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Vanguard Small-Cap Value ETF (VBR)

ETF · Currency in USD · Last updated Feb 24, 2024

VBR is a passive ETF by Vanguard tracking the investment results of the MSCI US Small Cap Value Index. VBR launched on Jan 26, 2004 and has a 0.07% expense ratio.

Summary

ETF Info

ISINUS9229086114
CUSIP922908611
IssuerVanguard
Inception DateJan 26, 2004
RegionNorth America (U.S.)
CategorySmall Cap Blend Equities
Index TrackedMSCI US Small Cap Value Index
Home Pageadvisors.vanguard.com
Asset ClassEquity

Asset Class Size

Small-Cap

Asset Class Style

Value

Expense Ratio

The Vanguard Small-Cap Value ETF has an expense ratio of 0.07% which is considered to be low.


0.07%
0.00%2.15%

Share Price Chart


Loading data...

Performance

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


-10.00%-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
11.50%
15.50%
VBR (Vanguard Small-Cap Value ETF)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with VBR

Vanguard Small-Cap Value ETF

Popular comparisons: VBR vs. VB, VBR vs. VIOV, VBR vs. AVUV, VBR vs. VBK, VBR vs. VOO, VBR vs. SLYV, VBR vs. IJR, VBR vs. IJS, VBR vs. VTI, VBR vs. VTWV

Return

Vanguard Small-Cap Value ETF had a return of 0.76% year-to-date (YTD) and 9.06% in the last 12 months. Over the past 10 years, Vanguard Small-Cap Value ETF had an annualized return of 8.50%, while the S&P 500 had an annualized return of 10.70%, indicating that Vanguard Small-Cap Value ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date0.76%6.69%
1 month3.10%4.52%
6 months11.50%15.50%
1 year9.06%26.83%
5 years (annualized)8.56%12.76%
10 years (annualized)8.50%10.70%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-2.49%
20235.44%-3.41%-4.81%-4.84%8.66%9.84%

Risk-Adjusted Performance

This table presents risk-adjusted performance metrics for Vanguard Small-Cap Value ETF (VBR) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VBR
Vanguard Small-Cap Value ETF
0.51
^GSPC
S&P 500
2.23

Sharpe Ratio

The current Vanguard Small-Cap Value ETF Sharpe ratio is 0.51. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2024February
0.51
2.23
VBR (Vanguard Small-Cap Value ETF)
Benchmark (^GSPC)

Dividend History

Vanguard Small-Cap Value ETF granted a 2.10% dividend yield in the last twelve months. The annual payout for that period amounted to $3.81 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$3.81$3.81$3.23$3.13$2.39$2.82$2.68$2.38$2.14$1.96$1.87$1.82

Dividend yield

2.10%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%1.77%1.87%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00
2023$0.00$0.00$0.89$0.00$0.00$0.89$0.00$0.00$0.88$0.00$0.00$1.15
2022$0.00$0.00$0.63$0.00$0.00$0.71$0.00$0.00$0.77$0.00$0.00$1.12
2021$0.00$0.00$0.64$0.00$0.00$0.65$0.00$0.00$0.66$0.00$0.00$1.18
2020$0.00$0.00$0.40$0.00$0.00$0.49$0.00$0.00$0.62$0.00$0.00$0.88
2019$0.00$0.00$0.59$0.00$0.00$0.74$0.00$0.00$0.48$0.00$0.00$1.02
2018$0.00$0.00$0.57$0.00$0.00$0.51$0.00$0.00$0.78$0.00$0.00$0.82
2017$0.00$0.00$0.48$0.00$0.00$0.42$0.00$0.00$0.62$0.00$0.00$0.86
2016$0.00$0.00$0.37$0.00$0.00$0.32$0.00$0.00$0.66$0.00$0.00$0.80
2015$0.00$0.00$0.08$0.00$0.00$0.00$0.00$0.00$1.14$0.00$0.00$0.74
2014$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.85
2013$0.02$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.80

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.33%
0
VBR (Vanguard Small-Cap Value ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Small-Cap Value 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 Value ETF was 62.01%, occurring on Mar 9, 2009. Recovery took 489 trading sessions.

The current Vanguard Small-Cap Value ETF drawdown is 0.33%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-62.01%Jun 5, 2007444Mar 9, 2009489Feb 14, 2011933
-45.28%Jan 17, 202045Mar 23, 2020172Nov 24, 2020217
-27.93%May 2, 2011108Oct 3, 2011234Sep 6, 2012342
-23.5%Aug 30, 201880Dec 24, 2018267Jan 16, 2020347
-21.22%Nov 9, 2021225Sep 30, 2022303Dec 14, 2023528

Volatility Chart

The current Vanguard Small-Cap Value ETF volatility is 5.40%, 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%7.00%SeptemberOctoberNovemberDecember2024February
5.40%
3.90%
VBR (Vanguard Small-Cap Value ETF)
Benchmark (^GSPC)

Portfolios with Vanguard Small-Cap Value ETF


Portfolio NameYTD Return10Y ReturnDiv. Yield10Y VolatilityMax. DrawdownCurrent DrawdownExpense RatioSharpe RatioSortino ratioOmega ratioCalmar ratioUlcer Index
Bill Schultheis Coffee House Portfolio0.51%6.05%2.73%10.86%-24.01%-3.31%0.05%0.98
FundAdvice Ultimate Buy & Hold Portfolio0.51%4.78%2.94%10.01%-21.19%-1.35%0.14%1.05