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

Correlation

The correlation between VIOO and VBR 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

VIOO vs. VBR - Performance Comparison

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

300.00%350.00%400.00%450.00%NovemberDecember2025FebruaryMarchApril
333.08%
332.13%
VIOO
VBR

Key characteristics

Sharpe Ratio

VIOO:

-0.09

VBR:

0.07

Sortino Ratio

VIOO:

0.04

VBR:

0.26

Omega Ratio

VIOO:

1.01

VBR:

1.03

Calmar Ratio

VIOO:

-0.08

VBR:

0.06

Martin Ratio

VIOO:

-0.24

VBR:

0.22

Ulcer Index

VIOO:

8.77%

VBR:

7.22%

Daily Std Dev

VIOO:

23.71%

VBR:

21.23%

Max Drawdown

VIOO:

-44.15%

VBR:

-62.01%

Current Drawdown

VIOO:

-20.66%

VBR:

-16.29%

Returns By Period

In the year-to-date period, VIOO achieves a -13.00% return, which is significantly lower than VBR's -8.72% return. Both investments have delivered pretty close results over the past 10 years, with VIOO having a 7.00% annualized return and VBR not far ahead at 7.32%.


VIOO

YTD

-13.00%

1M

-6.89%

6M

-12.11%

1Y

-3.40%

5Y*

13.04%

10Y*

7.00%

VBR

YTD

-8.72%

1M

-5.57%

6M

-9.20%

1Y

0.40%

5Y*

16.48%

10Y*

7.32%

*Annualized

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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%.


Expense ratio chart for VIOO: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VIOO: 0.10%
Expense ratio chart for VBR: 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%
VBR: 0.07%

Risk-Adjusted Performance

VIOO vs. VBR — Risk-Adjusted Performance Rank

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

VIOO
The Risk-Adjusted Performance Rank of VIOO is 1818
Overall Rank
The Sharpe Ratio Rank of VIOO is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of VIOO is 1919
Sortino Ratio Rank
The Omega Ratio Rank of VIOO is 1919
Omega Ratio Rank
The Calmar Ratio Rank of VIOO is 1717
Calmar Ratio Rank
The Martin Ratio Rank of VIOO is 1818
Martin Ratio Rank

VBR
The Risk-Adjusted Performance Rank of VBR is 2929
Overall Rank
The Sharpe Ratio Rank of VBR is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of VBR is 3030
Sortino Ratio Rank
The Omega Ratio Rank of VBR is 2929
Omega Ratio Rank
The Calmar Ratio Rank of VBR is 2929
Calmar Ratio Rank
The Martin Ratio Rank of VBR is 2828
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.

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.


The chart of Sharpe ratio for VIOO, currently valued at -0.09, compared to the broader market-1.000.001.002.003.004.00
VIOO: -0.09
VBR: 0.07
The chart of Sortino ratio for VIOO, currently valued at 0.04, compared to the broader market-2.000.002.004.006.008.00
VIOO: 0.04
VBR: 0.26
The chart of Omega ratio for VIOO, currently valued at 1.00, compared to the broader market0.501.001.502.00
VIOO: 1.01
VBR: 1.03
The chart of Calmar ratio for VIOO, currently valued at -0.08, compared to the broader market0.002.004.006.008.0010.0012.00
VIOO: -0.08
VBR: 0.06
The chart of Martin ratio for VIOO, currently valued at -0.24, compared to the broader market0.0020.0040.0060.00
VIOO: -0.24
VBR: 0.22

The current VIOO Sharpe Ratio is -0.09, which is lower than the VBR Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of VIOO and VBR, 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
-0.09
0.07
VIOO
VBR

Dividends

VIOO vs. VBR - Dividend Comparison

VIOO's dividend yield for the trailing twelve months is around 1.71%, less than VBR's 2.35% yield.


TTM20242023202220212020201920182017201620152014
VIOO
Vanguard S&P Small-Cap 600 ETF
1.71%1.48%1.47%1.51%1.16%1.09%1.37%1.32%1.11%0.95%1.26%1.06%
VBR
Vanguard Small-Cap Value ETF
2.35%1.98%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%1.77%

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-20.66%
-16.29%
VIOO
VBR

Volatility

VIOO vs. VBR - Volatility Comparison

Vanguard S&P Small-Cap 600 ETF (VIOO) and Vanguard Small-Cap Value ETF (VBR) have volatilities of 14.44% and 14.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.44%
14.03%
VIOO
VBR