Vanguard Morningstar Small-Cap Value ETF (VBR) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Vanguard Morningstar Small-Cap Value ETF (VBR): 1Y return 18.8%, Sharpe ratio 1.29, volatility 13.7%, max drawdown -8.9%. A ETF in the Equity asset class. Compare VBR with other assets and invest through your own broker with pfolio.
Vanguard Morningstar Small-Cap Value ETF (VBR) Overview
- Type: ETF
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
VBR Performance
- MTD
- Return: 1.6%, Sharpe: 4.81, Volatility: 10.5%, Max Drawdown: -1.3%
- YTD
- Return: 12.5%, Sharpe: 1.14, Volatility: 13.5%, Max Drawdown: -8.9%
- 1Y
- Return: 18.8%, Sharpe: 1.29, Volatility: 13.7%, Max Drawdown: -8.9%
- 5Y
- Return: 50.4%, Sharpe: 0.51, Volatility: 19.0%, Max Drawdown: -24.2%
- 10Y
- Return: 164.8%, Sharpe: 0.55, Volatility: 21.2%, Max Drawdown: -45.3%
Frequently Asked Questions
- What is Vanguard Morningstar Small-Cap Value ETF (VBR)?
- Vanguard Morningstar Small-Cap Value ETF (VBR) 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 VBR compare to other assets?
- You can compare VBR with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in VBR through pfolio?
- pfolio helps you build diversified portfolios that may include VBR. You invest through your own broker — pfolio provides the analytics.