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

ETF Info

ISIN

US9229086114

CUSIP

922908611

Issuer

Vanguard

Inception Date

Jan 26, 2004

Region

North America (U.S.)

Leveraged

1x

Index Tracked

MSCI US Small Cap Value Index

Asset Class

Equity

Asset Class Size

Small-Cap

Asset Class Style

Value

Expense Ratio

VBR has an expense ratio of 0.07%, which is considered low compared to other funds.


Expense ratio chart for VBR: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

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.


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

Performance

Performance Chart

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.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
16.74%
12.91%
VBR (Vanguard Small-Cap Value ETF)
Benchmark (^GSPC)

Returns By Period

Vanguard Small-Cap Value ETF had a return of 19.64% year-to-date (YTD) and 27.29% in the last 12 months. Over the past 10 years, Vanguard Small-Cap Value ETF had an annualized return of 9.85%, while the S&P 500 had an annualized return of 11.73%, indicating that Vanguard Small-Cap Value ETF did not perform as well as the benchmark.


VBR

YTD

19.64%

1M

0.21%

6M

16.75%

1Y

27.29%

5Y (annualized)

11.85%

10Y (annualized)

9.85%

^GSPC (Benchmark)

YTD

26.90%

1M

0.96%

6M

12.91%

1Y

31.46%

5Y (annualized)

14.06%

10Y (annualized)

11.73%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.49%4.05%5.62%-6.00%4.18%-2.32%8.66%0.06%1.62%-0.99%8.75%19.64%
20239.07%-2.26%-5.67%-0.96%-3.42%9.52%5.44%-3.41%-4.81%-4.84%8.66%9.84%16.00%
2022-4.41%1.63%1.62%-6.34%1.86%-10.32%9.83%-2.75%-9.93%12.00%5.56%-5.68%-9.38%
20212.04%8.79%5.32%4.01%2.24%-1.01%-1.65%2.08%-2.55%4.56%-3.02%4.91%28.08%
2020-3.37%-10.18%-25.07%13.11%4.80%2.06%3.29%4.63%-3.70%3.14%17.42%6.80%5.90%
201911.16%3.99%-1.91%3.91%-8.13%6.85%0.75%-5.44%3.98%1.75%2.48%2.78%22.78%
20181.93%-4.74%0.81%0.40%4.52%0.36%2.49%2.41%-1.67%-9.05%2.35%-11.43%-12.28%
20170.65%2.01%-0.72%0.40%-2.40%2.44%1.02%-1.46%4.96%0.86%3.17%0.51%11.81%
2016-6.37%1.50%8.94%2.10%1.40%0.14%4.64%0.73%0.29%-2.92%10.21%2.86%24.89%
2015-3.30%5.66%1.30%-1.30%1.37%-1.51%-0.95%-4.84%-3.59%6.63%1.32%-4.89%-4.75%
2014-2.78%4.97%1.31%-1.13%1.64%4.32%-4.79%5.12%-5.54%4.85%1.10%1.80%10.57%
20136.46%1.62%4.56%0.09%3.11%-1.27%6.85%-4.17%5.30%3.92%2.93%2.75%36.56%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VBR is 62, 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 VBR is 6262
Overall Rank
The Sharpe Ratio Rank of VBR is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of VBR is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VBR is 5656
Omega Ratio Rank
The Calmar Ratio Rank of VBR is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VBR is 6060
Martin 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 Value ETF (VBR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for VBR, currently valued at 1.69, compared to the broader market0.002.004.001.692.62
The chart of Sortino ratio for VBR, currently valued at 2.44, compared to the broader market-2.000.002.004.006.008.0010.0012.002.443.48
The chart of Omega ratio for VBR, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.001.301.48
The chart of Calmar ratio for VBR, currently valued at 3.55, compared to the broader market0.005.0010.0015.003.553.77
The chart of Martin ratio for VBR, currently valued at 9.32, compared to the broader market0.0020.0040.0060.0080.00100.00120.009.3216.74
VBR
^GSPC

The current Vanguard Small-Cap Value ETF Sharpe ratio is 1.69. 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 Value 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.69
2.62
VBR (Vanguard Small-Cap Value ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Small-Cap Value ETF provided a 1.88% dividend yield over the last twelve months, with an annual payout of $3.98 per share. The fund has been increasing its distributions for 3 consecutive years.


1.70%1.80%1.90%2.00%2.10%2.20%2.30%$0.00$1.00$2.00$3.00$4.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$3.98$3.81$3.23$3.13$2.39$2.83$2.68$2.38$2.14$1.96$1.87$1.82

Dividend yield

1.88%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.94$0.00$0.00$1.02$0.00$0.00$0.87$0.00$0.00$0.00$2.83
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$3.81
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$3.23
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$3.13
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$2.39
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$2.83
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$2.68
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$2.38
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$2.14
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$1.96
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$1.87
2013$0.02$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.80$1.82

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.39%
-0.61%
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 2.39%.


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

Volatility Chart

The current Vanguard Small-Cap Value ETF volatility is 3.63%, 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%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.63%
2.24%
VBR (Vanguard Small-Cap Value ETF)
Benchmark (^GSPC)
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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