CSB vs. VBR
Compare and contrast key facts about VictoryShares US Small Cap High Dividend Volatility Wtd ETF (CSB) and Vanguard Small-Cap Value ETF (VBR).
CSB and VBR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CSB is a passively managed fund by Crestview that tracks the performance of the Nasdaq Victory U.S. Small Cap High Dividend 100 Volatility Weighted Index. It was launched on Jul 8, 2015. VBR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Value Index. It was launched on Jan 26, 2004. Both CSB and VBR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CSB or VBR.
Performance
CSB vs. VBR - Performance Comparison
Returns By Period
In the year-to-date period, CSB achieves a 15.20% return, which is significantly lower than VBR's 19.13% return.
CSB
15.20%
6.58%
17.88%
28.47%
10.51%
N/A
VBR
19.13%
5.18%
15.07%
32.19%
12.09%
9.41%
Key characteristics
| CSB | VBR | |
|---|---|---|
| Sharpe Ratio | 1.58 | 1.98 |
| Sortino Ratio | 2.44 | 2.80 |
| Omega Ratio | 1.29 | 1.35 |
| Calmar Ratio | 2.04 | 4.00 |
| Martin Ratio | 7.41 | 11.06 |
| Ulcer Index | 3.91% | 2.98% |
| Daily Std Dev | 18.28% | 16.65% |
| Max Drawdown | -42.08% | -62.01% |
| Current Drawdown | 0.00% | -1.25% |
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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.
Correlation
The correlation between CSB and VBR is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
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.
Dividends
CSB vs. VBR - Dividend Comparison
CSB's dividend yield for the trailing twelve months is around 2.95%, more than VBR's 1.89% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSB VictoryShares US Small Cap High Dividend Volatility Wtd ETF | 2.95% | 3.45% | 3.60% | 3.11% | 3.70% | 3.19% | 3.44% | 3.19% | 2.84% | 1.57% | 0.00% | 0.00% |
VBR Vanguard Small-Cap Value ETF | 1.89% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
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.
Volatility
CSB vs. VBR - Volatility Comparison
VictoryShares US Small Cap High Dividend Volatility Wtd ETF (CSB) has a higher volatility of 7.18% compared to Vanguard Small-Cap Value ETF (VBR) at 5.73%. This indicates that CSB's price experiences larger fluctuations and is considered to be riskier than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.