market Cap $8.76B

P/E Ratio -8.7

Dividends 0.0%

Total Investment $53.74M

Weight 0.30%

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Protagonist Therapeutics Inc

PTGX - Manufacturing

Market Cap $9.37B

P/E Ratio 118.9

Dividends 0.0%

Total Investment $52.1M

Weight 0.29%

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Twist Bioscience Corp

TWST - Professional, Scientific, and Technical Services

Market Cap $10.06B

P/E Ratio -68.8

Dividends 0.0%

Total Investment $51.98M

Weight 0.29%

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SM Energy Co

SM - Mining, Quarrying, and Oil and Gas Extraction

Market Cap $9.6B

P/E Ratio 10.4

Dividends 2.1%

Total Investment $51.97M

Weight 0.29%

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Old National Bancorp

ONB - Finance and Insurance

Market Cap $9.6B

P/E Ratio 10.1

Dividends 2.3%

Total Investment $51.25M

Weight 0.29%

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CareTrust REIT Inc

CTRE - Real Estate and Rental and Leasing

Market Cap $8.6B

P/E Ratio 22.6

Dividends 4.1%

Total Investment $50.74M

Weight 0.28%

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FirstCash Holdings Inc

FCFS - Finance and Insurance

Market Cap $7.77B

P/E Ratio 19.6

Dividends 0.9%

Total Investment $50.64M

Weight 0.28%

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Jackson Financial Inc - Ordinary Shares - Class A

JXN - Finance and Insurance

Market Cap $9.14B

P/E Ratio 168.7

Dividends 2.6%

Total Investment $50.59M

Weight 0.28%

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Crinetics Pharmaceuticals Inc

CRNX - Professional, Scientific, and Technical Services

Market Cap $9.01B

P/E Ratio -16.8

Dividends 0.0%

Total Investment $50.48M

Weight 0.28%

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Praxis Precision Medicines Inc

PRAX - Manufacturing

Market Cap $7.98B

P/E Ratio -22.1

Dividends 0.0%

Total Investment $50.45M

Weight 0.28%

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Ryman Hospitality Properties Inc

RHP - Accommodation and Food Services

Market Cap $9.09B

P/E Ratio 30.8

Dividends 3.6%

Total Investment $49.31M

Weight 0.27%

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Viasat, Inc.

VSAT - Manufacturing

Market Cap $10.61B

P/E Ratio -296.2

Dividends 0.0%

Total Investment $48.97M

Weight 0.27%

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SSR Mining Inc

SSRM - Mining, Quarrying, and Oil and Gas Extraction

Market Cap $7.55B

P/E Ratio 20.1

Dividends 0.1%

Total Investment $47.58M

Weight 0.27%

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United States	97.4%
Other	2.6%

Manufacturing	30.5%
Finance and Insurance	18.4%
Information	7.0%
Professional, Scientific, and Technical Services	5.4%
Mining, Quarrying, and Oil and Gas Extraction	4.3%
Utilities	2.9%
Retail Trade	2.8%
Real Estate and Rental and Leasing	2.2%
Construction	2.0%
Transportation and Warehousing	1.9%
Accommodation and Food Services	1.2%
Wholesale Trade	1.2%
Administrative and Support and Waste Management and Remediation Services	1.1%
Health Care and Social Assistance	1.1%
Technology	1.0%
Healthcare	0.9%
Educational Services	0.7%
Financial Services	0.7%
Industrials	0.6%
Arts, Entertainment, and Recreation	0.6%
Energy	0.4%
Industrial Services	0.3%
Real Estate	0.3%
Basic Materials	0.2%
Agriculture, Forestry, Fishing and Hunting	0.2%
Communication Services	0.1%
Finance	0.1%
Transportation	0.1%
Consumer Cyclical	0.1%
Energy Minerals	0.1%
Other Services (except Public Administration)	0.0%
Management of Companies and Enterprises	0.0%
Consumer Defensive	0.0%
Consumer Services	0.0%
Other	11.2%

Key Metrics

Compare similar ETFs

Historical Return

Risk & Analysis Metrics

Volatility

Max Drawdown

Sharpe Ratio

Return Triangle (Heatmap)

Distributions

Profit Margin Distribution

P/E Ratio Distribution

Discounted Cash Flow

Market Cap Size Distribution

Portfolio Concentration

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Average metrics of all companies in portfolio

Sectors

Countries

Stock Screener

JFrog Ltd

JFrog Ltd

Moog, Inc. - Ordinary Shares - Class A

Moog, Inc. - Ordinary Shares - Class A

UMB Financial Corp.

UMB Financial Corp.

Glaukos Corporation

Glaukos Corporation

Brinker International, Inc.

Brinker International, Inc.

BrightSpring Health Services Inc

BrightSpring Health Services Inc

Krystal Biotech Inc

Krystal Biotech Inc

Cytokinetics Inc

Cytokinetics Inc

Protagonist Therapeutics Inc

Protagonist Therapeutics Inc

Twist Bioscience Corp

Twist Bioscience Corp

SM Energy Co

SM Energy Co

Old National Bancorp

Old National Bancorp

CareTrust REIT Inc

CareTrust REIT Inc

FirstCash Holdings Inc

FirstCash Holdings Inc

Jackson Financial Inc - Ordinary Shares - Class A

Jackson Financial Inc - Ordinary Shares - Class A

Crinetics Pharmaceuticals Inc

Crinetics Pharmaceuticals Inc

Praxis Precision Medicines Inc

Praxis Precision Medicines Inc

Ryman Hospitality Properties Inc

Ryman Hospitality Properties Inc

Viasat, Inc.

Viasat, Inc.

SSR Mining Inc

SSR Mining Inc

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