VB vs. COST
VB (Vanguard Small-Cap ETF) is Small Cap Blend Equities fund tracking the CRSP US Small Cap Index, while COST (Costco Wholesale Corporation) is a stock. Over the past 10 years, VB returned 11.61%/yr vs 22.27%/yr for COST. At a 0.46 correlation, their price movements are largely independent.
Performance
VB vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, VB achieves a 15.33% return, which is significantly higher than COST's 14.24% return. Over the past 10 years, VB has underperformed COST with an annualized return of 11.61%, while COST has yielded a comparatively higher 22.27% annualized return.
VB
- 1D
- 0.70%
- 1M
- 3.26%
- YTD
- 15.33%
- 6M
- 13.69%
- 1Y
- 30.83%
- 3Y*
- 16.14%
- 5Y*
- 6.98%
- 10Y*
- 11.61%
COST
- 1D
- 0.68%
- 1M
- -5.66%
- YTD
- 14.24%
- 6M
- 11.38%
- 1Y
- -0.24%
- 3Y*
- 25.12%
- 5Y*
- 22.12%
- 10Y*
- 22.27%
VB vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
COST Costco Wholesale Corporation | 14.24% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
Correlation
The correlation between VB and COST is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.46 |
The correlation between VB and COST shifts across timeframes, from -0.05 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VB vs. COST — Risk / Return Rank
VB
COST
VB vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap ETF (VB) and Costco Wholesale Corporation (COST). 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 | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.81 | ||
| Sortino ratioReturn per unit of downside risk | +2.45 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.00 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 3.21 | -0.10 | +3.31 |
| Martin ratioReturn relative to average drawdown | 11.80 | -0.22 | +12.02 |
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Drawdowns
VB vs. COST - Drawdown Comparison
The maximum VB drawdown since its inception was -59.56%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for VB and COST.
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Drawdown Indicators
| VB | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.56% | -53.39% | -6.17% |
Max Drawdown (1Y)Largest decline over 1 year | -8.98% | -15.14% | +6.16% |
Max Drawdown (3Y)Largest decline over 3 years | -25.36% | -20.74% | -4.62% |
Max Drawdown (5Y)Largest decline over 5 years | -28.15% | -31.40% | +3.25% |
Max Drawdown (10Y)Largest decline over 10 years | -42.05% | -31.40% | -10.65% |
Current DrawdownCurrent decline from peak | 0.00% | -10.23% | +10.23% |
Average DrawdownAverage peak-to-trough decline | -8.43% | -13.36% | +4.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 6.67% | -4.23% |
Volatility
VB vs. COST - Volatility Comparison
The current volatility for Vanguard Small-Cap ETF (VB) is 5.41%, while Costco Wholesale Corporation (COST) has a volatility of 7.44%. This indicates that VB experiences smaller price fluctuations and is considered to be less risky than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VB | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 7.44% | -2.03% |
Volatility (6M)Calculated over the trailing 6-month period | 12.24% | 14.53% | -2.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.68% | 18.80% | -2.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.80% | 22.72% | -1.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.44% | 21.95% | -0.51% |
Dividends
VB vs. COST - Dividend Comparison
VB's dividend yield for the trailing twelve months is around 1.18%, more than COST's 0.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 0.55% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
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 COST have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COST has higher volatility (7.44%) compared to VB (5.41%). In terms of maximum drawdown, VB dropped -59.56% vs COST's -53.39%.
VB currently has the higher Sharpe Ratio (1.73 vs -0.08), 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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