VSFAX vs. VB
VSFAX (Federated Hermes Clover Small Value Fund) and VB (Vanguard Small-Cap ETF) are both funds - VSFAX is a Small Cap Value Equities fund managed by Federated, while VB is a Small Cap Blend Equities fund tracking the CRSP US Small Cap Index. Over the past 10 years, VSFAX returned 10.64%/yr vs 11.04%/yr for VB. Their correlation of 0.91 means they have usually moved in the same direction. VSFAX charges 1.14%/yr vs 0.03%/yr for VB.
Performance
VSFAX vs. VB - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with VSFAX having a 17.59% return and VB slightly lower at 16.95%. Both investments have delivered pretty close results over the past 10 years, with VSFAX having a 10.64% annualized return and VB not far ahead at 11.04%.
VSFAX
- 1D
- -0.34%
- 1M
- -0.60%
- 6M
- 11.57%
- YTD
- 17.59%
- 1Y
- 27.71%
- 3Y*
- 15.90%
- 5Y*
- 10.55%
- 10Y*
- 10.64%
- ALL TIME*
- 6.09%
VB
- 1D
- 1.52%
- 1M
- -0.23%
- 6M
- 11.01%
- YTD
- 16.95%
- 1Y
- 27.83%
- 3Y*
- 15.29%
- 5Y*
- 7.95%
- 10Y*
- 11.04%
- ALL TIME*
- 9.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $124.44M | $120.08M | $165.69M | |
| $0.00 | $0.00 | $0.00 |
VSFAX vs. VB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VSFAX Federated Hermes Clover Small Value Fund | 17.59% | 7.53% | 20.49% | 10.43% | -8.82% | 30.14% | 9.13% | 19.67% | -18.43% | 12.06% |
VB Vanguard Small-Cap ETF | 16.95% | 8.87% | 14.17% | 18.22% | -17.51% | 17.57% | 19.19% | 27.34% | -9.34% | 16.26% |
Correlation
The correlation between VSFAX and VB is 0.36, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.36 |
Correlation (3Y) Balances recent behavior with more history. | 0.61 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.77 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.91 |
Over the past year, the correlation between VSFAX and VB has dropped to 0.36 - well below their long-term average of 0.91, suggesting their price drivers have been diverging.
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Return for Risk
VSFAX vs. VB — Risk / Return Rank
VSFAX
VB
VSFAX vs. VB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Clover Small Value Fund (VSFAX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VSFAX | VB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.30 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | 3.11 | -0.32 |
| Martin ratioReturn relative to average drawdown | 9.68 | 11.36 | -1.68 |
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Drawdowns
VSFAX vs. VB - Drawdown Comparison
The maximum VSFAX drawdown since its inception was -78.14%, which is greater than VB's maximum drawdown of -59.56%. Use the drawdown chart below to compare losses from any high point for VSFAX and VB.
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Drawdown Indicators
| VSFAX | VB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.14% | -59.56% | -18.58% |
Max Drawdown (1Y)Largest decline over 1 year | -9.67% | -8.98% | -0.69% |
Max Drawdown (3Y)Largest decline over 3 years | -30.07% | -25.36% | -4.71% |
Max Drawdown (5Y)Largest decline over 5 years | -30.07% | -28.15% | -1.92% |
Max Drawdown (10Y)Largest decline over 10 years | -48.57% | -42.05% | -6.52% |
Current DrawdownCurrent decline from peak | -1.76% | -1.15% | -0.61% |
Average DrawdownAverage peak-to-trough decline | -20.74% | -8.39% | -12.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 2.46% | +0.33% |
Volatility
VSFAX vs. VB - Volatility Comparison
The current volatility for Federated Hermes Clover Small Value Fund (VSFAX) is 3.22%, while Vanguard Small-Cap ETF (VB) has a volatility of 3.71%. This indicates that VSFAX experiences smaller price fluctuations and is considered to be less risky than VB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VSFAX | VB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.22% | 3.71% | -0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 11.72% | 12.04% | -0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.75% | 16.44% | +1.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.13% | 20.71% | +2.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.01% | 21.38% | +2.63% |
VSFAX vs. VB - Expense Ratio Comparison
VSFAX has a 1.14% expense ratio, which is higher than VB's 0.03% expense ratio.
Dividends
VSFAX vs. VB - Dividend Comparison
VSFAX's dividend yield for the trailing twelve months is around 2.93%, more than VB's 1.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VB Vanguard Small-Cap ETF | 1.20% | 1.33% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% |
VSFAX Federated Hermes Clover Small Value Fund | 2.93% | 3.45% | 20.39% | 2.91% | 9.15% | 8.62% | 0.11% | 0.35% | 23.83% | 16.53% | 2.33% | 2.20% |
Frequently Asked Questions
VSFAX and VB have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VB has higher volatility (3.71%) compared to VSFAX (3.22%). In terms of maximum drawdown, VSFAX dropped -78.14% vs VB's -59.56%.
VB currently has the higher Sharpe Ratio (1.70 vs 1.52), 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.
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