VB vs. VIOO
Compare and contrast key facts about Vanguard Small-Cap ETF (VB) and Vanguard S&P Small-Cap 600 ETF (VIOO).
VB and VIOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VB is a passively managed fund by Vanguard that tracks the performance of the CRSP US Small Cap. It was launched on Jan 26, 2004. VIOO is a passively managed fund by Vanguard that tracks the performance of the S&P SmallCap 600 Index. It was launched on Sep 7, 2010. Both VB and VIOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VB or VIOO.
Performance
VB vs. VIOO - Performance Comparison
Returns By Period
In the year-to-date period, VB achieves a 16.60% return, which is significantly higher than VIOO's 12.56% return. Both investments have delivered pretty close results over the past 10 years, with VB having a 9.53% annualized return and VIOO not far ahead at 9.64%.
VB
16.60%
1.61%
9.95%
31.66%
10.52%
9.53%
VIOO
12.56%
1.65%
10.26%
28.53%
10.04%
9.64%
Key characteristics
| VB | VIOO | |
|---|---|---|
| Sharpe Ratio | 1.75 | 1.32 |
| Sortino Ratio | 2.46 | 2.00 |
| Omega Ratio | 1.30 | 1.24 |
| Calmar Ratio | 1.66 | 1.44 |
| Martin Ratio | 9.68 | 7.48 |
| Ulcer Index | 3.10% | 3.55% |
| Daily Std Dev | 17.20% | 20.04% |
| Max Drawdown | -59.58% | -44.15% |
| Current Drawdown | -3.88% | -4.47% |
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VB vs. VIOO - Expense Ratio Comparison
VB has a 0.05% expense ratio, which is lower than VIOO's 0.10% 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%.
Correlation
The correlation between VB and VIOO is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
VB vs. VIOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap ETF (VB) and Vanguard S&P Small-Cap 600 ETF (VIOO). 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.
Dividends
VB vs. VIOO - Dividend Comparison
VB's dividend yield for the trailing twelve months is around 1.34%, more than VIOO's 1.31% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VB Vanguard Small-Cap ETF | 1.34% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% | 1.43% | 1.31% |
VIOO Vanguard S&P Small-Cap 600 ETF | 1.31% | 1.47% | 1.51% | 1.16% | 1.09% | 1.37% | 1.32% | 1.11% | 0.95% | 1.26% | 1.06% | 0.86% |
Drawdowns
VB vs. VIOO - Drawdown Comparison
The maximum VB drawdown since its inception was -59.58%, which is greater than VIOO's maximum drawdown of -44.15%. Use the drawdown chart below to compare losses from any high point for VB and VIOO. For additional features, visit the drawdowns tool.
Volatility
VB vs. VIOO - Volatility Comparison
The current volatility for Vanguard Small-Cap ETF (VB) is 5.72%, while Vanguard S&P Small-Cap 600 ETF (VIOO) has a volatility of 7.78%. This indicates that VB experiences smaller price fluctuations and is considered to be less risky than VIOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.