VBR vs. SLYV
Compare and contrast key facts about Vanguard Small-Cap Value ETF (VBR) and SPDR S&P 600 Small Cap Value ETF (SLYV).
VBR and SLYV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. SLYV is a passively managed fund by State Street that tracks the performance of the S&P SmallCap 600 Value Index. It was launched on Sep 29, 2000. Both VBR and SLYV 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: VBR or SLYV.
Performance
VBR vs. SLYV - Performance Comparison
Returns By Period
In the year-to-date period, VBR achieves a 16.78% return, which is significantly higher than SLYV's 10.12% return. Over the past 10 years, VBR has outperformed SLYV with an annualized return of 9.32%, while SLYV has yielded a comparatively lower 8.68% annualized return.
VBR
16.78%
1.03%
10.01%
30.83%
11.40%
9.32%
SLYV
10.12%
2.21%
11.05%
26.66%
9.27%
8.68%
Key characteristics
| VBR | SLYV | |
|---|---|---|
| Sharpe Ratio | 1.75 | 1.16 |
| Sortino Ratio | 2.51 | 1.77 |
| Omega Ratio | 1.31 | 1.21 |
| Calmar Ratio | 3.24 | 1.54 |
| Martin Ratio | 9.87 | 5.26 |
| Ulcer Index | 2.97% | 4.67% |
| Daily Std Dev | 16.68% | 21.23% |
| Max Drawdown | -62.01% | -61.32% |
| Current Drawdown | -3.20% | -4.43% |
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VBR vs. SLYV - Expense Ratio Comparison
VBR has a 0.07% expense ratio, which is lower than SLYV'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%.
Correlation
The correlation between VBR and SLYV 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
VBR vs. SLYV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Value ETF (VBR) and SPDR S&P 600 Small Cap Value ETF (SLYV). 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
VBR vs. SLYV - Dividend Comparison
VBR's dividend yield for the trailing twelve months is around 1.92%, less than SLYV's 2.16% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SLYV SPDR S&P 600 Small Cap Value ETF | 2.16% | 2.11% | 1.47% | 1.94% | 1.40% | 1.66% | 2.14% | 5.53% | 2.18% | 6.55% | 7.50% | 1.58% |
Drawdowns
VBR vs. SLYV - Drawdown Comparison
The maximum VBR drawdown since its inception was -62.01%, roughly equal to the maximum SLYV drawdown of -61.32%. Use the drawdown chart below to compare losses from any high point for VBR and SLYV. For additional features, visit the drawdowns tool.
Volatility
VBR vs. SLYV - Volatility Comparison
The current volatility for Vanguard Small-Cap Value ETF (VBR) is 5.85%, while SPDR S&P 600 Small Cap Value ETF (SLYV) has a volatility of 7.94%. This indicates that VBR experiences smaller price fluctuations and is considered to be less risky than SLYV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.