VB vs. BBSC

Last updated Jun 24, 2026

VB (Vanguard Small-Cap ETF) and BBSC (JPMorgan BetaBuilders U.S. Small Cap Equity ETF) are both Small Cap Blend Equities funds - VB tracks the CRSP US Small Cap Index while BBSC tracks the Morningstar US Small Cap Target Market Exposure Extended Index. Both are passively managed. Over the past 5 years, VB returned 6.99%/yr vs 6.82%/yr for BBSC. With a 0.97 correlation, they move nearly in lockstep. VB charges 0.05%/yr vs 0.09%/yr for BBSC.

Performance

VB vs. BBSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Small-Cap ETF (VB) and JPMorgan BetaBuilders U.S. Small Cap Equity ETF (BBSC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VB achieves a 14.80% return, which is significantly lower than BBSC's 19.47% return.

VB

• 1D: -0.76%
• 1M: 2.05%
• YTD: 14.80%
• 6M: 12.69%
• 1Y: 28.03%
• 3Y*: 17.24%
• 5Y*: 6.99%
• 10Y*: 11.70%

BBSC

• 1D: -0.56%
• 1M: 3.89%
• YTD: 19.47%
• 6M: 16.87%
• 1Y: 39.05%
• 3Y*: 19.15%
• 5Y*: 6.82%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VB vs. BBSC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
VB Vanguard Small-Cap ETF	14.80%	8.87%	14.17%	18.22%	-17.51%	17.57%	9.30%
BBSC JPMorgan BetaBuilders U.S. Small Cap Equity ETF	19.47%	10.38%	12.31%	20.07%	-19.75%	15.44%	11.94%

Correlation

The correlation between VB and BBSC is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.96
Correlation (3Y) Calculated over the trailing 3-year period	0.97
Correlation (5Y) Calculated over the trailing 5-year period	0.98
Correlation (All Time) Calculated using the full available price history since Nov 17, 2020	0.98

The correlation between VB and BBSC has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

VB vs. BBSC - Sectors Allocation Comparison

Sectors	VB	BBSC
Industrials	20.6%	15.0%
Technology	19.4%	20.3%
Financial Services	12.3%	16.7%
Healthcare	11.3%	15.5%
Consumer Cyclical	10.9%	8.7%
Real Estate	7.5%	7.5%
Basic Materials	4.7%	4.0%
Energy	4.2%	5.8%
Consumer Defensive	3.1%	3.0%
Utilities	3.1%	1.2%
Communication Services	3.0%	2.3%

Return for Risk

VB vs. BBSC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VB

VB Risk / Return Rank: 56
VB Sharpe Ratio Rank: 51
VB Sortino Ratio Rank: 51
VB Omega Ratio Rank: 47
VB Calmar Ratio Rank: 65
VB Martin Ratio Rank: 65

BBSC

BBSC Risk / Return Rank: 70
BBSC Sharpe Ratio Rank: 67
BBSC Sortino Ratio Rank: 67
BBSC Omega Ratio Rank: 59
BBSC Calmar Ratio Rank: 83
BBSC Martin Ratio Rank: 76

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VB vs. BBSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap ETF (VB) and JPMorgan BetaBuilders U.S. Small Cap Equity ETF (BBSC). 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.

	VB	BBSC	Difference
Sharpe ratio: Return per unit of total volatility	1.69	2.03	-0.33
Sortino ratio: Return per unit of downside risk	2.43	2.85	-0.42
Omega ratio: Gain probability vs. loss probability	1.29	1.34	-0.04
Calmar ratio: Return relative to maximum drawdown	3.14	4.11	-0.98
Martin ratio: Return relative to average drawdown	11.50	13.44	-1.94

VB vs. BBSC - Sharpe Ratio Comparison

The current VB Sharpe Ratio is 1.69, which is comparable to the BBSC Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of VB and BBSC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VB vs. BBSC - Drawdown Comparison

The maximum VB drawdown since its inception was -59.56%, which is greater than BBSC's maximum drawdown of -30.96%. Use the drawdown chart below to compare losses from any high point for VB and BBSC.

Drawdown Indicators

	VB	BBSC	Difference
Max Drawdown Largest peak-to-trough decline	-59.56%	-30.96%	-28.60%
Max Drawdown (1Y) Largest decline over 1 year	-8.98%	-9.54%	+0.56%
Max Drawdown (3Y) Largest decline over 3 years	-25.36%	-29.32%	+3.96%
Max Drawdown (5Y) Largest decline over 5 years	-28.15%	-30.96%	+2.81%
Max Drawdown (10Y) Largest decline over 10 years	-42.05%	—	—
Current Drawdown Current decline from peak	-1.15%	-0.56%	-0.59%
Average Drawdown Average peak-to-trough decline	-8.42%	-11.39%	+2.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.44%	2.91%	-0.47%

Volatility

VB vs. BBSC - Volatility Comparison

The current volatility for Vanguard Small-Cap ETF (VB) is 4.99%, while JPMorgan BetaBuilders U.S. Small Cap Equity ETF (BBSC) has a volatility of 5.51%. This indicates that VB experiences smaller price fluctuations and is considered to be less risky than BBSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VB	BBSC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.99%	5.51%	-0.52%
Volatility (6M) Calculated over the trailing 6-month period	12.24%	13.41%	-1.17%
Volatility (1Y) Calculated over the trailing 1-year period	16.65%	19.38%	-2.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.79%	22.97%	-2.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.42%	22.84%	-1.42%

VB vs. BBSC - Expense Ratio Comparison

VB has a 0.05% expense ratio, which is lower than BBSC's 0.09% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

VB vs. BBSC - Dividend Comparison

VB's dividend yield for the trailing twelve months is around 1.19%, more than BBSC's 1.00% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BBSC JPMorgan BetaBuilders U.S. Small Cap Equity ETF	1.00%	1.13%	1.29%	1.58%	1.37%	1.06%	0.18%	0.00%	0.00%	0.00%	0.00%	0.00%
VB Vanguard Small-Cap ETF	1.19%	1.33%	1.30%	1.55%	1.59%	1.24%	1.14%	1.39%	1.67%	1.35%	1.50%	1.48%

Frequently Asked Questions

Can I hold both VB and BBSC in my portfolio?

With a correlation of 0.96, VB and BBSC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, VB or BBSC?

BBSC has higher volatility (5.51%) compared to VB (4.99%). In terms of maximum drawdown, VB dropped -59.56% vs BBSC's -30.96%.

Which ETF is better, VB or BBSC?

On 5-year performance, VB leads with 6.99% vs 6.82% for BBSC. On fees, VB is cheaper at 0.05% per year. On volatility, VB has been the lower-risk option at 4.99%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VB or BBSC?

Over the 5-year period, VB has performed better with a 6.99% return vs 6.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VB or BBSC?

VB is cheaper with a 0.05% expense ratio, compared with 0.09% for BBSC.

Which ETF pays a higher dividend yield, VB or BBSC?

VB has the higher dividend yield at 1.19%, compared with 1.00% for BBSC.

What is the main difference between VB and BBSC?

VB tracks CRSP US Small Cap Index, while BBSC tracks Morningstar US Small Cap Target Market Exposure Extended Index. They also come from different issuers: Vanguard and JPMorgan. Their fees differ too: 0.05% for VB and 0.09% for BBSC.

Which has better risk-adjusted returns?

BBSC currently has the higher Sharpe Ratio (2.03 vs 1.69), 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.