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ISIN
US9229087518
CUSIP
922908751
Issuer
Vanguard
Inception Date
Jan 26, 2004
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
CRSP US Small Cap Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Blend
Assets Under Management
$183B

Share Price Chart


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Performance

VB Performance Chart

Vanguard Small-Cap ETF (VB) is up 15.7% since the beginning of the year. VB is currently trading at $297 per share. Investors who bought $1,000 worth of VB shares 5 years ago would now be looking at an investment worth $1,428.


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S&P 500 Index

Returns By Period

Vanguard Small-Cap ETF (VB) has returned 15.68% so far this year and 30.17% over the past 12 months. Over the last ten years, VB has returned 11.79% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Vanguard Small-Cap ETF

1D
0.26%
1M
2.83%
YTD
15.68%
6M
13.00%
1Y
30.17%
3Y*
17.54%
5Y*
7.39%
10Y*
11.79%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VB Monthly Returns History

Based on dividend-adjusted daily data since Jan 30, 2004, VB's average daily return is +0.05%, while the average monthly return is +0.94%. At this rate, an investment would double in approximately 6.2 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2009 with a return of +18.7%, while the worst month was Mar 2020 at -22.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, VB closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +10.2%, while the worst single day was Mar 16, 2020 at -13.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.63%2.68%-5.13%8.58%3.21%1.28%15.68%
20253.90%-4.83%-6.29%-2.53%5.57%4.20%1.93%4.53%1.02%0.28%1.47%0.04%8.87%
2024-2.70%5.77%4.42%-6.47%3.98%-1.53%7.04%0.01%1.93%-0.66%10.55%-7.42%14.17%
202310.16%-2.30%-3.63%-1.19%-1.97%8.74%4.96%-3.70%-5.59%-5.83%9.20%10.29%18.22%
2022-7.88%0.86%1.46%-8.22%-0.04%-9.37%10.61%-2.61%-9.57%9.91%4.39%-5.84%-17.51%
20212.01%6.17%1.81%3.93%0.04%1.46%-1.48%1.96%-3.12%4.95%-4.29%3.40%17.57%

Benchmark Metrics

Vanguard Small-Cap ETF has an annualized alpha of 0.81%, beta of 1.10, and R2 of 0.84 versus S&P 500 Index. Calculated based on daily prices since January 30, 2004.

  • This ETF captured 119.13% of S&P 500 Index gains and 113.08% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • With beta of 1.10 and R2 of 0.84, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
0.81%
Beta
1.10
0.84
Upside Capture
119.13%
Downside Capture
113.08%

Expense Ratio

VB has an expense ratio of 0.05%, which is considered low.


Return for Risk

Risk / Return Rank

VB ranks 60 for risk / return — better than 60% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


VB Risk / Return Rank: 6060
Overall Rank
VB Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
VB Sortino Ratio Rank: 5656
Sortino Ratio Rank
VB Omega Ratio Rank: 5252
Omega Ratio Rank
VB Calmar Ratio Rank: 6969
Calmar Ratio Rank
VB Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Vanguard Small-Cap ETF (VB) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VBBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.31

1.37

-0.05

Calmar ratioReturn relative to maximum drawdown

3.38

2.78

+0.59

Martin ratioReturn relative to average drawdown

12.38

12.44

-0.05

Dividends

Dividend History

Vanguard Small-Cap ETF provided a 1.18% dividend yield over the last twelve months, with an annual payout of $3.50 per share.


1.10%1.20%1.30%1.40%1.50%1.60%1.70%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$3.50$3.44$3.13$3.32$2.91$2.80$2.23$2.31$2.20$2.00$1.93$1.64

Dividend yield

1.18%1.33%1.30%1.55%1.59%1.24%1.14%1.39%1.67%1.35%1.50%1.48%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Small-Cap ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.98$0.00$0.00$0.00$0.98
2025$0.00$0.00$0.92$0.00$0.00$0.79$0.00$0.00$0.81$0.00$0.00$0.93$3.44
2024$0.00$0.00$0.68$0.00$0.00$0.85$0.00$0.00$0.70$0.00$0.00$0.90$3.13
2023$0.00$0.00$0.75$0.00$0.00$0.76$0.00$0.00$0.74$0.00$0.00$1.08$3.32
2022$0.00$0.00$0.56$0.00$0.00$0.59$0.00$0.00$0.67$0.00$0.00$1.10$2.91
2021$0.00$0.00$0.56$0.00$0.00$0.56$0.00$0.00$0.59$0.00$0.00$1.09$2.80

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Small-Cap ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Vanguard Small-Cap ETF was 59.56%, occurring on Mar 9, 2009. Recovery took 451 trading sessions.

The current Vanguard Small-Cap ETF drawdown is 0.39%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-59.56%Mar 2009
1y 7mo1y 9mo
3y 5moJul 2007 - Dec 2010
COVID crash2020
-42.05%Mar 2020
1mo 1d7mo 21d
8mo 22dFeb 2020 - Nov 2020
2011 bear market2011
-28.30%Oct 2011
5mo 4d11mo 9d
1y 4moMay 2011 - Sep 2012
Bear market2022
-28.15%Jun 2022
7mo 9d2y 1mo
2y 8moNov 2021 - Jul 2024
2025 selloff2025
-25.36%Apr 2025
4mo 13d5mo 13d
9mo 26dNov 2024 - Sep 2025

Drawdown Indicators


VBBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-59.56%

-56.78%

-2.78%

Max Drawdown (1Y)

Largest decline over 1 year

-8.98%

-9.10%

+0.12%

Max Drawdown (3Y)

Largest decline over 3 years

-25.36%

-18.90%

-6.46%

Max Drawdown (5Y)

Largest decline over 5 years

-28.15%

-25.43%

-2.72%

Max Drawdown (10Y)

Largest decline over 10 years

-42.05%

-33.92%

-8.13%

Current Drawdown

Current decline from peak

-0.39%

-1.80%

+1.41%

Average Drawdown

Average peak-to-trough decline

-8.42%

-10.71%

+2.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

2.03%

+0.41%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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