Vanguard Small-Cap Value Index Fund ETF Shares (VBR) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Vanguard Small-Cap Value Index Fund ETF Shares (VBR): 1Y return 22.6%, Sharpe ratio 1.40, volatility 14.8%, 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 Small-Cap Value Index Fund ETF Shares (VBR) Overview
- Type: ETF
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
VBR Performance
- MTD
- Return: -0.5%, Sharpe: -1.31, Volatility: 10.3%, Max Drawdown: -1.9%
- YTD
- Return: 15.3%, Sharpe: 1.86, Volatility: 14.6%, Max Drawdown: -8.9%
- 1Y
- Return: 22.6%, Sharpe: 1.40, Volatility: 14.8%, Max Drawdown: -8.9%
- 5Y
- Return: 57.5%, Sharpe: 0.55, Volatility: 19.3%, Max Drawdown: -24.2%
- 10Y
- Return: 173.3%, Sharpe: 0.56, Volatility: 21.2%, Max Drawdown: -45.3%
Frequently Asked Questions
- What is Vanguard Small-Cap Value Index Fund ETF Shares (VBR)?
- Vanguard Small-Cap Value Index Fund ETF Shares (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.