VBK vs. VBR
Compare and contrast key facts about Vanguard Small-Cap Growth ETF (VBK) and Vanguard Small-Cap Value ETF (VBR).
VBK and VBR 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. VBR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Value Index. It was launched on Jan 26, 2004. Both VBK and VBR 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 VBR.
Performance
VBK vs. VBR - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with VBK having a 16.51% return and VBR slightly higher at 16.78%. Both investments have delivered pretty close results over the past 10 years, with VBK having a 9.26% annualized return and VBR not far ahead at 9.32%.
VBK
16.51%
2.36%
10.13%
32.92%
8.57%
9.26%
VBR
16.78%
1.03%
10.01%
30.83%
11.40%
9.32%
Key characteristics
| VBK | VBR | |
|---|---|---|
| Sharpe Ratio | 1.68 | 1.75 |
| Sortino Ratio | 2.34 | 2.51 |
| Omega Ratio | 1.28 | 1.31 |
| Calmar Ratio | 1.05 | 3.24 |
| Martin Ratio | 8.55 | 9.87 |
| Ulcer Index | 3.65% | 2.97% |
| Daily Std Dev | 18.62% | 16.68% |
| Max Drawdown | -58.69% | -62.01% |
| Current Drawdown | -6.57% | -3.20% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VBK vs. VBR - Expense Ratio Comparison
Both VBK and VBR have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between VBK and VBR is 0.90, 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. VBR - 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 Value ETF (VBR). 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. VBR - Dividend Comparison
VBK's dividend yield for the trailing twelve months is around 0.61%, less than VBR's 1.92% 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% |
VBR Vanguard Small-Cap Value ETF | 1.92% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
Drawdowns
VBK vs. VBR - Drawdown Comparison
The maximum VBK drawdown since its inception was -58.69%, smaller than the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for VBK and VBR. For additional features, visit the drawdowns tool.
Volatility
VBK vs. VBR - Volatility Comparison
Vanguard Small-Cap Growth ETF (VBK) and Vanguard Small-Cap Value ETF (VBR) have volatilities of 5.90% and 5.85%, 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.