Vanguard Small-Cap Growth Index Fund ETF Shares (VBK) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Vanguard Small-Cap Growth Index Fund ETF Shares (VBK): 1Y return 25.7%, Sharpe ratio 1.21, volatility 19.8%, 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 Small-Cap Growth Index Fund ETF Shares (VBK) Overview
- Type: ETF
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
VBK Performance
- MTD
- Return: -4.5%, Sharpe: -7.34, Volatility: 17.4%, Max Drawdown: -4.5%
- YTD
- Return: 15.8%, Sharpe: 1.35, Volatility: 21.5%, Max Drawdown: -11.4%
- 1Y
- Return: 25.7%, Sharpe: 1.21, Volatility: 19.8%, Max Drawdown: -11.4%
- 5Y
- Return: 26.5%, Sharpe: 0.31, Volatility: 23.2%, Max Drawdown: -38.4%
- 10Y
- Return: 190.4%, Sharpe: 0.57, Volatility: 22.5%, Max Drawdown: -38.7%
Frequently Asked Questions
- What is Vanguard Small-Cap Growth Index Fund ETF Shares (VBK)?
- Vanguard Small-Cap Growth Index Fund ETF Shares (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.