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Vanguard S&P Small-Cap 600 Growth ETF (VIOG)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US9219327940

CUSIP

921932794

Issuer

Vanguard

Inception Date

Sep 7, 2010

Region

North America (U.S.)

Leveraged

1x

Index Tracked

S&P SmallCap 600 Growth Index

Asset Class

Equity

Asset Class Size

Small-Cap

Asset Class Style

Growth

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:
VIOG vs. VBK VIOG vs. VIOO VIOG vs. VIOV VIOG vs. SLYG VIOG vs. VTWG VIOG vs. VOO VIOG vs. IJT VIOG vs. IVOO VIOG vs. XSMO VIOG vs. IJR
Popular comparisons:
VIOG vs. VBK VIOG vs. VIOO VIOG vs. VIOV VIOG vs. SLYG VIOG vs. VTWG VIOG vs. VOO VIOG vs. IJT VIOG vs. IVOO VIOG vs. XSMO VIOG vs. IJR

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard S&P Small-Cap 600 Growth 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%JuneJulyAugustSeptemberOctoberNovember
10.65%
11.50%
VIOG (Vanguard S&P Small-Cap 600 Growth ETF)
Benchmark (^GSPC)

Returns By Period

Vanguard S&P Small-Cap 600 Growth ETF had a return of 15.66% year-to-date (YTD) and 30.47% in the last 12 months. Over the past 10 years, Vanguard S&P Small-Cap 600 Growth ETF had an annualized return of 10.35%, while the S&P 500 had an annualized return of 11.13%, indicating that Vanguard S&P Small-Cap 600 Growth ETF did not perform as well as the benchmark.


VIOG

YTD

15.66%

1M

3.89%

6M

10.65%

1Y

30.47%

5Y (annualized)

10.59%

10Y (annualized)

10.35%

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.59%4.22%3.11%-4.72%5.43%-2.09%10.22%-2.04%0.96%-3.46%15.66%
20237.06%-0.85%-4.01%-3.16%0.37%7.97%4.99%-3.35%-5.92%-5.00%7.39%12.26%16.92%
2022-10.27%0.37%0.39%-9.56%1.45%-8.44%11.92%-4.43%-9.21%10.09%4.05%-6.65%-21.13%
20216.19%4.45%1.39%1.90%0.12%1.52%-0.24%2.18%-3.36%4.11%-2.10%4.73%22.49%
2020-1.53%-8.97%-20.09%12.33%5.98%3.78%5.34%3.17%-4.11%1.69%17.32%8.78%19.68%
20199.38%4.47%-2.77%3.44%-7.55%7.00%1.32%-3.90%0.97%1.97%3.34%2.88%21.16%
20183.76%-3.70%2.58%0.44%6.81%1.42%3.62%6.64%-3.20%-11.23%2.51%-12.08%-4.57%
20170.17%1.83%0.36%1.17%-1.92%2.89%1.31%-2.60%6.98%1.24%3.33%-0.62%14.70%
2016-7.03%0.27%7.21%0.16%2.66%0.13%5.51%1.81%0.61%-5.62%11.85%3.39%21.38%
2015-1.85%6.17%2.15%-2.91%2.31%1.55%0.64%-5.46%-3.32%5.78%2.55%-3.90%2.96%
2014-4.18%4.22%0.14%-4.42%0.85%5.53%-5.82%3.91%-4.13%6.43%0.43%1.72%3.76%
20136.55%0.90%4.30%-0.54%4.58%-0.11%6.78%-1.53%6.16%3.94%4.30%1.32%42.86%

Expense Ratio

VIOG has an expense ratio of 0.15%, which is considered low compared to other funds.


Expense ratio chart for VIOG: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VIOG is 53, 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 VIOG is 5353
Combined Rank
The Sharpe Ratio Rank of VIOG is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of VIOG is 5353
Sortino Ratio Rank
The Omega Ratio Rank of VIOG is 4949
Omega Ratio Rank
The Calmar Ratio Rank of VIOG is 5151
Calmar Ratio Rank
The Martin Ratio Rank of VIOG is 5959
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 S&P Small-Cap 600 Growth ETF (VIOG) 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 VIOG, currently valued at 1.47, compared to the broader market0.002.004.006.001.472.46
The chart of Sortino ratio for VIOG, currently valued at 2.19, compared to the broader market-2.000.002.004.006.008.0010.0012.002.193.31
The chart of Omega ratio for VIOG, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.261.46
The chart of Calmar ratio for VIOG, currently valued at 1.38, compared to the broader market0.005.0010.0015.001.383.55
The chart of Martin ratio for VIOG, currently valued at 8.86, compared to the broader market0.0020.0040.0060.0080.00100.008.8615.76
VIOG
^GSPC

The current Vanguard S&P Small-Cap 600 Growth ETF Sharpe ratio is 1.47. 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 S&P Small-Cap 600 Growth 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.47
2.46
VIOG (Vanguard S&P Small-Cap 600 Growth ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard S&P Small-Cap 600 Growth ETF provided a 1.06% dividend yield over the last twelve months, with an annual payout of $1.31 per share. The fund has been increasing its distributions for 3 consecutive years.


0.50%0.60%0.70%0.80%0.90%1.00%1.10%1.20%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.31$1.24$1.09$0.83$0.66$0.90$0.53$0.64$0.59$0.56$0.38$0.27

Dividend yield

1.06%1.15%1.17%0.69%0.68%1.09%0.76%0.87%0.92%1.04%0.72%0.52%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard S&P Small-Cap 600 Growth 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$0.19$0.00$0.00$0.35$0.00$0.00$0.36$0.00$0.00$0.90
2023$0.00$0.00$0.21$0.00$0.00$0.31$0.00$0.00$0.32$0.00$0.00$0.41$1.24
2022$0.00$0.00$0.16$0.00$0.00$0.23$0.00$0.00$0.30$0.00$0.00$0.41$1.09
2021$0.00$0.00$0.08$0.00$0.00$0.11$0.00$0.00$0.35$0.00$0.00$0.29$0.83
2020$0.00$0.00$0.14$0.00$0.00$0.07$0.00$0.00$0.14$0.00$0.00$0.32$0.66
2019$0.00$0.00$0.14$0.00$0.00$0.22$0.00$0.00$0.23$0.00$0.00$0.31$0.90
2018$0.00$0.00$0.07$0.00$0.00$0.11$0.00$0.00$0.16$0.00$0.00$0.19$0.53
2017$0.00$0.00$0.07$0.00$0.00$0.16$0.00$0.00$0.18$0.00$0.00$0.23$0.64
2016$0.00$0.00$0.13$0.00$0.00$0.12$0.00$0.00$0.14$0.00$0.00$0.20$0.59
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.35$0.00$0.00$0.20$0.56
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.38$0.38
2013$0.27$0.27

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.75%
-1.40%
VIOG (Vanguard S&P Small-Cap 600 Growth ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard S&P Small-Cap 600 Growth 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 S&P Small-Cap 600 Growth ETF was 41.73%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.

The current Vanguard S&P Small-Cap 600 Growth ETF drawdown is 3.75%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.73%Sep 4, 2018390Mar 23, 2020166Nov 16, 2020556
-29.15%Nov 9, 2021152Jun 16, 2022521Jul 16, 2024673
-26.55%Jul 8, 201161Oct 3, 2011120Mar 26, 2012181
-19.62%Jun 24, 2015161Feb 11, 2016104Jul 12, 2016265
-12.35%Jul 7, 201470Oct 13, 201449Dec 22, 2014119

Volatility

Volatility Chart

The current Vanguard S&P Small-Cap 600 Growth ETF volatility is 7.54%, 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%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.54%
4.07%
VIOG (Vanguard S&P Small-Cap 600 Growth ETF)
Benchmark (^GSPC)