Summary
VTWG
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 4.63% Volatility 25.33% Sharpe 0.76
Official loaded data — not a live quote.

VANGUARD RUSSELL 2000 GROWTH INDEX FUND ETF SHARES

Symbol: VTWG

Exchange: NASDAQ

Sector: Healthcare

Category: Small Growth

Inception date: 20/09/2010

Latest date: 15/10/2026

Current price: $253.78

Expense ratio: 0.06%

Assets under management
$1.6B
1.80% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-3.65%

Ann. -50.25% (Sharpe / Sortino numerator)

Volatility

30.11%

Sharpe ratio

-1.790

VaR 95%

-2.62%

CVaR 95%: -2.71%
Max drawdown: -10.17%
Sortino ratio: -3.450
Calmar ratio: -4.94

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-9.05%

Ann. -11.07% (Sharpe / Sortino numerator)

Volatility

24.51%

Sharpe ratio

-0.600

VaR 95%

-2.45%

CVaR 95%: -2.62%
Max drawdown: -15.00%
Sortino ratio: -1.006
Calmar ratio: -0.74

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

0.17%

Ann. -2.89% (Sharpe / Sortino numerator)

Volatility

23.76%

Sharpe ratio

-0.274

VaR 95%

-2.37%

CVaR 95%: -2.81%
Max drawdown: -15.00%
Sortino ratio: -0.453
Calmar ratio: -0.19

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

4.63%

Ann. 22.99% (Sharpe / Sortino numerator)

Volatility

25.33%

Sharpe ratio

0.764

VaR 95%

-2.36%

CVaR 95%: -3.36%
Max drawdown: -15.00%
Sortino ratio: 1.133
Calmar ratio: 1.53

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

22.25%

Ann. 10.65% (Sharpe / Sortino numerator)

Volatility

23.58%

Sharpe ratio

0.298

VaR 95%

-2.31%

CVaR 95%: -3.20%
Max drawdown: -28.58%
Sortino ratio: 0.449
Calmar ratio: 0.37

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

62.23%

Ann. 12.81% (Sharpe / Sortino numerator)

Volatility

22.30%

Sharpe ratio

0.411

VaR 95%

-2.15%

CVaR 95%: -2.97%
Max drawdown: -28.58%
Sortino ratio: 0.645
Calmar ratio: 0.45

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.028%

Best day

4.336%

06/02/2026
Worst day

-4.269%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $249.29 $253.78 $248.42 $253.78 37,900
14/10/2026 $253.21 $253.86 $249.17 $250.30 15,900
13/10/2026 $258.35 $258.35 $255.59 $256.21 18,100
12/10/2026 $260.17 $260.40 $258.04 $258.28 12,800
09/10/2026 $258.62 $261.37 $258.62 $260.49 18,800
08/10/2026 $257.63 $258.19 $255.77 $258.14 47,200
07/10/2026 $260.40 $260.40 $258.98 $259.28 18,700
06/10/2026 $267.17 $267.17 $262.62 $263.14 27,800
05/10/2026 $264.61 $266.01 $263.63 $265.36 22,300
02/10/2026 $264.60 $265.29 $263.29 $263.55 15,500