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VB vs. CVSM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VB vs. CVSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Small-Cap ETF (VB) and CresAlta Small & Mid-Cap ETF (CVSM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


VB

1D
-0.66%
1M
0.23%
6M
9.54%
YTD
15.60%
1Y
23.89%
3Y*
15.01%
5Y*
7.84%
10Y*
11.09%

CVSM

1D
0.17%
1M
-1.46%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VB vs. CVSM - Yearly Performance Comparison


Correlation

The correlation between VB and CVSM is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 18, 2026

0.68

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Return for Risk

VB vs. CVSM — Risk / Return Rank

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

VB
VB Risk / Return Rank: 5959
Overall Rank
VB Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
VB Sortino Ratio Rank: 5555
Sortino Ratio Rank
VB Omega Ratio Rank: 5050
Omega Ratio Rank
VB Calmar Ratio Rank: 6767
Calmar Ratio Rank
VB Martin Ratio Rank: 6868
Martin Ratio Rank

CVSM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. CVSM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap ETF (VB) and CresAlta Small & Mid-Cap ETF (CVSM). 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.


VBCVSMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.25

Calmar ratioReturn relative to maximum drawdown

2.67

Martin ratioReturn relative to average drawdown

9.77

VB vs. CVSM - Sharpe Ratio Comparison


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Drawdowns

VB vs. CVSM - Drawdown Comparison

The maximum VB drawdown since its inception was -59.56%, which is greater than CVSM's maximum drawdown of -3.36%. Use the drawdown chart below to compare losses from any high point for VB and CVSM.


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Drawdown Indicators


VBCVSMDifference

Max Drawdown

Largest peak-to-trough decline

-59.56%

-3.36%

-56.20%

Max Drawdown (1Y)

Largest decline over 1 year

-8.98%

Max Drawdown (3Y)

Largest decline over 3 years

-25.36%

Max Drawdown (5Y)

Largest decline over 5 years

-28.15%

Max Drawdown (10Y)

Largest decline over 10 years

-42.05%

Current Drawdown

Current decline from peak

-2.29%

-1.46%

-0.83%

Average Drawdown

Average peak-to-trough decline

-8.40%

-1.01%

-7.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

Volatility

VB vs. CVSM - Volatility Comparison


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Volatility by Period


VBCVSMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.25%

Volatility (6M)

Calculated over the trailing 6-month period

12.09%

Volatility (1Y)

Calculated over the trailing 1-year period

16.60%

11.19%

+5.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.76%

11.19%

+9.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.37%

11.19%

+10.18%

VB vs. CVSM - Expense Ratio Comparison

VB has a 0.05% expense ratio, which is lower than CVSM's 0.55% expense ratio.


Dividends

VB vs. CVSM - Dividend Comparison

VB's dividend yield for the trailing twelve months is around 1.22%, more than CVSM's 0.23% yield.


PositionTTM20252024202320222021202020192018201720162015
CVSM
CresAlta Small & Mid-Cap ETF
0.23%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
1.22%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 CVSM have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VB is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VB is cheaper with a 0.05% expense ratio, compared with 0.55% for CVSM.

VB has the higher dividend yield at 1.22%, compared with 0.23% for CVSM.

They also come from different issuers: Vanguard and CresAlta. Their fees differ too: 0.05% for VB and 0.55% for CVSM.

Portfolio Optimizer

Find the right allocation for VB and CVSM

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