Summary
VTWO
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 35.48% Volatility 23.25% Sharpe 0.93
Official loaded data — not a live quote.

VANGUARD RUSSELL 2000 INDEX FUND ETF SHARES

Symbol: VTWO

Exchange: NASDAQ

Sector: Healthcare

Category: Small Blend

Inception date: 20/09/2010

Latest date: 16/07/2026

Current price: $119.52

Expense ratio: 0.06%

Assets under management
$18.6B
0.34% 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

1.27%

Ann. -41.61% (Sharpe / Sortino numerator)

Volatility

25.33%

Sharpe ratio

-1.786

VaR 95%

-2.19%

CVaR 95%: -2.26%
Max drawdown: -8.30%
Sortino ratio: -3.527
Calmar ratio: -5.01

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

9.86%

Ann. 4.02% (Sharpe / Sortino numerator)

Volatility

21.11%

Sharpe ratio

0.019

VaR 95%

-2.08%

CVaR 95%: -2.19%
Max drawdown: -11.22%
Sortino ratio: 0.032
Calmar ratio: 0.36

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

11.87%

Ann. 6.87% (Sharpe / Sortino numerator)

Volatility

20.56%

Sharpe ratio

0.157

VaR 95%

-2.07%

CVaR 95%: -2.39%
Max drawdown: -11.22%
Sortino ratio: 0.267
Calmar ratio: 0.61

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

35.48%

Ann. 25.29% (Sharpe / Sortino numerator)

Volatility

23.25%

Sharpe ratio

0.931

VaR 95%

-2.07%

CVaR 95%: -3.09%
Max drawdown: -11.22%
Sortino ratio: 1.341
Calmar ratio: 2.25

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

35.05%

Ann. 12.17% (Sharpe / Sortino numerator)

Volatility

21.86%

Sharpe ratio

0.391

VaR 95%

-2.06%

CVaR 95%: -2.98%
Max drawdown: -27.57%
Sortino ratio: 0.585
Calmar ratio: 0.44

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

59.15%

Ann. 13.60% (Sharpe / Sortino numerator)

Volatility

21.13%

Sharpe ratio

0.472

VaR 95%

-1.96%

CVaR 95%: -2.79%
Max drawdown: -27.57%
Sortino ratio: 0.746
Calmar ratio: 0.49

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.128%

Best day

3.906%

22/08/2025
Worst day

-3.526%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $119.12 $120.39 $119.00 $119.52 977,600
15/07/2026 $119.32 $120.06 $118.90 $119.58 1,016,000
14/07/2026 $119.46 $119.66 $118.75 $119.06 1,590,600
13/07/2026 $119.26 $119.55 $118.29 $118.59 1,486,000
10/07/2026 $120.33 $120.50 $118.69 $119.63 1,289,900
09/07/2026 $119.29 $120.40 $119.20 $120.16 1,057,300
08/07/2026 $118.83 $119.26 $117.48 $118.63 1,407,200
07/07/2026 $120.90 $121.22 $119.31 $119.73 1,312,600
06/07/2026 $120.32 $121.41 $120.32 $120.79 931,900
02/07/2026 $121.44 $122.13 $119.20 $120.23 1,563,200