Vanguard Morningstar Small-Cap ETF (VB) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Vanguard Morningstar Small-Cap ETF (VB): 1Y return 21.9%, Sharpe ratio 1.29, volatility 15.8%, max drawdown -9.0%. A ETF in the Equity asset class. Compare VB with other assets and invest through your own broker with pfolio.
Vanguard Morningstar Small-Cap ETF (VB) Overview
- Type: ETF
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
VB Performance
- MTD
- Return: 3.1%, Sharpe: 3.00, Volatility: 13.8%, Max Drawdown: -2.1%
- YTD
- Return: 18.8%, Sharpe: 1.66, Volatility: 16.0%, Max Drawdown: -9.0%
- 1Y
- Return: 21.9%, Sharpe: 1.29, Volatility: 15.8%, Max Drawdown: -9.0%
- 5Y
- Return: 44.2%, Sharpe: 0.45, Volatility: 20.3%, Max Drawdown: -28.2%
- 10Y
- Return: 189.2%, Sharpe: 0.59, Volatility: 21.0%, Max Drawdown: -42.0%
Frequently Asked Questions
- What is Vanguard Morningstar Small-Cap ETF (VB)?
- Vanguard Morningstar Small-Cap ETF (VB) is a ETF in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does VB compare to other assets?
- You can compare VB with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in VB through pfolio?
- pfolio helps you build diversified portfolios that may include VB. You invest through your own broker — pfolio provides the analytics.