SLYG vs. VBR
Compare and contrast key facts about SPDR S&P 600 Small Cap Growth ETF (SLYG) and Vanguard Small-Cap Value ETF (VBR).
SLYG and VBR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SLYG is a passively managed fund by State Street that tracks the performance of the S&P SmallCap 600 Growth Index. It was launched on Sep 25, 2000. 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 SLYG 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: SLYG or VBR.
Performance
SLYG vs. VBR - Performance Comparison
Returns By Period
In the year-to-date period, SLYG achieves a 14.50% return, which is significantly lower than VBR's 16.78% return. Over the past 10 years, SLYG has outperformed VBR with an annualized return of 10.27%, while VBR has yielded a comparatively lower 9.32% annualized return.
SLYG
14.50%
0.53%
8.94%
29.45%
10.19%
10.27%
VBR
16.78%
1.03%
10.01%
30.83%
11.40%
9.32%
Key characteristics
| SLYG | VBR | |
|---|---|---|
| Sharpe Ratio | 1.43 | 1.75 |
| Sortino Ratio | 2.12 | 2.51 |
| Omega Ratio | 1.25 | 1.31 |
| Calmar Ratio | 1.33 | 3.24 |
| Martin Ratio | 8.61 | 9.87 |
| Ulcer Index | 3.22% | 2.97% |
| Daily Std Dev | 19.38% | 16.68% |
| Max Drawdown | -63.19% | -62.01% |
| Current Drawdown | -4.74% | -3.20% |
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SLYG vs. VBR - Expense Ratio Comparison
SLYG has a 0.15% expense ratio, which is higher than VBR's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between SLYG and VBR is 0.92, 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
SLYG vs. VBR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 600 Small Cap Growth ETF (SLYG) 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
SLYG vs. VBR - Dividend Comparison
SLYG's dividend yield for the trailing twelve months is around 1.06%, less than VBR's 1.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SLYG SPDR S&P 600 Small Cap Growth ETF | 1.06% | 1.18% | 1.18% | 0.68% | 0.71% | 1.08% | 1.06% | 4.74% | 1.13% | 5.75% | 4.42% | 0.62% |
VBR Vanguard Small-Cap Value ETF | 1.92% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
Drawdowns
SLYG vs. VBR - Drawdown Comparison
The maximum SLYG drawdown since its inception was -63.19%, roughly equal to the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for SLYG and VBR. For additional features, visit the drawdowns tool.
Volatility
SLYG vs. VBR - Volatility Comparison
SPDR S&P 600 Small Cap Growth ETF (SLYG) has a higher volatility of 7.64% compared to Vanguard Small-Cap Value ETF (VBR) at 5.85%. This indicates that SLYG'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.