VBR vs. VBK
Compare and contrast key facts about Vanguard Small-Cap Value ETF (VBR) and Vanguard Small-Cap Growth ETF (VBK).
VBR and VBK 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. 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. Both VBR and VBK 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 VBK.
Performance
VBR vs. VBK - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with VBR having a 16.78% return and VBK slightly lower at 16.51%. Both investments have delivered pretty close results over the past 10 years, with VBR having a 9.32% annualized return and VBK not far behind at 9.26%.
VBR
16.78%
1.03%
10.01%
30.83%
11.40%
9.32%
VBK
16.51%
2.36%
10.13%
32.92%
8.57%
9.26%
Key characteristics
| VBR | VBK | |
|---|---|---|
| Sharpe Ratio | 1.75 | 1.68 |
| Sortino Ratio | 2.51 | 2.34 |
| Omega Ratio | 1.31 | 1.28 |
| Calmar Ratio | 3.24 | 1.05 |
| Martin Ratio | 9.87 | 8.55 |
| Ulcer Index | 2.97% | 3.65% |
| Daily Std Dev | 16.68% | 18.62% |
| Max Drawdown | -62.01% | -58.69% |
| Current Drawdown | -3.20% | -6.57% |
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VBR vs. VBK - Expense Ratio Comparison
Both VBR and VBK 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 VBR and VBK 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
VBR vs. VBK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Value ETF (VBR) and Vanguard Small-Cap Growth ETF (VBK). 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. VBK - Dividend Comparison
VBR's dividend yield for the trailing twelve months is around 1.92%, more than VBK's 0.61% 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% |
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% |
Drawdowns
VBR vs. VBK - Drawdown Comparison
The maximum VBR drawdown since its inception was -62.01%, which is greater than VBK's maximum drawdown of -58.69%. Use the drawdown chart below to compare losses from any high point for VBR and VBK. For additional features, visit the drawdowns tool.
Volatility
VBR vs. VBK - Volatility Comparison
Vanguard Small-Cap Value ETF (VBR) and Vanguard Small-Cap Growth ETF (VBK) have volatilities of 5.85% and 5.90%, 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.