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

Correlation

The correlation between VIOG and VBK is 0.80, 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: 0.8

Performance

VIOG vs. VBK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P Small-Cap 600 Growth ETF (VIOG) and Vanguard Small-Cap Growth ETF (VBK). The values are adjusted to include any dividend payments, if applicable.

300.00%350.00%400.00%450.00%500.00%NovemberDecember2025FebruaryMarchApril
374.67%
341.78%
VIOG
VBK

Key characteristics

Sharpe Ratio

VIOG:

-0.13

VBK:

0.06

Sortino Ratio

VIOG:

-0.01

VBK:

0.26

Omega Ratio

VIOG:

1.00

VBK:

1.03

Calmar Ratio

VIOG:

-0.11

VBK:

0.06

Martin Ratio

VIOG:

-0.34

VBK:

0.19

Ulcer Index

VIOG:

8.92%

VBK:

8.18%

Daily Std Dev

VIOG:

23.81%

VBK:

24.54%

Max Drawdown

VIOG:

-41.73%

VBK:

-58.69%

Current Drawdown

VIOG:

-19.66%

VBK:

-18.58%

Returns By Period

In the year-to-date period, VIOG achieves a -10.61% return, which is significantly higher than VBK's -11.69% return. Over the past 10 years, VIOG has outperformed VBK with an annualized return of 7.53%, while VBK has yielded a comparatively lower 7.14% annualized return.


VIOG

YTD

-10.61%

1M

-4.25%

6M

-10.89%

1Y

-3.14%

5Y*

11.03%

10Y*

7.53%

VBK

YTD

-11.69%

1M

-4.46%

6M

-7.82%

1Y

1.24%

5Y*

8.08%

10Y*

7.14%

*Annualized

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VIOG vs. VBK - Expense Ratio Comparison

VIOG has a 0.15% expense ratio, which is higher than VBK's 0.07% 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%.


Expense ratio chart for VIOG: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VIOG: 0.15%
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

VIOG vs. VBK — Risk-Adjusted Performance Rank

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

VIOG
The Risk-Adjusted Performance Rank of VIOG is 1515
Overall Rank
The Sharpe Ratio Rank of VIOG is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of VIOG is 1616
Sortino Ratio Rank
The Omega Ratio Rank of VIOG is 1616
Omega Ratio Rank
The Calmar Ratio Rank of VIOG is 1414
Calmar Ratio Rank
The Martin Ratio Rank of VIOG is 1515
Martin Ratio Rank

VBK
The Risk-Adjusted Performance Rank of VBK is 2727
Overall Rank
The Sharpe Ratio Rank of VBK is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of VBK is 2929
Sortino Ratio Rank
The Omega Ratio Rank of VBK is 2828
Omega Ratio Rank
The Calmar Ratio Rank of VBK is 2626
Calmar Ratio Rank
The Martin Ratio Rank of VBK is 2626
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.

VIOG vs. VBK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P Small-Cap 600 Growth ETF (VIOG) 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.


The chart of Sharpe ratio for VIOG, currently valued at -0.13, compared to the broader market-1.000.001.002.003.004.00
VIOG: -0.13
VBK: 0.06
The chart of Sortino ratio for VIOG, currently valued at -0.01, compared to the broader market-2.000.002.004.006.008.00
VIOG: -0.01
VBK: 0.26
The chart of Omega ratio for VIOG, currently valued at 1.00, compared to the broader market0.501.001.502.002.50
VIOG: 1.00
VBK: 1.03
The chart of Calmar ratio for VIOG, currently valued at -0.11, compared to the broader market0.002.004.006.008.0010.0012.00
VIOG: -0.11
VBK: 0.06
The chart of Martin ratio for VIOG, currently valued at -0.34, compared to the broader market0.0020.0040.0060.00
VIOG: -0.34
VBK: 0.19

The current VIOG Sharpe Ratio is -0.13, which is lower than the VBK Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of VIOG 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
-0.13
0.06
VIOG
VBK

Dividends

VIOG vs. VBK - Dividend Comparison

VIOG's dividend yield for the trailing twelve months is around 1.28%, more than VBK's 0.61% yield.


TTM20242023202220212020201920182017201620152014
VIOG
Vanguard S&P Small-Cap 600 Growth ETF
1.28%1.03%1.15%1.17%0.69%0.68%1.09%0.76%0.87%0.92%1.04%0.72%
VBK
Vanguard Small-Cap Growth ETF
0.61%0.54%0.68%0.55%0.36%0.44%0.57%0.79%0.82%1.08%0.98%1.01%

Drawdowns

VIOG vs. VBK - Drawdown Comparison

The maximum VIOG drawdown since its inception was -41.73%, smaller than the maximum VBK drawdown of -58.69%. Use the drawdown chart below to compare losses from any high point for VIOG and VBK. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-19.66%
-18.58%
VIOG
VBK

Volatility

VIOG vs. VBK - Volatility Comparison

The current volatility for Vanguard S&P Small-Cap 600 Growth ETF (VIOG) is 14.16%, while Vanguard Small-Cap Growth ETF (VBK) has a volatility of 15.98%. This indicates that VIOG 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%14.00%16.00%NovemberDecember2025FebruaryMarchApril
14.16%
15.98%
VIOG
VBK