Vanguard Morningstar Small-Cap Growth ETF (VBK) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Vanguard Morningstar Small-Cap Growth ETF (VBK): 1Y return 16.2%, Sharpe ratio 0.83, volatility 19.9%, max drawdown -11.4%. A ETF in the Equity asset class. Compare VBK with other assets and invest through your own broker with pfolio.
Vanguard Morningstar Small-Cap Growth ETF (VBK) Overview
- Type: ETF
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
VBK Performance
- MTD
- Return: 0.9%, Sharpe: 1.75, Volatility: 16.9%, Max Drawdown: -2.0%
- YTD
- Return: 13.2%, Sharpe: 0.87, Volatility: 20.0%, Max Drawdown: -11.4%
- 1Y
- Return: 16.2%, Sharpe: 0.83, Volatility: 19.9%, Max Drawdown: -11.4%
- 5Y
- Return: 24.7%, Sharpe: 0.30, Volatility: 23.2%, Max Drawdown: -38.4%
- 10Y
- Return: 182.1%, Sharpe: 0.56, Volatility: 22.5%, Max Drawdown: -38.7%
Frequently Asked Questions
- What is Vanguard Morningstar Small-Cap Growth ETF (VBK)?
- Vanguard Morningstar Small-Cap Growth ETF (VBK) 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 VBK compare to other assets?
- You can compare VBK with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in VBK through pfolio?
- pfolio helps you build diversified portfolios that may include VBK. You invest through your own broker — pfolio provides the analytics.