VIOO vs. RB
VIOO (Vanguard S&P Small-Cap 600 ETF) and RB (ProShares Russell 2000 Dynamic Daily Buffer ETF) are both exchange-traded funds - VIOO is a Small Cap Blend Equities fund tracking the S&P SmallCap 600 Index, while RB is a Defined Outcome fund tracking the Russell 2000. Both are passively managed. A 0.74 correlation means they provide meaningful diversification when combined. VIOO charges 0.10%/yr vs 0.58%/yr for RB.
Performance
VIOO vs. RB - Performance Comparison
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Returns By Period
In the year-to-date period, VIOO achieves a 16.37% return, which is significantly higher than RB's 6.95% return.
VIOO
- 1D
- 0.91%
- 1M
- 1.63%
- YTD
- 16.37%
- 6M
- 16.85%
- 1Y
- 34.98%
- 3Y*
- 14.74%
- 5Y*
- 5.91%
- 10Y*
- 10.77%
RB
- 1D
- 0.09%
- 1M
- 1.63%
- YTD
- 6.95%
- 6M
- 9.59%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VIOO vs. RB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VIOO Vanguard S&P Small-Cap 600 ETF | 16.37% | 11.18% |
RB ProShares Russell 2000 Dynamic Daily Buffer ETF | 6.95% | 10.58% |
Correlation
The correlation between VIOO and RB is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 27, 2025 | 0.74 |
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Return for Risk
VIOO vs. RB — Risk / Return Rank
VIOO
RB
VIOO vs. RB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P Small-Cap 600 ETF (VIOO) and ProShares Russell 2000 Dynamic Daily Buffer ETF (RB). 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.
| VIOO | RB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.00 | — | — |
Sortino ratioReturn per unit of downside risk | 2.88 | — | — |
Omega ratioGain probability vs. loss probability | 1.34 | — | — |
Calmar ratioReturn relative to maximum drawdown | 3.93 | — | — |
Martin ratioReturn relative to average drawdown | 13.17 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VIOO | RB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.00 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 3.19 | -2.62 |
Drawdowns
VIOO vs. RB - Drawdown Comparison
The maximum VIOO drawdown since its inception was -44.15%, which is greater than RB's maximum drawdown of -1.70%. Use the drawdown chart below to compare losses from any high point for VIOO and RB.
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Drawdown Indicators
| VIOO | RB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.15% | -1.70% | -42.45% |
Max Drawdown (1Y)Largest decline over 1 year | -8.77% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -27.93% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -27.93% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -44.15% | — | — |
Current DrawdownCurrent decline from peak | -0.01% | -0.30% | +0.29% |
Average DrawdownAverage peak-to-trough decline | -7.34% | -0.41% | -6.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | — | — |
Volatility
VIOO vs. RB - Volatility Comparison
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Volatility by Period
| VIOO | RB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 11.69% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.57% | 6.21% | +11.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.40% | 6.21% | +15.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.99% | 6.21% | +16.78% |
VIOO vs. RB - Expense Ratio Comparison
VIOO has a 0.10% expense ratio, which is lower than RB's 0.58% expense ratio.
Dividends
VIOO vs. RB - Dividend Comparison
VIOO's dividend yield for the trailing twelve months is around 1.17%, less than RB's 1.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RB ProShares Russell 2000 Dynamic Daily Buffer ETF | 1.99% | 1.78% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VIOO Vanguard S&P Small-Cap 600 ETF | 1.17% | 1.36% | 1.48% | 1.47% | 1.51% | 1.16% | 1.09% | 1.37% | 1.32% | 1.11% | 1.06% | 1.26% |
Frequently Asked Questions
VIOO and RB have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VIOO is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VIOO is cheaper with a 0.10% expense ratio, compared with 0.58% for RB.
RB has the higher dividend yield at 1.99%, compared with 1.17% for VIOO.
VIOO is categorized as Small Cap Blend Equities, while RB is Defined Outcome. VIOO tracks S&P SmallCap 600 Index, while RB tracks Russell 2000. They also come from different issuers: Vanguard and ProShares. Their fees differ too: 0.10% for VIOO and 0.58% for RB.
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