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VBR vs. VBK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.0
Correlation: 0.9

Performance

VBR vs. VBK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Small-Cap Value ETF (VBR) and Vanguard Small-Cap Growth ETF (VBK). The values are adjusted to include any dividend payments, if applicable.

450.00%500.00%550.00%600.00%NovemberDecember2025FebruaryMarchApril
436.40%
432.76%
VBR
VBK

Key characteristics

Sharpe Ratio

VBR:

-0.44

VBK:

-0.49

Sortino Ratio

VBR:

-0.49

VBK:

-0.53

Omega Ratio

VBR:

0.94

VBK:

0.93

Calmar Ratio

VBR:

-0.39

VBK:

-0.42

Martin Ratio

VBR:

-1.43

VBK:

-1.62

Ulcer Index

VBR:

5.74%

VBK:

6.43%

Daily Std Dev

VBR:

18.49%

VBK:

21.23%

Max Drawdown

VBR:

-62.01%

VBK:

-58.69%

Current Drawdown

VBR:

-21.23%

VBK:

-25.10%

Returns By Period

In the year-to-date period, VBR achieves a -14.10% return, which is significantly higher than VBK's -18.76% return. Over the past 10 years, VBR has outperformed VBK with an annualized return of 6.66%, while VBK has yielded a comparatively lower 6.21% annualized return.


VBR

YTD

-14.10%

1M

-11.31%

6M

-14.22%

1Y

-7.36%

5Y*

18.34%

10Y*

6.66%

VBK

YTD

-18.76%

1M

-14.79%

6M

-14.91%

1Y

-9.50%

5Y*

10.84%

10Y*

6.21%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%.


VBR
Vanguard Small-Cap Value ETF
Expense ratio chart for VBR: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VBR: 0.07%
Expense ratio chart for VBK: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VBK: 0.07%

Risk-Adjusted Performance

VBR vs. VBK — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VBR
The Risk-Adjusted Performance Rank of VBR is 88
Overall Rank
The Sharpe Ratio Rank of VBR is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of VBR is 88
Sortino Ratio Rank
The Omega Ratio Rank of VBR is 88
Omega Ratio Rank
The Calmar Ratio Rank of VBR is 99
Calmar Ratio Rank
The Martin Ratio Rank of VBR is 77
Martin Ratio Rank

VBK
The Risk-Adjusted Performance Rank of VBK is 88
Overall Rank
The Sharpe Ratio Rank of VBK is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of VBK is 88
Sortino Ratio Rank
The Omega Ratio Rank of VBK is 88
Omega Ratio Rank
The Calmar Ratio Rank of VBK is 99
Calmar Ratio Rank
The Martin Ratio Rank of VBK is 55
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for VBR, currently valued at -0.44, compared to the broader market-1.000.001.002.003.004.005.00
VBR: -0.44
VBK: -0.49
The chart of Sortino ratio for VBR, currently valued at -0.49, compared to the broader market-2.000.002.004.006.008.0010.00
VBR: -0.49
VBK: -0.53
The chart of Omega ratio for VBR, currently valued at 0.94, compared to the broader market0.501.001.502.002.50
VBR: 0.94
VBK: 0.93
The chart of Calmar ratio for VBR, currently valued at -0.39, compared to the broader market0.005.0010.0015.00
VBR: -0.39
VBK: -0.42
The chart of Martin ratio for VBR, currently valued at -1.43, compared to the broader market0.0020.0040.0060.0080.00
VBR: -1.43
VBK: -1.62

The current VBR Sharpe Ratio is -0.44, which is comparable to the VBK Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of VBR and VBK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.44
-0.49
VBR
VBK

Dividends

VBR vs. VBK - Dividend Comparison

VBR's dividend yield for the trailing twelve months is around 2.50%, more than VBK's 0.66% yield.


TTM20242023202220212020201920182017201620152014
VBR
Vanguard Small-Cap Value ETF
2.50%1.98%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%1.77%
VBK
Vanguard Small-Cap Growth ETF
0.66%0.54%0.68%0.55%0.36%0.44%0.57%0.79%0.82%1.08%0.98%1.01%

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-21.23%
-25.10%
VBR
VBK

Volatility

VBR vs. VBK - Volatility Comparison

The current volatility for Vanguard Small-Cap Value ETF (VBR) is 9.72%, while Vanguard Small-Cap Growth ETF (VBK) has a volatility of 11.22%. This indicates that VBR experiences smaller price fluctuations and is considered to be less risky than VBK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
9.72%
11.22%
VBR
VBK
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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