Vanguard Russell Information Ratio
| VTWG ETF | | | USD 267.66 -5.48 -2.01% |
The Information Ratio measures excess return (alpha) per unit of tracking error relative to a benchmark. Unlike the Sharpe Ratio, which uses total volatility, the Information Ratio isolates only the variability of the alpha component — the return attributable to active decisions rather than passive market exposure. Below is Vanguard Russell's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
The current Information Ratio of 0.0773 places Vanguard Russell at positive but modest excess return per unit of tracking risk. Vanguard Russell has outperformed its benchmark, though the margin is limited relative to the tracking error incurred.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | 0.0773 | |
Information Ratio Peers Comparison
Among sector peers, Vanguard Russell's Information Ratio of 0.0773 is above the 0.04 group average. The range runs from -0.0355 (Vanguard SAMPP Mid Cap) to 0.0876 (Goldman Sachs MarketBeta). Vanguard Russell's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Information Ratio Relative To Other Indicators
The chart below plots Information Ratio against Maximum Drawdown for Vanguard Russell and its peers. Each point represents one equity — position along the horizontal axis shows Information Ratio while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Vanguard Russell records a Information Ratio of
0.08 and a Maximum Drawdown of
6.07 , yielding roughly
78.58 units of Maximum Drawdown per Information Ratio. This indicates Maximum Drawdown substantially exceeds Information Ratio for Vanguard Russell.
Methodology, Assumptions & Data Sources
Vanguard Russell has a current Information Ratio reading of 0.0773. The Information Ratio for Vanguard Russell is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
Other Technical Indicators