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ISIN
US9219327783
CUSIP
921932778
Issuer
Vanguard
Inception Date
Sep 7, 2010
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
S&P SmallCap 600 Value Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Value
Assets Under Management
$2B

Share Price Chart


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Performance

VIOV Performance Chart

Vanguard S&P Small-Cap 600 Value ETF (VIOV) is up 16.8% since the beginning of the year. VIOV is currently trading at $114 per share. Investors who bought $1,000 worth of VIOV shares 5 years ago would now be looking at an investment worth $1,341.


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S&P 500 Index

Returns By Period

Vanguard S&P Small-Cap 600 Value ETF (VIOV) has returned 16.78% so far this year and 41.64% over the past 12 months. Over the last ten years, VIOV has returned 10.37% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


Vanguard S&P Small-Cap 600 Value ETF

1D
1.15%
1M
2.34%
YTD
16.78%
6M
17.90%
1Y
41.64%
3Y*
14.79%
5Y*
6.04%
10Y*
10.37%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VIOV Monthly Returns History

Based on dividend-adjusted daily data since Sep 9, 2010, VIOV's average daily return is +0.05%, while the average monthly return is +1.10%. At this rate, an investment would double in approximately 5.3 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +19.2%, while the worst month was Mar 2020 at -25.8%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, VIOV closed higher 51% of trading days. The best single day was Mar 13, 2020 with a return of +8.7%, while the worst single day was Mar 16, 2020 at -12.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.72%1.12%-3.16%9.00%1.21%1.29%16.78%
20251.87%-5.56%-6.23%-5.88%4.24%4.31%1.45%8.65%1.51%-0.24%2.51%0.95%6.63%
2024-5.47%2.33%3.52%-6.42%4.46%-2.64%11.92%-1.39%0.68%-1.55%10.81%-7.00%7.44%
202312.20%-1.55%-6.67%-2.35%-3.77%8.67%5.99%-4.98%-6.30%-6.40%9.04%13.77%15.36%
2022-4.40%2.43%0.45%-6.31%2.31%-9.05%8.69%-4.19%-10.41%14.49%3.70%-6.68%-11.37%
20216.38%10.62%5.64%1.73%3.87%-0.64%-4.51%1.97%-1.46%2.80%-2.55%4.15%30.67%

Benchmark Metrics

Vanguard S&P Small-Cap 600 Value ETF has an annualized alpha of -0.34%, beta of 1.02, and R2 of 0.62 versus S&P 500 Index. Calculated based on daily prices since September 10, 2010.

  • This ETF participated in 116.45% of S&P 500 Index downside but only 108.64% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 1.02 and R2 of 0.62, 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
-0.34%
Beta
1.02
0.62
Upside Capture
108.64%
Downside Capture
116.45%

Expense Ratio

VIOV has an expense ratio of 0.10%, which is considered low.


Return for Risk

Risk / Return Rank

VIOV ranks 71 for risk / return — better than 71% 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.


VIOV Risk / Return Rank: 7171
Overall Rank
VIOV Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
VIOV Sortino Ratio Rank: 6969
Sortino Ratio Rank
VIOV Omega Ratio Rank: 6262
Omega Ratio Rank
VIOV Calmar Ratio Rank: 8383
Calmar Ratio Rank
VIOV Martin Ratio Rank: 7575
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 S&P Small-Cap 600 Value ETF (VIOV) and compare them to S&P 500 Index.


VIOVBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.28

2.39

-0.11

Sortino ratio

Return per unit of downside risk

3.23

3.25

-0.02

Omega ratio

Gain probability vs. loss probability

1.39

1.43

-0.05

Calmar ratio

Return relative to maximum drawdown

4.49

3.11

+1.37

Martin ratio

Return relative to average drawdown

14.62

14.38

+0.23

Dividends

Dividend History

Vanguard S&P Small-Cap 600 Value ETF provided a 1.57% dividend yield over the last twelve months, with an annual payout of $1.79 per share.


1.20%1.40%1.60%1.80%2.00%2.20%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.79$1.65$1.66$1.93$1.42$1.44$1.00$1.11$1.00$0.94$0.70$0.62

Dividend yield

1.57%1.69%1.78%2.18%1.81%1.59%1.42%1.60%1.76%1.43%1.17%1.32%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard S&P Small-Cap 600 Value 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$0.42$0.00$0.00$0.00$0.42
2025$0.00$0.00$0.28$0.00$0.00$0.30$0.00$0.00$0.53$0.00$0.00$0.54$1.65
2024$0.00$0.00$0.20$0.00$0.00$0.47$0.00$0.00$0.51$0.00$0.00$0.48$1.66
2023$0.00$0.00$0.18$0.00$0.00$0.35$0.00$0.00$0.43$0.00$0.00$0.96$1.93
2022$0.00$0.00$0.17$0.00$0.00$0.28$0.00$0.00$0.42$0.00$0.00$0.56$1.42
2021$0.00$0.00$0.22$0.00$0.00$0.23$0.00$0.00$0.48$0.00$0.00$0.51$1.44

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 S&P Small-Cap 600 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 S&P Small-Cap 600 Value ETF was 47.36%, occurring on Mar 23, 2020. Recovery took 200 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-47.36%Mar 2020
1y 7mo9mo 19d
2y 4moAug 2018 - Jan 2021
2025 selloff2025
-28.44%Apr 2025
4mo 13d8mo 6d
1y 14dNov 2024 - Dec 2025
2011 bear market2011
-25.80%Oct 2011
2mo 27d4mo 1d
6mo 28dJul 2011 - Feb 2012
Bear market2022
-24.18%Sep 2022
10mo 26d1y 9mo
2y 8moNov 2021 - Jul 2024
2016 bear market2016
-20.52%Feb 2016
7mo 22d5mo 1d
1y 18dJun 2015 - Jul 2016

Drawdown Indicators


VIOVBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-47.36%

-56.78%

+9.42%

Max Drawdown (1Y)

Largest decline over 1 year

-9.33%

-9.10%

-0.23%

Max Drawdown (3Y)

Largest decline over 3 years

-28.44%

-18.90%

-9.54%

Max Drawdown (5Y)

Largest decline over 5 years

-28.44%

-25.43%

-3.01%

Max Drawdown (10Y)

Largest decline over 10 years

-47.36%

-33.92%

-13.44%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-7.38%

-10.72%

+3.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

1.97%

+0.89%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with VIOV

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