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VBK vs. DUSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VBK vs. DUSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Small-Cap Growth ETF (VBK) and Dimensional U.S. Small Cap Growth ETF (DUSG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


VBK

1D
-1.22%
1M
-1.63%
6M
6.90%
YTD
14.83%
1Y
24.26%
3Y*
14.08%
5Y*
5.24%
10Y*
11.11%

DUSG

1D
0.69%
1M
0.55%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VBK vs. DUSG - Yearly Performance Comparison


Correlation

The correlation between VBK and DUSG is 0.73, 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 6, 2026

0.73

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Return for Risk

VBK vs. DUSG — Risk / Return Rank

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

VBK
VBK Risk / Return Rank: 4545
Overall Rank
VBK Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VBK Sortino Ratio Rank: 4040
Sortino Ratio Rank
VBK Omega Ratio Rank: 3737
Omega Ratio Rank
VBK Calmar Ratio Rank: 5252
Calmar Ratio Rank
VBK Martin Ratio Rank: 5656
Martin Ratio Rank

DUSG

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.

VBK vs. DUSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Growth ETF (VBK) and Dimensional U.S. Small Cap Growth ETF (DUSG). 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.


VBKDUSGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.21

Calmar ratioReturn relative to maximum drawdown

2.13

Martin ratioReturn relative to average drawdown

7.78

VBK vs. DUSG - Sharpe Ratio Comparison


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Drawdowns

VBK vs. DUSG - Drawdown Comparison

The maximum VBK drawdown since its inception was -58.68%, which is greater than DUSG's maximum drawdown of -4.19%. Use the drawdown chart below to compare losses from any high point for VBK and DUSG.


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Drawdown Indicators


VBKDUSGDifference

Max Drawdown

Largest peak-to-trough decline

-58.68%

-4.19%

-54.49%

Max Drawdown (1Y)

Largest decline over 1 year

-11.44%

Max Drawdown (3Y)

Largest decline over 3 years

-27.54%

Max Drawdown (5Y)

Largest decline over 5 years

-38.39%

Max Drawdown (10Y)

Largest decline over 10 years

-38.70%

Current Drawdown

Current decline from peak

-5.34%

-1.66%

-3.68%

Average Drawdown

Average peak-to-trough decline

-10.11%

-1.14%

-8.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

Volatility

VBK vs. DUSG - Volatility Comparison


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Volatility by Period


VBKDUSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.14%

Volatility (6M)

Calculated over the trailing 6-month period

15.69%

Volatility (1Y)

Calculated over the trailing 1-year period

20.19%

14.63%

+5.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.66%

14.63%

+9.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.88%

14.63%

+8.25%

VBK vs. DUSG - Expense Ratio Comparison

VBK has a 0.05% expense ratio, which is lower than DUSG's 0.32% expense ratio.


Dividends

VBK vs. DUSG - Dividend Comparison

VBK's dividend yield for the trailing twelve months is around 0.44%, more than DUSG's 0.14% yield.


PositionTTM20252024202320222021202020192018201720162015
DUSG
Dimensional U.S. Small Cap Growth ETF
0.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VBK
Vanguard Small-Cap Growth ETF
0.44%0.54%0.54%0.68%0.55%0.36%0.44%0.57%0.79%0.82%1.08%0.98%

Frequently Asked Questions


VBK and DUSG have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

VBK is cheaper with a 0.05% expense ratio, compared with 0.32% for DUSG.

VBK has the higher dividend yield at 0.44%, compared with 0.14% for DUSG.

They also come from different issuers: Vanguard and Dimensional Fund Advisors. Their fees differ too: 0.05% for VBK and 0.32% for DUSG.

Portfolio Optimizer

Find the right allocation for VBK and DUSG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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