Vanguard Russell 2000 Value ETF (VTWV)

110.01 +0.67  +0.61% NASDAQ Feb 19, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 109.76
Discount or Premium to NAV 0.23%
Turnover Ratio 27.00%
1 Year Fund Level Flows 46.86M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -2.74% -2.70% -3.53% 34
3M 1.91% 1.91% 0.58% 28
6M 11.53% 11.60% 10.38% 30
YTD -2.48% -2.44% -3.26% 43
1Y 3.66% 3.52% 1.50% 34
3Y 3.24% 3.26% 1.97% 32
5Y 6.36% 6.30% 4.55% 24
10Y -- -- 9.26% --
15Y -- -- 6.58% --
20Y -- -- 9.15% --
As of Feb. 19, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 1.51% 1.51% 0.00%
Stock 98.49% 98.49% 0.00%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of Jan. 31, 2020

Region Exposure

Americas 99.55%
North America 99.16%
Latin America 0.39%
Greater Europe 0.19%
United Kingdom 0.00%
Europe Developed 0.09%
Europe Emerging 0.00%
Africa/Middle East 0.10%
Greater Asia 0.26%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.14%
Asia Emerging 0.11%
Market Classification
% Developed Markets 99.85%
% Emerging Markets 0.15%
As of Jan. 31, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 3.63%
Communication Services 2.39%
Consumer Cyclical 9.55%
Consumer Defensive 3.22%
Energy 4.71%
Financial Services 27.29%
Healthcare 5.08%
Industrials 14.06%
Real Estate 14.49%
Technology 9.09%
Utilities 6.49%
As of Jan. 31, 2020

Stock Market Capitalization

Giant 0.00%
Large 0.00%
Medium 13.32%
Small 69.76%
Micro 16.92%
As of Jan. 31, 2020

Stock Style Exposure

Large Cap Value 0.00%
Large Cap Blend 0.00%
Large Cap Growth 0.00%
Mid Cap Value 7.14%
Mid Cap Blend 3.90%
Mid Cap Growth 2.56%
Small Cap Value 37.80%
Small Cap Blend 37.01%
Small Cap Growth 11.58%
As of Jan. 31, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
LITE Lumentum Holdings Inc 0.60% 87.22 +3.00%
POR Portland General Electric Co 0.56% 62.21 -0.24%
REXR Rexford Industrial Realty Inc 0.54% 52.56 -0.19%
TECD Tech Data Corp 0.52% 144.15 +0.03%
BKH Black Hills Corp 0.51% 84.84 -0.81%
RDN Radian Group Inc 0.50% 23.52 -2.93%
OGS ONE Gas Inc 0.50% 95.71 -1.01%
BXMT Blackstone Mortgage Trust Inc A 0.49% 40.25 +0.22%
HR Healthcare Realty Trust Inc 0.48% 36.56 -1.06%
CRUS Cirrus Logic Inc 0.45% 80.73 +2.20%
As of Jan. 31, 2020
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Basic Info

Investment Strategy
The investment seeks to track the performance of a benchmark index that measures the investment return of small-capitalization value stocks in the United States. The fund employs an indexing investment approach designed to track the performance of the Russell 2000® Value Index. The index is designed to measure the performance of small-capitalization value stocks in the United States. The advisor attempts to replicate the target index by investing all, or substantially all, of its assets in the stocks that make up the index, holding each stock in approximately the same proportion as its weighting in the index.
General
Security Type Exchange-Traded Fund
Equity Style Small Cap/Value
Fixed Income Style --
Broad Asset Class US Equity
Broad Category Equity
Category Name Small Value
Prospectus Objective Small Company
Fund Owner Firm Name Vanguard
Benchmark Index
Russell 2000 Value TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Michael Johnson 4.11 yrs
Walter Nejman 4.42 yrs

Net Fund Flows

1M 161693.0
3M 5.395M
6M 20.34M
YTD 161693.0
1Y 46.86M
3Y 72.51M
5Y 189.22M
10Y --
As of Jan. 31, 2020

Risk Info

Beta (5Y) 1.095
Max Drawdown (All) 28.07%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 0.8194
30-Day Rolling Volatility 13.86%
Daily Value at Risk (VaR) 1% (All) 3.04%
Monthly Value at Risk (VaR) 1% (All) 12.18%

Fundamentals

Dividend Yield TTM (2-19-20) 1.86%
30-Day SEC Yield (2-18-20) 2.08%
7-Day SEC Yield --
Weighted Average PE Ratio 14.26
Weighted Average Price to Sales Ratio 0.8314
Weighted Average Price to Book Ratio 1.303
Weighted Median ROE 6.17%
Weighted Median ROA 1.70%
Forecasted Dividend Yield 2.40%
Forecasted PE Ratio 13.37
Forecasted Price to Sales Ratio 0.7968
Forecasted Price to Book Ratio 1.197
Number of Holdings 1403
As of Jan. 31, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 11.04%
Forecasted Book Value Growth -55.32%
Forecasted Cash Flow Growth 0.03%
Forecasted Earnings Growth 10.42%
Forecasted Revenue Growth -60.65%
As of Jan. 31, 2020

Comparables

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Attributes

Key Dates
Inception Date 9/20/2010
Termination Date
Last Annual Report Date 8/31/2019
Last Prospectus Date 12/20/2019
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund Yes
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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