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VIOV vs. VGSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VIOV vs. VGSH - Performance Comparison

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

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Returns By Period

In the year-to-date period, VIOV achieves a 15.63% return, which is significantly higher than VGSH's 0.36% return. Over the past 10 years, VIOV has outperformed VGSH with an annualized return of 10.22%, while VGSH has yielded a comparatively lower 1.71% annualized return.


VIOV

1D
0.77%
1M
0.98%
YTD
15.63%
6M
16.09%
1Y
36.39%
3Y*
13.67%
5Y*
5.54%
10Y*
10.22%

VGSH

1D
0.00%
1M
-0.20%
YTD
0.36%
6M
0.76%
1Y
3.41%
3Y*
4.14%
5Y*
1.79%
10Y*
1.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VIOV vs. VGSH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIOV
Vanguard S&P Small-Cap 600 Value ETF
15.63%6.63%7.44%15.36%-11.37%30.67%2.81%24.44%-12.85%11.54%
VGSH
Vanguard Short-Term Treasury ETF
0.36%5.07%4.00%4.31%-3.86%-0.60%3.04%3.52%1.55%0.04%

Correlation

The correlation between VIOV and VGSH is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.08

Correlation (10Y)
Calculated over the trailing 10-year period

-0.08

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2010

-0.12

The correlation between VIOV and VGSH shifts across timeframes, from -0.12 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VIOV vs. VGSH — Risk / Return Rank

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

VIOV
VIOV Risk / Return Rank: 7171
Overall Rank
VIOV Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
VIOV Sortino Ratio Rank: 7070
Sortino Ratio Rank
VIOV Omega Ratio Rank: 6262
Omega Ratio Rank
VIOV Calmar Ratio Rank: 8282
Calmar Ratio Rank
VIOV Martin Ratio Rank: 7474
Martin Ratio Rank

VGSH
VGSH Risk / Return Rank: 8888
Overall Rank
VGSH Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
VGSH Sortino Ratio Rank: 9494
Sortino Ratio Rank
VGSH Omega Ratio Rank: 9292
Omega Ratio Rank
VGSH Calmar Ratio Rank: 8181
Calmar Ratio Rank
VGSH Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VIOV vs. VGSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P Small-Cap 600 Value ETF (VIOV) and Vanguard Short-Term Treasury ETF (VGSH). 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.


VIOVVGSHDifference
Sharpe ratioReturn per unit of total volatility

-0.71

Sortino ratioReturn per unit of downside risk

-1.59

Omega ratioGain probability vs. loss probability

1.34

1.57

-0.23

Calmar ratioReturn relative to maximum drawdown

3.92

3.88

+0.04

Martin ratioReturn relative to average drawdown

12.76

15.29

-2.54

VIOV vs. VGSH - Sharpe Ratio Comparison

The current VIOV Sharpe Ratio is 1.99, which is comparable to the VGSH Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of VIOV and VGSH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VIOVVGSHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

2.69

-0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.91

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

1.09

-0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

1.01

-0.48

Drawdowns

VIOV vs. VGSH - Drawdown Comparison

The maximum VIOV drawdown since its inception was -47.36%, which is greater than VGSH's maximum drawdown of -5.70%. Use the drawdown chart below to compare losses from any high point for VIOV and VGSH.


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Drawdown Indicators


VIOVVGSHDifference

Max Drawdown

Largest peak-to-trough decline

-47.36%

-5.70%

-41.66%

Max Drawdown (1Y)

Largest decline over 1 year

-9.33%

-0.88%

-8.45%

Max Drawdown (3Y)

Largest decline over 3 years

-28.44%

-0.97%

-27.47%

Max Drawdown (5Y)

Largest decline over 5 years

-28.44%

-5.66%

-22.78%

Max Drawdown (10Y)

Largest decline over 10 years

-47.36%

-5.70%

-41.66%

Current Drawdown

Current decline from peak

-0.99%

-0.41%

-0.58%

Average Drawdown

Average peak-to-trough decline

-7.37%

-0.60%

-6.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

0.22%

+2.64%

Volatility

VIOV vs. VGSH - Volatility Comparison

Vanguard S&P Small-Cap 600 Value ETF (VIOV) has a higher volatility of 4.83% compared to Vanguard Short-Term Treasury ETF (VGSH) at 0.35%. This indicates that VIOV's price experiences larger fluctuations and is considered to be riskier than VGSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIOVVGSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.83%

0.35%

+4.48%

Volatility (6M)

Calculated over the trailing 6-month period

11.71%

0.89%

+10.82%

Volatility (1Y)

Calculated over the trailing 1-year period

18.45%

1.28%

+17.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.96%

1.97%

+19.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.90%

1.58%

+22.32%

VIOV vs. VGSH - Expense Ratio Comparison

VIOV has a 0.10% expense ratio, which is higher than VGSH's 0.03% 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%.


Dividends

VIOV vs. VGSH - Dividend Comparison

VIOV's dividend yield for the trailing twelve months is around 1.59%, less than VGSH's 3.88% yield.


PositionTTM20252024202320222021202020192018201720162015
VGSH
Vanguard Short-Term Treasury ETF
3.88%4.00%4.18%3.31%1.15%0.66%1.74%2.28%1.79%1.10%0.84%0.69%
VIOV
Vanguard S&P Small-Cap 600 Value ETF
1.59%1.69%1.78%2.18%1.81%1.59%1.42%1.60%1.76%1.43%1.17%1.32%

Frequently Asked Questions


VIOV and VGSH have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VIOV has higher volatility (4.83%) compared to VGSH (0.35%). In terms of maximum drawdown, VIOV dropped -47.36% vs VGSH's -5.70%.

On 10-year performance, VIOV leads with 10.22% vs 1.71% for VGSH. On fees, VGSH is cheaper at 0.03% per year. On volatility, VGSH has been the lower-risk option at 0.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VIOV has performed better with a 10.22% return vs 1.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VGSH is cheaper with a 0.03% expense ratio, compared with 0.10% for VIOV.

VGSH has the higher dividend yield at 3.88%, compared with 1.59% for VIOV.

VIOV is categorized as Small Cap Value Equities, while VGSH is Government Bonds. VIOV tracks S&P SmallCap 600 Value Index, while VGSH tracks Bloomberg U.S. Treasury 1-3 Year Index. Their fees differ too: 0.10% for VIOV and 0.03% for VGSH.

VGSH currently has the higher Sharpe Ratio (2.69 vs 1.99), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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