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VB vs. BRK-B
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VB vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Small-Cap ETF (VB) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VB achieves a 15.33% return, which is significantly higher than BRK-B's -2.67% return. Over the past 10 years, VB has underperformed BRK-B with an annualized return of 11.61%, while BRK-B has yielded a comparatively higher 13.22% annualized return.


VB

1D
0.70%
1M
3.75%
YTD
15.33%
6M
13.69%
1Y
28.72%
3Y*
16.14%
5Y*
6.98%
10Y*
11.61%

BRK-B

1D
0.71%
1M
0.77%
YTD
-2.67%
6M
-2.06%
1Y
-0.22%
3Y*
13.30%
5Y*
11.27%
10Y*
13.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VB vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VB
Vanguard Small-Cap ETF
15.33%8.87%14.17%18.22%-17.51%17.57%19.19%27.34%-9.34%16.26%
BRK-B
Berkshire Hathaway Inc.
-2.67%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%

Correlation

The correlation between VB and BRK-B is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.39

Correlation (5Y)
Calculated over the trailing 5-year period

0.52

Correlation (10Y)
Calculated over the trailing 10-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2004

0.54

Over the past year, the correlation between VB and BRK-B has dropped to 0.19 - well below their long-term average of 0.54, suggesting their price drivers have been diverging.

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Return for Risk

VB vs. BRK-B — Risk / Return Rank

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

VB
VB Risk / Return Rank: 6464
Overall Rank
VB Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VB Sortino Ratio Rank: 6060
Sortino Ratio Rank
VB Omega Ratio Rank: 5555
Omega Ratio Rank
VB Calmar Ratio Rank: 7373
Calmar Ratio Rank
VB Martin Ratio Rank: 7373
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 3939
Overall Rank
BRK-B Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3434
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3333
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 4242
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 4242
Martin Ratio Rank
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. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap ETF (VB) and Berkshire Hathaway Inc. (BRK-B). 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.


VBBRK-BDifference
Sharpe ratioReturn per unit of total volatility

+1.75

Sortino ratioReturn per unit of downside risk

+2.39

Omega ratioGain probability vs. loss probability

1.30

1.01

+0.29

Calmar ratioReturn relative to maximum drawdown

3.21

-0.02

+3.24

Martin ratioReturn relative to average drawdown

11.80

-0.05

+11.85

VB vs. BRK-B - Sharpe Ratio Comparison

The current VB Sharpe Ratio is 1.73, which is higher than the BRK-B Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of VB and BRK-B, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VB vs. BRK-B - Drawdown Comparison

The maximum VB drawdown since its inception was -59.56%, which is greater than BRK-B's maximum drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for VB and BRK-B.


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Drawdown Indicators


VBBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-59.56%

-53.86%

-5.70%

Max Drawdown (1Y)

Largest decline over 1 year

-8.98%

-9.42%

+0.44%

Max Drawdown (3Y)

Largest decline over 3 years

-25.36%

-14.95%

-10.41%

Max Drawdown (5Y)

Largest decline over 5 years

-28.15%

-26.58%

-1.57%

Max Drawdown (10Y)

Largest decline over 10 years

-42.05%

-29.57%

-12.48%

Current Drawdown

Current decline from peak

0.00%

-9.36%

+9.36%

Average Drawdown

Average peak-to-trough decline

-8.43%

-11.07%

+2.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

4.53%

-2.09%

Volatility

VB vs. BRK-B - Volatility Comparison

Vanguard Small-Cap ETF (VB) has a higher volatility of 5.41% compared to Berkshire Hathaway Inc. (BRK-B) at 3.95%. This indicates that VB's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VBBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.41%

3.95%

+1.46%

Volatility (6M)

Calculated over the trailing 6-month period

12.24%

10.78%

+1.46%

Volatility (1Y)

Calculated over the trailing 1-year period

16.68%

14.38%

+2.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.80%

17.12%

+3.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.44%

19.44%

+2.00%

Dividends

VB vs. BRK-B - Dividend Comparison

VB's dividend yield for the trailing twelve months is around 1.18%, while BRK-B has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VB
Vanguard Small-Cap ETF
1.18%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


VB and BRK-B have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VB has higher volatility (5.41%) compared to BRK-B (3.95%). In terms of maximum drawdown, VB dropped -59.56% vs BRK-B's -53.86%.

VB currently has the higher Sharpe Ratio (1.73 vs -0.02), 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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