VBR vs. VSIAX
Compare and contrast key facts about Vanguard Small-Cap Value ETF (VBR) and Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX).
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. VSIAX is managed by Vanguard. It was launched on Sep 27, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VBR or VSIAX.
Key characteristics
| VBR | VSIAX | |
|---|---|---|
| YTD Return | 15.58% | 15.48% |
| 1Y Return | 30.99% | 30.89% |
| 3Y Return (Ann) | 7.47% | 7.44% |
| 5Y Return (Ann) | 12.07% | 12.05% |
| 10Y Return (Ann) | 10.12% | 10.10% |
| Sharpe Ratio | 1.90 | 1.89 |
| Sortino Ratio | 2.68 | 2.68 |
| Omega Ratio | 1.33 | 1.33 |
| Calmar Ratio | 2.03 | 2.03 |
| Martin Ratio | 10.45 | 10.50 |
| Ulcer Index | 3.12% | 3.09% |
| Daily Std Dev | 17.16% | 17.15% |
| Max Drawdown | -62.01% | -45.39% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between VBR and VSIAX is 1.00, 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.
Performance
VBR vs. VSIAX - Performance Comparison
The year-to-date returns for both stocks are quite close, with VBR having a 15.58% return and VSIAX slightly lower at 15.48%. Both investments have delivered pretty close results over the past 10 years, with VBR having a 10.12% annualized return and VSIAX not far behind at 10.10%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VBR vs. VSIAX - Expense Ratio Comparison
Both VBR and VSIAX 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%.
Risk-Adjusted Performance
VBR vs. VSIAX - 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 Value Index Fund Admiral Shares (VSIAX). 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. VSIAX - Dividend Comparison
VBR's dividend yield for the trailing twelve months is around 1.94%, which matches VSIAX's 1.94% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VBR Vanguard Small-Cap Value ETF | 1.94% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 1.94% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
Drawdowns
VBR vs. VSIAX - Drawdown Comparison
The maximum VBR drawdown since its inception was -62.01%, which is greater than VSIAX's maximum drawdown of -45.39%. Use the drawdown chart below to compare losses from any high point for VBR and VSIAX. For additional features, visit the drawdowns tool.
Volatility
VBR vs. VSIAX - Volatility Comparison
Vanguard Small-Cap Value ETF (VBR) and Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX) have volatilities of 3.63% and 3.63%, 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.