VIOO vs. VBR
Compare and contrast key facts about Vanguard S&P Small-Cap 600 ETF (VIOO) and Vanguard Small-Cap Value ETF (VBR).
VIOO and VBR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VIOO is a passively managed fund by Vanguard that tracks the performance of the S&P SmallCap 600 Index. It was launched on Sep 7, 2010. 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. Both VIOO and VBR 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: VIOO or VBR.
Performance
VIOO vs. VBR - Performance Comparison
Returns By Period
In the year-to-date period, VIOO achieves a 12.87% return, which is significantly lower than VBR's 16.80% return. Both investments have delivered pretty close results over the past 10 years, with VIOO having a 9.67% annualized return and VBR not far behind at 9.29%.
VIOO
12.87%
2.43%
10.79%
27.09%
10.38%
9.67%
VBR
16.80%
0.99%
10.30%
29.33%
11.74%
9.29%
Key characteristics
| VIOO | VBR | |
|---|---|---|
| Sharpe Ratio | 1.38 | 1.78 |
| Sortino Ratio | 2.07 | 2.54 |
| Omega Ratio | 1.25 | 1.31 |
| Calmar Ratio | 1.52 | 3.38 |
| Martin Ratio | 7.73 | 9.90 |
| Ulcer Index | 3.57% | 2.98% |
| Daily Std Dev | 19.95% | 16.60% |
| Max Drawdown | -44.15% | -62.01% |
| Current Drawdown | -4.21% | -3.18% |
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VIOO vs. VBR - Expense Ratio Comparison
VIOO has a 0.10% expense ratio, which is higher than VBR'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%.
Correlation
The correlation between VIOO and VBR 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.
Risk-Adjusted Performance
VIOO vs. VBR - 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 Value ETF (VBR). 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
VIOO vs. VBR - Dividend Comparison
VIOO's dividend yield for the trailing twelve months is around 1.30%, less than VBR's 1.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VIOO Vanguard S&P Small-Cap 600 ETF | 1.30% | 1.47% | 1.51% | 1.16% | 1.09% | 1.37% | 1.32% | 1.11% | 0.95% | 1.26% | 1.06% | 0.86% |
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% |
Drawdowns
VIOO vs. VBR - Drawdown Comparison
The maximum VIOO drawdown since its inception was -44.15%, smaller than the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for VIOO and VBR. For additional features, visit the drawdowns tool.
Volatility
VIOO vs. VBR - Volatility Comparison
Vanguard S&P Small-Cap 600 ETF (VIOO) has a higher volatility of 7.55% compared to Vanguard Small-Cap Value ETF (VBR) at 5.62%. This indicates that VIOO's price experiences larger fluctuations and is considered to be riskier than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.