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CSB vs. VBR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CSB and VBR is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

CSB vs. VBR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares US Small Cap High Dividend Volatility Wtd ETF (CSB) and Vanguard Small-Cap Value ETF (VBR). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%160.00%December2025FebruaryMarchAprilMay
115.89%
108.91%
CSB
VBR

Key characteristics

Sharpe Ratio

CSB:

0.14

VBR:

0.02

Sortino Ratio

CSB:

0.35

VBR:

0.18

Omega Ratio

CSB:

1.04

VBR:

1.02

Calmar Ratio

CSB:

0.13

VBR:

0.02

Martin Ratio

CSB:

0.40

VBR:

0.05

Ulcer Index

CSB:

6.94%

VBR:

7.57%

Daily Std Dev

CSB:

20.58%

VBR:

21.14%

Max Drawdown

CSB:

-42.08%

VBR:

-62.01%

Current Drawdown

CSB:

-15.44%

VBR:

-16.01%

Returns By Period

The year-to-date returns for both investments are quite close, with CSB having a -8.43% return and VBR slightly higher at -8.41%.


CSB

YTD

-8.43%

1M

-6.07%

6M

-5.98%

1Y

3.76%

5Y*

13.96%

10Y*

N/A

VBR

YTD

-8.41%

1M

-3.45%

6M

-8.20%

1Y

2.13%

5Y*

15.80%

10Y*

7.39%

*Annualized

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CSB vs. VBR - Expense Ratio Comparison

CSB has a 0.35% expense ratio, which is higher than VBR's 0.07% expense ratio.


Expense ratio chart for CSB: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CSB: 0.35%
Expense ratio chart for VBR: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VBR: 0.07%

Risk-Adjusted Performance

CSB vs. VBR — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CSB
The Risk-Adjusted Performance Rank of CSB is 2828
Overall Rank
The Sharpe Ratio Rank of CSB is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of CSB is 2929
Sortino Ratio Rank
The Omega Ratio Rank of CSB is 2828
Omega Ratio Rank
The Calmar Ratio Rank of CSB is 3030
Calmar Ratio Rank
The Martin Ratio Rank of CSB is 2727
Martin Ratio Rank

VBR
The Risk-Adjusted Performance Rank of VBR is 2020
Overall Rank
The Sharpe Ratio Rank of VBR is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of VBR is 2020
Sortino Ratio Rank
The Omega Ratio Rank of VBR is 2020
Omega Ratio Rank
The Calmar Ratio Rank of VBR is 2020
Calmar Ratio Rank
The Martin Ratio Rank of VBR is 2020
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.

CSB vs. VBR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares US Small Cap High Dividend Volatility Wtd ETF (CSB) and Vanguard Small-Cap Value ETF (VBR). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for CSB, currently valued at 0.14, compared to the broader market-1.000.001.002.003.004.00
CSB: 0.14
VBR: 0.02
The chart of Sortino ratio for CSB, currently valued at 0.35, compared to the broader market-2.000.002.004.006.008.00
CSB: 0.35
VBR: 0.18
The chart of Omega ratio for CSB, currently valued at 1.04, compared to the broader market0.501.001.502.002.50
CSB: 1.04
VBR: 1.02
The chart of Calmar ratio for CSB, currently valued at 0.13, compared to the broader market0.002.004.006.008.0010.00
CSB: 0.13
VBR: 0.02
The chart of Martin ratio for CSB, currently valued at 0.40, compared to the broader market0.0020.0040.0060.00
CSB: 0.40
VBR: 0.05

The current CSB Sharpe Ratio is 0.14, which is higher than the VBR Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of CSB and VBR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.14
0.02
CSB
VBR

Dividends

CSB vs. VBR - Dividend Comparison

CSB's dividend yield for the trailing twelve months is around 3.51%, more than VBR's 2.34% yield.


TTM20242023202220212020201920182017201620152014
CSB
VictoryShares US Small Cap High Dividend Volatility Wtd ETF
3.51%3.12%3.45%3.60%3.11%2.76%3.19%3.45%3.19%2.85%1.57%0.00%
VBR
Vanguard Small-Cap Value ETF
2.34%1.98%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%1.77%

Drawdowns

CSB vs. VBR - Drawdown Comparison

The maximum CSB drawdown since its inception was -42.08%, smaller than the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for CSB and VBR. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-15.44%
-16.01%
CSB
VBR

Volatility

CSB vs. VBR - Volatility Comparison

The current volatility for VictoryShares US Small Cap High Dividend Volatility Wtd ETF (CSB) is 12.41%, while Vanguard Small-Cap Value ETF (VBR) has a volatility of 13.95%. This indicates that CSB experiences smaller price fluctuations and is considered to be less risky than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
12.41%
13.95%
CSB
VBR