It happened around 5:45 a.m. Saturday off Highway 152 near Billy Wright Road.
Officers say a Mazda 626 was heading east when for some reason it ran off the right side of the highway, crashed into a fence, then a cement block, and into the Delta-Mendota Canal.
There were four people from San Jose in the vehicle. The 31-year-old male driver and an 8-year-old girl were able to get out, but investigators say a 33-year-old woman and a female juvenile were pronounced dead at the scene.
The driver suffered major injuries, while the 8-year-old girl sustained minor injuries. Both were transported to Doctors Medical Center in Modesto for treatment.
Authorities say alcohol and drugs do not appear to have been a factor. The crash remains under investigation.