Summary
VTWG
Prices · period metrics · 12M
NAV as of 11/06/2026
02/04/2025 → 02/04/2026
Return 35.22% 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: Technology

Category: Small Growth

Inception date: 20/09/2010

Latest date: 11/06/2026

Current price: $276.30

Expense ratio: 0.06%

Assets under management
$1.7B
2.55% 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

1.57%

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

16.72%

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

12.00%

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

35.22%

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

47.47%

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

61.28%

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: 11/06/2025 - 11/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.13%

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
11/06/2026 $269.43 $276.73 $268.71 $276.30 10,700
10/06/2026 $269.94 $274.95 $266.11 $266.84 13,000
09/06/2026 $272.40 $275.23 $262.44 $270.40 17,300
08/06/2026 $272.02 $272.41 $269.46 $269.77 31,400
05/06/2026 $275.43 $275.85 $266.06 $267.74 13,300
04/06/2026 $273.95 $280.77 $273.95 $279.68 18,400
03/06/2026 $278.17 $278.17 $274.15 $275.48 16,700
02/06/2026 $276.48 $279.25 $276.48 $279.24 20,100
01/06/2026 $276.12 $278.71 $274.64 $276.96 12,500
29/05/2026 $279.51 $279.51 $275.30 $278.15 34,200