T vs. VBR
T (AT&T Inc.) is a stock, while VBR (Vanguard Small-Cap Value ETF) is Small Cap Value Equities fund tracking the CRSP US Small Cap Value Index. Over the past 10 years, T returned 3.33%/yr vs 10.99%/yr for VBR. At a 0.46 correlation, their price movements are largely independent.
Performance
T vs. VBR - Performance Comparison
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Returns By Period
In the year-to-date period, T achieves a -2.96% return, which is significantly lower than VBR's 14.60% return. Over the past 10 years, T has underperformed VBR with an annualized return of 3.33%, while VBR has yielded a comparatively higher 10.99% annualized return.
T
- 1D
- 2.52%
- 1M
- -4.69%
- YTD
- -2.96%
- 6M
- -1.93%
- 1Y
- -12.96%
- 3Y*
- 20.58%
- 5Y*
- 7.38%
- 10Y*
- 3.33%
VBR
- 1D
- 0.87%
- 1M
- 4.91%
- YTD
- 14.60%
- 6M
- 12.92%
- 1Y
- 27.94%
- 3Y*
- 16.09%
- 5Y*
- 8.36%
- 10Y*
- 10.99%
T vs. VBR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
T AT&T Inc. | -2.96% | 13.97% | 44.08% | -2.74% | 5.76% | -8.09% | -21.37% | 45.55% | -22.25% | -4.01% |
VBR Vanguard Small-Cap Value ETF | 14.60% | 9.09% | 12.40% | 16.00% | -9.38% | 28.08% | 5.90% | 22.78% | -12.28% | 11.81% |
Correlation
The correlation between T and VBR is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.46 |
Over the past year, the correlation between T and VBR has dropped to 0.01 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.
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Return for Risk
T vs. VBR — Risk / Return Rank
T
VBR
T vs. VBR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| T | VBR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.41 | ||
| Sortino ratioReturn per unit of downside risk | -3.39 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.31 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | 3.17 | -3.76 |
| Martin ratioReturn relative to average drawdown | -1.22 | 11.22 | -12.44 |
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Drawdowns
T vs. VBR - Drawdown Comparison
The maximum T drawdown since its inception was -64.15%, roughly equal to the maximum VBR drawdown of -61.98%. Use the drawdown chart below to compare losses from any high point for T and VBR.
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Drawdown Indicators
| T | VBR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.15% | -61.98% | -2.17% |
Max Drawdown (1Y)Largest decline over 1 year | -21.87% | -8.85% | -13.02% |
Max Drawdown (3Y)Largest decline over 3 years | -21.87% | -24.19% | +2.32% |
Max Drawdown (5Y)Largest decline over 5 years | -32.01% | -24.19% | -7.82% |
Max Drawdown (10Y)Largest decline over 10 years | -42.35% | -45.28% | +2.93% |
Current DrawdownCurrent decline from peak | -18.12% | 0.00% | -18.12% |
Average DrawdownAverage peak-to-trough decline | -15.72% | -8.26% | -7.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.64% | 2.50% | +8.14% |
Volatility
T vs. VBR - Volatility Comparison
AT&T Inc. (T) has a higher volatility of 8.21% compared to Vanguard Small-Cap Value ETF (VBR) at 4.43%. This indicates that T'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.
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Volatility by Period
| T | VBR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.21% | 4.43% | +3.78% |
Volatility (6M)Calculated over the trailing 6-month period | 17.80% | 10.65% | +7.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.13% | 15.36% | +6.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.01% | 19.79% | +4.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.73% | 21.74% | +1.99% |
Dividends
T vs. VBR - Dividend Comparison
T's dividend yield for the trailing twelve months is around 4.71%, more than VBR's 1.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
T AT&T Inc. | 4.71% | 4.47% | 4.87% | 6.62% | 6.66% | 8.46% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% |
VBR Vanguard Small-Cap Value ETF | 1.71% | 1.95% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% |
Frequently Asked Questions
T and VBR have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
T has higher volatility (8.21%) compared to VBR (4.43%). In terms of maximum drawdown, T dropped -64.15% vs VBR's -61.98%.
VBR currently has the higher Sharpe Ratio (1.83 vs -0.59), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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