VBK vs. VB
Compare and contrast key facts about Vanguard Small-Cap Growth ETF (VBK) and Vanguard Small-Cap ETF (VB).
VBK and VB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VBK is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Growth Index. It was launched on Jan 26, 2004. 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. Both VBK and VB 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: VBK or VB.
Performance
VBK vs. VB - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with VBK having a 16.51% return and VB slightly higher at 16.60%. Both investments have delivered pretty close results over the past 10 years, with VBK having a 9.26% annualized return and VB not far ahead at 9.53%.
VBK
16.51%
2.36%
10.13%
32.92%
8.57%
9.26%
VB
16.60%
1.61%
9.95%
31.66%
10.52%
9.53%
Key characteristics
| VBK | VB | |
|---|---|---|
| Sharpe Ratio | 1.68 | 1.75 |
| Sortino Ratio | 2.34 | 2.46 |
| Omega Ratio | 1.28 | 1.30 |
| Calmar Ratio | 1.05 | 1.66 |
| Martin Ratio | 8.55 | 9.68 |
| Ulcer Index | 3.65% | 3.10% |
| Daily Std Dev | 18.62% | 17.20% |
| Max Drawdown | -58.69% | -59.58% |
| Current Drawdown | -6.57% | -3.88% |
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VBK vs. VB - Expense Ratio Comparison
VBK has a 0.07% expense ratio, which is higher than VB's 0.05% expense ratio. However, 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 VBK and VB is 0.96, 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
VBK vs. VB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Growth ETF (VBK) and Vanguard Small-Cap ETF (VB). 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
VBK vs. VB - Dividend Comparison
VBK's dividend yield for the trailing twelve months is around 0.61%, less than VB's 1.34% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VBK Vanguard Small-Cap Growth ETF | 0.61% | 0.68% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.82% | 1.08% | 0.98% | 1.01% | 0.65% |
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% |
Drawdowns
VBK vs. VB - Drawdown Comparison
The maximum VBK drawdown since its inception was -58.69%, roughly equal to the maximum VB drawdown of -59.58%. Use the drawdown chart below to compare losses from any high point for VBK and VB. For additional features, visit the drawdowns tool.
Volatility
VBK vs. VB - Volatility Comparison
Vanguard Small-Cap Growth ETF (VBK) and Vanguard Small-Cap ETF (VB) have volatilities of 5.90% and 5.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.