VBR vs. VTI
Compare and contrast key facts about Vanguard Small-Cap Value ETF (VBR) and Vanguard Total Stock Market ETF (VTI).
VBR and VTI 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. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both VBR and VTI 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 VTI.
Performance
VBR vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, VBR achieves a 16.78% return, which is significantly lower than VTI's 23.63% return. Over the past 10 years, VBR has underperformed VTI with an annualized return of 9.32%, while VTI has yielded a comparatively higher 12.59% annualized return.
VBR
16.78%
1.03%
10.01%
30.83%
11.40%
9.32%
VTI
23.63%
0.87%
11.41%
32.34%
14.66%
12.59%
Key characteristics
| VBR | VTI | |
|---|---|---|
| Sharpe Ratio | 1.75 | 2.58 |
| Sortino Ratio | 2.51 | 3.45 |
| Omega Ratio | 1.31 | 1.48 |
| Calmar Ratio | 3.24 | 3.76 |
| Martin Ratio | 9.87 | 16.56 |
| Ulcer Index | 2.97% | 1.95% |
| Daily Std Dev | 16.68% | 12.51% |
| Max Drawdown | -62.01% | -55.45% |
| Current Drawdown | -3.20% | -2.43% |
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VBR vs. VTI - Expense Ratio Comparison
VBR has a 0.07% expense ratio, which is higher than VTI's 0.03% expense ratio. However, 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 VTI is 0.89, 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. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Value ETF (VBR) and Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
VBR's dividend yield for the trailing twelve months is around 1.92%, more than VTI's 1.29% 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% |
VTI Vanguard Total Stock Market ETF | 1.29% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
VBR vs. VTI - Drawdown Comparison
The maximum VBR drawdown since its inception was -62.01%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VBR and VTI. For additional features, visit the drawdowns tool.
Volatility
VBR vs. VTI - Volatility Comparison
Vanguard Small-Cap Value ETF (VBR) has a higher volatility of 5.85% compared to Vanguard Total Stock Market ETF (VTI) at 4.28%. This indicates that VBR's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.