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VIOO vs. VB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VIOOVB
YTD Return1.79%7.10%
1Y Return18.30%26.37%
3Y Return (Ann)1.72%3.65%
5Y Return (Ann)9.02%9.95%
10Y Return (Ann)8.90%9.10%
Sharpe Ratio0.941.54
Daily Std Dev19.28%17.26%
Max Drawdown-44.15%-59.58%
Current Drawdown-5.14%-0.90%

Correlation

0.94
-1.001.00

The correlation between VIOO and VB is 0.94, 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

VIOO vs. VB - Performance Comparison

In the year-to-date period, VIOO achieves a 1.79% return, which is significantly lower than VB's 7.10% return. Both investments have delivered pretty close results over the past 10 years, with VIOO having a 8.90% annualized return and VB not far ahead at 9.10%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


260.00%280.00%300.00%320.00%340.00%360.00%OctoberNovemberDecember2024FebruaryMarch
367.13%
368.57%
VIOO
VB

Compare stocks, funds, or ETFs


Vanguard S&P Small-Cap 600 ETF

Vanguard Small-Cap ETF

VIOO vs. VB - Expense Ratio Comparison

VIOO has a 0.10% expense ratio, which is higher than VB's 0.05% expense ratio.

VIOO
Vanguard S&P Small-Cap 600 ETF
0.50%1.00%1.50%2.00%0.10%
0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

VIOO vs. VB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P Small-Cap 600 ETF (VIOO) and Vanguard Small-Cap ETF (VB). 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VIOO
Vanguard S&P Small-Cap 600 ETF
0.94
VB
Vanguard Small-Cap ETF
1.54

VIOO vs. VB - Sharpe Ratio Comparison

The current VIOO Sharpe Ratio is 0.94, which is lower than the VB Sharpe Ratio of 1.54. The chart below compares the 12-month rolling Sharpe Ratio of VIOO and VB.


Rolling 12-month Sharpe Ratio0.000.501.001.50OctoberNovemberDecember2024FebruaryMarch
0.94
1.54
VIOO
VB

Dividends

VIOO vs. VB - Dividend Comparison

VIOO's dividend yield for the trailing twelve months is around 1.45%, more than VB's 1.43% yield.


TTM20232022202120202019201820172016201520142013
VIOO
Vanguard S&P Small-Cap 600 ETF
1.45%1.47%1.51%1.16%1.09%1.37%1.32%1.11%0.95%1.26%1.06%0.86%
VB
Vanguard Small-Cap ETF
1.43%1.55%1.59%1.24%1.14%1.39%1.67%1.35%1.50%1.48%1.43%1.31%

Drawdowns

VIOO vs. VB - Drawdown Comparison

The maximum VIOO drawdown since its inception was -44.15%, smaller than the maximum VB drawdown of -59.58%. The drawdown chart below compares losses from any high point along the way for VIOO and VB


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-5.14%
-0.90%
VIOO
VB

Volatility

VIOO vs. VB - Volatility Comparison

Vanguard S&P Small-Cap 600 ETF (VIOO) has a higher volatility of 4.23% compared to Vanguard Small-Cap ETF (VB) at 3.71%. This indicates that VIOO's price experiences larger fluctuations and is considered to be riskier than VB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%OctoberNovemberDecember2024FebruaryMarch
4.23%
3.71%
VIOO
VB