VB vs. GOOG
VB (Vanguard Small-Cap ETF) is Small Cap Blend Equities fund tracking the CRSP US Small Cap Index, while GOOG (Alphabet Inc) is a stock. Over the past 10 years, VB returned 11.61%/yr vs 25.97%/yr for GOOG. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
VB vs. GOOG - 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 GOOG's 14.29% return. Over the past 10 years, VB has underperformed GOOG with an annualized return of 11.61%, while GOOG has yielded a comparatively higher 25.97% 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%
GOOG
- 1D
- 0.45%
- 1M
- -9.77%
- YTD
- 14.29%
- 6M
- 15.49%
- 1Y
- 104.22%
- 3Y*
- 42.67%
- 5Y*
- 23.51%
- 10Y*
- 25.97%
VB vs. GOOG - 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% |
GOOG Alphabet Inc | 14.29% | 65.42% | 35.62% | 58.83% | -38.67% | 65.17% | 31.03% | 29.10% | -1.03% | 35.58% |
Correlation
The correlation between VB and GOOG is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2014 | 0.52 |
The correlation between VB and GOOG shifts across timeframes, from 0.36 (1 year) to 0.52 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VB vs. GOOG — Risk / Return Rank
VB
GOOG
VB vs. GOOG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap ETF (VB) and Alphabet Inc (GOOG). 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 | GOOG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.87 | ||
| Sortino ratioReturn per unit of downside risk | -2.49 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.59 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 3.21 | 4.99 | -1.78 |
| Martin ratioReturn relative to average drawdown | 11.80 | 17.56 | -5.76 |
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Drawdowns
VB vs. GOOG - Drawdown Comparison
The maximum VB drawdown since its inception was -59.56%, which is greater than GOOG's maximum drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for VB and GOOG.
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Drawdown Indicators
| VB | GOOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.56% | -44.60% | -14.96% |
Max Drawdown (1Y)Largest decline over 1 year | -8.98% | -20.75% | +11.77% |
Max Drawdown (3Y)Largest decline over 3 years | -25.36% | -29.35% | +3.99% |
Max Drawdown (5Y)Largest decline over 5 years | -28.15% | -44.60% | +16.45% |
Max Drawdown (10Y)Largest decline over 10 years | -42.05% | -44.60% | +2.55% |
Current DrawdownCurrent decline from peak | 0.00% | -10.19% | +10.19% |
Average DrawdownAverage peak-to-trough decline | -8.43% | -8.89% | +0.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 5.88% | -3.44% |
Volatility
VB vs. GOOG - Volatility Comparison
The current volatility for Vanguard Small-Cap ETF (VB) is 5.41%, while Alphabet Inc (GOOG) has a volatility of 7.29%. This indicates that VB experiences smaller price fluctuations and is considered to be less risky than GOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VB | GOOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 7.29% | -1.88% |
Volatility (6M)Calculated over the trailing 6-month period | 12.24% | 20.47% | -8.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.68% | 28.75% | -12.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.80% | 31.15% | -10.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.44% | 29.02% | -7.58% |
Dividends
VB vs. GOOG - Dividend Comparison
VB's dividend yield for the trailing twelve months is around 1.18%, more than GOOG's 0.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GOOG Alphabet Inc | 0.24% | 0.26% | 0.32% | 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 GOOG have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GOOG has higher volatility (7.29%) compared to VB (5.41%). In terms of maximum drawdown, VB dropped -59.56% vs GOOG's -44.60%.
GOOG currently has the higher Sharpe Ratio (3.60 vs 1.73), 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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