TM vs. VBR
Compare and contrast key facts about Toyota Motor Corporation (TM) and Vanguard Small-Cap Value ETF (VBR).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TM or VBR.
Key characteristics
| TM | VBR | |
|---|---|---|
| YTD Return | -4.94% | 18.67% |
| 1Y Return | -9.25% | 32.02% |
| 3Y Return (Ann) | -0.07% | 6.70% |
| 5Y Return (Ann) | 6.27% | 11.78% |
| 10Y Return (Ann) | 6.70% | 9.52% |
| Sharpe Ratio | -0.27 | 2.20 |
| Sortino Ratio | -0.21 | 3.13 |
| Omega Ratio | 0.97 | 1.39 |
| Calmar Ratio | -0.21 | 4.19 |
| Martin Ratio | -0.38 | 12.80 |
| Ulcer Index | 18.68% | 2.96% |
| Daily Std Dev | 26.11% | 17.18% |
| Max Drawdown | -60.34% | -62.01% |
| Current Drawdown | -31.65% | -1.64% |
Correlation
The correlation between TM and VBR is 0.52, 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.
Performance
TM vs. VBR - Performance Comparison
In the year-to-date period, TM achieves a -4.94% return, which is significantly lower than VBR's 18.67% return. Over the past 10 years, TM has underperformed VBR with an annualized return of 6.70%, while VBR has yielded a comparatively higher 9.52% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
TM vs. VBR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Toyota Motor Corporation (TM) 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
TM vs. VBR - Dividend Comparison
TM's dividend yield for the trailing twelve months is around 1.66%, less than VBR's 1.89% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TM Toyota Motor Corporation | 1.66% | 2.45% | 2.90% | 2.45% | 2.74% | 2.86% | 3.40% | 2.96% | 3.23% | 2.96% | 2.57% | 2.08% |
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
TM vs. VBR - Drawdown Comparison
The maximum TM drawdown since its inception was -60.34%, roughly equal to the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for TM and VBR. For additional features, visit the drawdowns tool.
Volatility
TM vs. VBR - Volatility Comparison
Toyota Motor Corporation (TM) has a higher volatility of 6.19% compared to Vanguard Small-Cap Value ETF (VBR) at 5.82%. This indicates that TM'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.