PortfoliosLab logoPortfoliosLab logo
VBK vs. USFR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VBK vs. USFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Small-Cap Growth ETF (VBK) and WisdomTree Floating Rate Treasury Fund (USFR). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, VBK achieves a 18.61% return, which is significantly higher than USFR's 1.78% return. Over the past 10 years, VBK has outperformed USFR with an annualized return of 12.20%, while USFR has yielded a comparatively lower 2.43% annualized return.


VBK

1D
0.39%
1M
3.11%
YTD
18.61%
6M
15.14%
1Y
33.39%
3Y*
18.20%
5Y*
5.09%
10Y*
12.20%

USFR

1D
0.00%
1M
0.29%
YTD
1.78%
6M
1.89%
1Y
3.97%
3Y*
4.72%
5Y*
3.70%
10Y*
2.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VBK vs. USFR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VBK
Vanguard Small-Cap Growth ETF
18.61%8.50%16.50%21.45%-28.44%5.66%35.44%32.75%-5.70%21.87%
USFR
WisdomTree Floating Rate Treasury Fund
1.78%4.23%5.47%5.18%1.98%-0.03%0.56%2.02%2.01%1.03%

Correlation

The correlation between VBK and USFR is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.15

Correlation (3Y)
Calculated over the trailing 3-year period

-0.04

Correlation (5Y)
Calculated over the trailing 5-year period

-0.03

Correlation (10Y)
Calculated over the trailing 10-year period

0.00

Correlation (All Time)
Calculated using the full available price history since Feb 4, 2014

0.01

The correlation between VBK and USFR shifts across timeframes, from -0.15 (1 year) to 0.01 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VBK vs. USFR — Risk / Return Rank

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

VBK
VBK Risk / Return Rank: 5353
Overall Rank
VBK Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VBK Sortino Ratio Rank: 4848
Sortino Ratio Rank
VBK Omega Ratio Rank: 4545
Omega Ratio Rank
VBK Calmar Ratio Rank: 6161
Calmar Ratio Rank
VBK Martin Ratio Rank: 6363
Martin Ratio Rank

USFR
USFR Risk / Return Rank: 100100
Overall Rank
USFR Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
USFR Sortino Ratio Rank: 100100
Sortino Ratio Rank
USFR Omega Ratio Rank: 100100
Omega Ratio Rank
USFR Calmar Ratio Rank: 100100
Calmar Ratio Rank
USFR Martin Ratio Rank: 100100
Martin Ratio Rank
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. USFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Growth ETF (VBK) and WisdomTree Floating Rate Treasury Fund (USFR). 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.


VBKUSFRDifference
Sharpe ratioReturn per unit of total volatility

-12.98

Sortino ratioReturn per unit of downside risk

-47.57

Omega ratioGain probability vs. loss probability

1.28

13.24

-11.96

Calmar ratioReturn relative to maximum drawdown

2.93

200.29

-197.36

Martin ratioReturn relative to average drawdown

10.98

775.73

-764.76

VBK vs. USFR - Sharpe Ratio Comparison

The current VBK Sharpe Ratio is 1.67, which is lower than the USFR Sharpe Ratio of 14.65. The chart below compares the historical Sharpe Ratios of VBK and USFR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

VBK vs. USFR - Drawdown Comparison

The maximum VBK drawdown since its inception was -58.68%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for VBK and USFR.


Loading charts...

Drawdown Indicators


VBKUSFRDifference

Max Drawdown

Largest peak-to-trough decline

-58.68%

-1.36%

-57.32%

Max Drawdown (1Y)

Largest decline over 1 year

-11.44%

-0.02%

-11.42%

Max Drawdown (3Y)

Largest decline over 3 years

-27.54%

-0.06%

-27.48%

Max Drawdown (5Y)

Largest decline over 5 years

-38.39%

-0.18%

-38.21%

Max Drawdown (10Y)

Largest decline over 10 years

-38.70%

-0.80%

-37.90%

Current Drawdown

Current decline from peak

-0.05%

0.00%

-0.05%

Average Drawdown

Average peak-to-trough decline

-10.14%

-0.15%

-9.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

0.01%

+3.04%

Volatility

VBK vs. USFR - Volatility Comparison

Vanguard Small-Cap Growth ETF (VBK) has a higher volatility of 6.94% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.08%. This indicates that VBK's price experiences larger fluctuations and is considered to be riskier than USFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VBKUSFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.94%

0.08%

+6.86%

Volatility (6M)

Calculated over the trailing 6-month period

15.58%

0.19%

+15.39%

Volatility (1Y)

Calculated over the trailing 1-year period

20.07%

0.27%

+19.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.62%

0.40%

+23.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.94%

0.78%

+22.16%

VBK vs. USFR - Expense Ratio Comparison

VBK has a 0.05% expense ratio, which is lower than USFR's 0.15% 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%.


Dividends

VBK vs. USFR - Dividend Comparison

VBK's dividend yield for the trailing twelve months is around 0.44%, less than USFR's 3.91% yield.


PositionTTM20252024202320222021202020192018201720162015
USFR
WisdomTree Floating Rate Treasury Fund
3.91%4.15%5.17%5.12%1.78%0.01%0.40%2.08%1.67%1.03%0.29%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 USFR have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VBK has higher volatility (6.94%) compared to USFR (0.08%). In terms of maximum drawdown, VBK dropped -58.68% vs USFR's -1.36%.

On 10-year performance, VBK leads with 12.20% vs 2.43% for USFR. On fees, VBK is cheaper at 0.05% per year. On volatility, USFR has been the lower-risk option at 0.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VBK has performed better with a 12.20% return vs 2.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VBK is cheaper with a 0.05% expense ratio, compared with 0.15% for USFR.

USFR has the higher dividend yield at 3.91%, compared with 0.44% for VBK.

VBK is categorized as Small Cap Growth Equities, while USFR is Government Bonds. VBK tracks CRSP US Small Cap Growth Index, while USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index. They also come from different issuers: Vanguard and WisdomTree. Their fees differ too: 0.05% for VBK and 0.15% for USFR.

USFR currently has the higher Sharpe Ratio (14.65 vs 1.67), 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.

Portfolio Optimizer

Find the right allocation for VBK and USFR

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

Open Portfolio Optimizer