VBR vs. PG
VBR (Vanguard Small-Cap Value ETF) is Small Cap Value Equities fund tracking the CRSP US Small Cap Value Index, while PG (The Procter & Gamble Company) is a stock. Over the past 10 years, VBR returned 10.99%/yr vs 8.96%/yr for PG. At a 0.37 correlation, their price movements are largely independent.
Performance
VBR vs. PG - Performance Comparison
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Returns By Period
In the year-to-date period, VBR achieves a 14.60% return, which is significantly higher than PG's 5.93% return. Over the past 10 years, VBR has outperformed PG with an annualized return of 10.99%, while PG has yielded a comparatively lower 8.96% annualized return.
VBR
- 1D
- 0.87%
- 1M
- 4.91%
- YTD
- 14.60%
- 6M
- 12.92%
- 1Y
- 27.94%
- 3Y*
- 16.09%
- 5Y*
- 8.36%
- 10Y*
- 10.99%
PG
- 1D
- 0.86%
- 1M
- 5.18%
- YTD
- 5.93%
- 6M
- 6.28%
- 1Y
- -5.68%
- 3Y*
- 3.69%
- 5Y*
- 4.73%
- 10Y*
- 8.96%
VBR vs. PG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VBR Vanguard Small-Cap Value ETF | 14.60% | 9.09% | 12.40% | 16.00% | -9.38% | 28.08% | 5.90% | 22.78% | -12.28% | 11.81% |
PG The Procter & Gamble Company | 5.93% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
Correlation
The correlation between VBR and PG is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.37 |
The correlation between VBR and PG shifts across timeframes, from 0.17 (3 years) to 0.37 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VBR vs. PG — Risk / Return Rank
VBR
PG
VBR vs. PG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Value ETF (VBR) and The Procter & Gamble Company (PG). 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.
| VBR | PG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.13 | ||
| Sortino ratioReturn per unit of downside risk | +2.98 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 0.97 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 3.17 | -0.37 | +3.54 |
| Martin ratioReturn relative to average drawdown | 11.22 | -0.68 | +11.90 |
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Drawdowns
VBR vs. PG - Drawdown Comparison
The maximum VBR drawdown since its inception was -61.98%, which is greater than PG's maximum drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for VBR and PG.
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Drawdown Indicators
| VBR | PG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.98% | -54.25% | -7.73% |
Max Drawdown (1Y)Largest decline over 1 year | -8.85% | -15.52% | +6.67% |
Max Drawdown (3Y)Largest decline over 3 years | -24.19% | -21.15% | -3.04% |
Max Drawdown (5Y)Largest decline over 5 years | -24.19% | -23.77% | -0.42% |
Max Drawdown (10Y)Largest decline over 10 years | -45.28% | -23.77% | -21.51% |
Current DrawdownCurrent decline from peak | 0.00% | -13.29% | +13.29% |
Average DrawdownAverage peak-to-trough decline | -8.26% | -12.16% | +3.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 8.80% | -6.30% |
Volatility
VBR vs. PG - Volatility Comparison
The current volatility for Vanguard Small-Cap Value ETF (VBR) is 4.43%, while The Procter & Gamble Company (PG) has a volatility of 6.99%. This indicates that VBR experiences smaller price fluctuations and is considered to be less risky than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VBR | PG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 6.99% | -2.56% |
Volatility (6M)Calculated over the trailing 6-month period | 10.65% | 15.01% | -4.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.36% | 18.78% | -3.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.79% | 17.82% | +1.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.74% | 19.05% | +2.69% |
Dividends
VBR vs. PG - Dividend Comparison
VBR's dividend yield for the trailing twelve months is around 1.71%, less than PG's 2.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 2.85% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
VBR Vanguard Small-Cap Value ETF | 1.71% | 1.95% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% |
Frequently Asked Questions
VBR and PG have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PG has higher volatility (6.99%) compared to VBR (4.43%). In terms of maximum drawdown, VBR dropped -61.98% vs PG's -54.25%.
VBR currently has the higher Sharpe Ratio (1.83 vs -0.30), 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.
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