Market performance
Small caps tell us more
The Russell 2000 Index provides live index tracking data, with historical performance dating back to January 1984. Academic and practitioner research confirms that large-cap stocks behave differently than small-cap stocks. And performance is variable. There are sub-periods during which the Russell 1000 outperforms the Russell 2000 and vice versa. Quarterly performance assessment provides valuable datapoints for understanding market sentiment and US economic activity.
Exhibit 1: Market cap performance
Annual return (%)
Exhibit 2: Performance — growth of a unit
Total return (Index levels) - 10 years (as of 12/31/2021)
Exhibit 3: Market cap performance
Total return (%) (as of 12/31/2021)
Exhibit 4: Style performance
Total return (%) (as of 12/31/2021)
Exhibit 5: Style box performance
Total return (%) (as of 12/31/2021)
Get our thought leadership and insights
Latest insights, research papers and event information for the topics you are interested in. Subscribe to the Russell 2000 Chartbook and other equity marketing updates.