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

Correlation

The correlation between VASVX and VBR is 0.94, 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.


-0.50.00.51.00.9

Performance

VASVX vs. VBR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Selected Value Fund (VASVX) and Vanguard Small-Cap Value ETF (VBR). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
139.06%
525.37%
VASVX
VBR

Key characteristics

Sharpe Ratio

VASVX:

-0.22

VBR:

0.89

Sortino Ratio

VASVX:

-0.14

VBR:

1.33

Omega Ratio

VASVX:

0.97

VBR:

1.17

Calmar Ratio

VASVX:

-0.23

VBR:

1.60

Martin Ratio

VASVX:

-1.18

VBR:

4.58

Ulcer Index

VASVX:

3.94%

VBR:

3.19%

Daily Std Dev

VASVX:

20.92%

VBR:

16.43%

Max Drawdown

VASVX:

-59.04%

VBR:

-62.01%

Current Drawdown

VASVX:

-19.42%

VBR:

-8.12%

Returns By Period

In the year-to-date period, VASVX achieves a -6.51% return, which is significantly lower than VBR's 12.61% return. Over the past 10 years, VASVX has underperformed VBR with an annualized return of 0.85%, while VBR has yielded a comparatively higher 8.68% annualized return.


VASVX

YTD

-6.51%

1M

-17.27%

6M

-7.94%

1Y

-6.28%

5Y*

1.13%

10Y*

0.85%

VBR

YTD

12.61%

1M

-5.47%

6M

10.13%

1Y

12.39%

5Y*

9.97%

10Y*

8.68%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VASVX vs. VBR - Expense Ratio Comparison

VASVX has a 0.32% expense ratio, which is higher than VBR's 0.07% expense ratio.


VASVX
Vanguard Selected Value Fund
Expense ratio chart for VASVX: current value at 0.32% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.32%
Expense ratio chart for VBR: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

VASVX vs. VBR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Selected Value Fund (VASVX) 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.


Sharpe ratio
The chart of Sharpe ratio for VASVX, currently valued at -0.22, compared to the broader market-1.000.001.002.003.004.00-0.220.89
The chart of Sortino ratio for VASVX, currently valued at -0.14, compared to the broader market-2.000.002.004.006.008.0010.00-0.141.33
The chart of Omega ratio for VASVX, currently valued at 0.97, compared to the broader market0.501.001.502.002.503.003.500.971.17
The chart of Calmar ratio for VASVX, currently valued at -0.23, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.231.60
The chart of Martin ratio for VASVX, currently valued at -1.18, compared to the broader market0.0020.0040.0060.00-1.184.58
VASVX
VBR

The current VASVX Sharpe Ratio is -0.22, which is lower than the VBR Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of VASVX 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.22
0.89
VASVX
VBR

Dividends

VASVX vs. VBR - Dividend Comparison

VASVX has not paid dividends to shareholders, while VBR's dividend yield for the trailing twelve months is around 1.42%.


TTM20232022202120202019201820172016201520142013
VASVX
Vanguard Selected Value Fund
0.00%1.71%1.76%1.28%1.39%1.66%2.25%1.35%1.74%1.71%1.42%1.17%
VBR
Vanguard Small-Cap Value ETF
1.42%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%1.77%1.87%

Drawdowns

VASVX vs. VBR - Drawdown Comparison

The maximum VASVX drawdown since its inception was -59.04%, roughly equal to the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for VASVX and VBR. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-19.42%
-8.12%
VASVX
VBR

Volatility

VASVX vs. VBR - Volatility Comparison

Vanguard Selected Value Fund (VASVX) has a higher volatility of 17.16% compared to Vanguard Small-Cap Value ETF (VBR) at 5.26%. This indicates that VASVX'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.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
17.16%
5.26%
VASVX
VBR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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