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Vanguard Small-Cap ETF (VB)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS9229087518
CUSIP922908751
IssuerVanguard
Inception DateJan 26, 2004
RegionNorth America (U.S.)
CategorySmall Cap Growth Equities
Index TrackedCRSP US Small Cap
Home Pageadvisors.vanguard.com
Asset ClassEquity

Asset Class Size

Small-Cap

Asset Class Style

Blend

Expense Ratio

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


Expense ratio chart for VB: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Vanguard Small-Cap ETF

Popular comparisons: VB vs. VBR, VB vs. SCHA, VB vs. VIOO, VB vs. VBK, VB vs. VOO, VB vs. IJR, VB vs. VTWO, VB vs. VXF, VB vs. DFAS, VB vs. ISCB

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard Small-Cap ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


300.00%350.00%400.00%450.00%500.00%2024FebruaryMarchAprilMayJune
495.27%
383.11%
VB (Vanguard Small-Cap ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Vanguard Small-Cap ETF had a return of 2.59% year-to-date (YTD) and 14.29% in the last 12 months. Over the past 10 years, Vanguard Small-Cap ETF had an annualized return of 8.22%, while the S&P 500 had an annualized return of 10.88%, indicating that Vanguard Small-Cap ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date2.59%14.57%
1 month-2.50%2.97%
6 months2.36%14.93%
1 year14.29%24.71%
5 years (annualized)8.58%13.14%
10 years (annualized)8.22%10.88%

Monthly Returns

The table below presents the monthly returns of VB, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.70%5.77%4.42%-6.47%3.98%2.59%
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%
2020-2.02%-8.53%-21.96%14.55%7.65%2.59%4.60%3.96%-2.58%2.15%15.78%7.51%19.19%
201911.71%4.86%-0.86%3.59%-7.18%6.97%1.20%-3.97%1.37%1.65%4.20%2.17%27.34%
20182.69%-3.96%1.09%0.37%5.10%0.68%1.82%4.52%-1.47%-10.12%2.19%-11.11%-9.34%
20171.53%2.32%-0.19%0.86%-1.11%2.16%1.19%-0.93%4.41%1.56%3.05%0.45%16.26%
2016-7.55%0.77%8.46%1.77%1.89%0.33%5.01%0.68%0.39%-4.06%8.57%1.92%18.43%
2015-2.14%5.80%1.52%-2.04%2.02%-0.82%-0.29%-5.83%-4.54%5.68%1.80%-4.19%-3.76%
2014-2.06%5.08%-0.18%-2.44%1.26%4.97%-5.02%5.06%-5.34%4.52%1.06%1.27%7.63%
20136.35%1.26%4.65%0.30%3.60%-1.06%6.79%-3.24%5.85%3.18%2.71%2.54%37.70%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VB is 37, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of VB is 3737
VB (Vanguard Small-Cap ETF)
The Sharpe Ratio Rank of VB is 3737Sharpe Ratio Rank
The Sortino Ratio Rank of VB is 3737Sortino Ratio Rank
The Omega Ratio Rank of VB is 3434Omega Ratio Rank
The Calmar Ratio Rank of VB is 4040Calmar Ratio Rank
The Martin Ratio Rank of VB is 3535Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard Small-Cap ETF (VB) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


VB
Sharpe ratio
The chart of Sharpe ratio for VB, currently valued at 0.81, compared to the broader market0.002.004.006.000.81
Sortino ratio
The chart of Sortino ratio for VB, currently valued at 1.24, compared to the broader market0.005.0010.001.24
Omega ratio
The chart of Omega ratio for VB, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.003.501.14
Calmar ratio
The chart of Calmar ratio for VB, currently valued at 0.55, compared to the broader market0.005.0010.0015.0020.000.55
Martin ratio
The chart of Martin ratio for VB, currently valued at 2.35, compared to the broader market0.0020.0040.0060.0080.00100.002.35
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.24, compared to the broader market0.002.004.006.002.24
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.16, compared to the broader market0.005.0010.003.16
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.003.501.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.78, compared to the broader market0.005.0010.0015.0020.001.78
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.36, compared to the broader market0.0020.0040.0060.0080.00100.008.36

Sharpe Ratio

The current Vanguard Small-Cap ETF Sharpe ratio is 0.81. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard Small-Cap ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.002024FebruaryMarchAprilMayJune
0.81
2.24
VB (Vanguard Small-Cap ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Small-Cap ETF granted a 1.14% dividend yield in the last twelve months. The annual payout for that period amounted to $2.49 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$2.49$3.32$2.91$2.80$2.23$2.30$2.20$2.00$1.93$1.64$1.67$1.44

Dividend yield

1.14%1.55%1.59%1.24%1.14%1.39%1.67%1.35%1.50%1.48%1.43%1.31%

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
2024$0.00$0.00$0.68$0.00$0.00$0.00$0.68
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
2020$0.00$0.00$0.47$0.00$0.00$0.32$0.00$0.00$0.54$0.00$0.00$0.89$2.23
2019$0.00$0.00$0.48$0.00$0.00$0.48$0.00$0.00$0.45$0.00$0.00$0.89$2.30
2018$0.00$0.00$0.46$0.00$0.00$0.38$0.00$0.00$0.65$0.00$0.00$0.72$2.20
2017$0.00$0.00$0.42$0.00$0.00$0.26$0.00$0.00$0.53$0.00$0.00$0.78$2.00
2016$0.00$0.00$0.31$0.00$0.00$0.30$0.00$0.00$0.57$0.00$0.00$0.75$1.93
2015$0.00$0.00$0.05$0.00$0.00$0.00$0.00$0.00$0.96$0.00$0.00$0.63$1.64
2014$0.00$0.00$0.01$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.66$1.67
2013$0.02$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.42$1.44

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune
-5.07%
-0.41%
VB (Vanguard Small-Cap ETF)
Benchmark (^GSPC)

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 59.58%, occurring on Mar 9, 2009. Recovery took 451 trading sessions.

The current Vanguard Small-Cap ETF drawdown is 5.07%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.58%Jul 16, 2007416Mar 9, 2009451Dec 20, 2010867
-42.05%Feb 21, 202022Mar 23, 2020161Nov 9, 2020183
-28.3%May 2, 2011108Oct 3, 2011234Sep 6, 2012342
-28.15%Nov 9, 2021152Jun 16, 2022
-24.55%Aug 30, 201880Dec 24, 2018233Nov 26, 2019313

Volatility

Volatility Chart

The current Vanguard Small-Cap ETF volatility is 4.26%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%2024FebruaryMarchAprilMayJune
4.26%
2.38%
VB (Vanguard Small-Cap ETF)
Benchmark (^GSPC)