Data Source: from January 2005 to July 2022
Consolidated Returns as of 31 Jul 2022
Category: Stocks
ETF: Vanguard Small-Cap Value (VBR)

In the last 15 Years, the Vanguard Small-Cap Value (VBR) ETF obtained a 8.28% compound annual return, with a 20.50% standard deviation.

In 2021, the ETF granted a 2.22% dividend yield. If you are interested in getting periodic income, please refer to the Vanguard Small-Cap Value (VBR) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Multi Cap
  • Style: Blend
  • Region: North America
  • Country: U.S.

Historical Returns as of Jul 31, 2022

Historical returns and stats of Vanguard Small-Cap Value (VBR) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.

VANGUARD SMALL-CAP VALUE (VBR) ETF
Consolidated returns as of 31 Jul 2022
Data Source: from January 2005 to July 2022
Swipe left to see all data
Period Return (%)
as of Jul 2022		 Return (%)
Infl.Adj.		 Standard
Deviation (%)		 Max
Drawdown (%)		 Months
Pos - Neg
1M
Jul 2022
9.83
9.84
0.00
1 - 0
3M
0.33
-2.10
-10.32
Jun 2022 - Jun 2022
2 - 1
6M
-2.95
-7.90
-14.44
Apr 2022 - Jun 2022
4 - 2
YTD
-7.23
-12.70
-15.53
Jan 2022 - Jun 2022
4 - 3
1Y
-1.84
-9.55
18.34
-15.53
Jan 2022 - Jun 2022
7 - 5
58% pos
3Y(*)
9.84
4.70
24.78
-34.98
Jan 2020 - Mar 2020
24 - 12
67% pos
5Y(*)
7.94
3.90
22.04
-35.27
Sep 2018 - Mar 2020
41 - 19
68% pos
10Y(*)
11.56
8.73
17.84
-35.27
Sep 2018 - Mar 2020
83 - 37
69% pos
15Y(*)
8.28
5.76
20.50
-53.06
Nov 2007 - Feb 2009
117 - 63
65% pos
MAX(*)
01 Jan 2005
8.30
5.61
19.46
-55.89
Jun 2007 - Feb 2009
136 - 75
64% pos
(*) Returns over 1 year are annualized

US Inflation is updated to Jul 2022. Current inflation (annualized) is 1Y: 8.52% , 5Y: 3.89% , 10Y: 2.60%

Correlations as of Jul 31, 2022

Monthly correlations of Vanguard Small-Cap Value (VBR) ETF vs the main Asset Classes, over different timeframes.

Columns are sortable (click on table header to sort).

VANGUARD SMALL-CAP VALUE (VBR) ETF
Monthly correlations as of 31 Jul 2022
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Correlation vs VBR
 
Asset Class 1 Year 5 Years 10 Years Since
Jan 2005
US Total Stock Market
VTI
0.93
0.92
0.91
0.93
US Large Cap
SPY
0.92
0.90
0.89
0.91
US Small Cap
IJR
0.98
0.98
0.98
0.98
US REITs
VNQ
0.81
0.79
0.66
0.78
US Technology
QQQ
0.85
0.75
0.71
0.78
Preferred Stocks
PFF
0.90
0.79
0.69
0.56
EAFE Stocks
EFA
0.94
0.90
0.80
0.82
World All Countries
VT
0.95
0.93
0.90
0.89
Emerging Markets
EEM
0.66
0.75
0.65
0.72
Europe
VGK
0.90
0.87
0.78
0.81
Pacific
VPL
0.96
0.88
0.76
0.77
Latin America
FLLA
0.60
0.64
0.56
0.64
US Total Bond Market
BND
0.68
0.20
0.10
0.07
Long Term Treasuries
TLT
0.46
-0.29
-0.29
-0.31
US Cash
BIL
-0.16
-0.32
-0.24
-0.11
TIPS
TIP
0.82
0.36
0.23
0.17
Investment Grade Bonds
LQD
0.79
0.49
0.38
0.32
High Yield Bonds
HYG
0.93
0.82
0.76
0.74
International Bond Market
BNDX
0.62
0.25
0.18
0.17
Emerging Market Bonds
EMB
0.85
0.66
0.54
0.55
Gold
GLD
0.29
0.02
-0.02
0.03
Commodities
DBC
0.25
0.63
0.51
0.48

Capital Growth as of Jul 31, 2022

Capital growth, returns, stats are calculated assuming a reinvestment of dividends.

If you are interested in getting periodic income, please refer to the Vanguard Small-Cap Value (VBR) ETF: Dividend Yield page.

An investment of 1000$, since August 2007, now would be worth 3295.88$, with a total return of 229.59% (8.28% annualized).

The Inflation Adjusted Capital now would be 2317.19$, with a net total return of 131.72% (5.76% annualized).
An investment of 1000$, since January 2005, now would be worth 4066.62$, with a total return of 306.66% (8.30% annualized).

The Inflation Adjusted Capital now would be 2612.02$, with a net total return of 161.20% (5.61% annualized).
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Drawdowns

Worst drawdowns since August 2007.

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Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-53.06% Nov 2007 Feb 2009 16 Dec 2010 22 38
-35.27% Sep 2018 Mar 2020 19 Dec 2020 9 28
-23.99% May 2011 Sep 2011 5 Sep 2012 12 17
-15.53% Jan 2022 Jun 2022 6 in progress 1 7
-13.89% Jun 2015 Jan 2016 8 Jul 2016 6 14
-5.54% Sep 2014 Sep 2014 1 Nov 2014 2 3
-4.79% Jul 2014 Jul 2014 1 Aug 2014 1 2
-4.74% Feb 2018 Feb 2018 1 May 2018 3 4
-4.17% Aug 2013 Aug 2013 1 Sep 2013 1 2
-3.30% Jan 2015 Jan 2015 1 Feb 2015 1 2
-3.15% Jun 2021 Sep 2021 4 Oct 2021 1 5
-3.02% Nov 2021 Nov 2021 1 Dec 2021 1 2
-2.92% Oct 2016 Oct 2016 1 Nov 2016 1 2
-2.78% Jan 2014 Jan 2014 1 Feb 2014 1 2
-2.71% Mar 2017 May 2017 3 Jul 2017 2 5
-1.46% Aug 2017 Aug 2017 1 Sep 2017 1 2
-1.30% Apr 2015 Apr 2015 1 May 2015 1 2
-1.27% Jun 2013 Jun 2013 1 Jul 2013 1 2
-1.13% Apr 2014 Apr 2014 1 May 2014 1 2
-0.70% Oct 2012 Oct 2012 1 Nov 2012 1 2

Worst drawdowns since January 2005.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-55.89% Jun 2007 Feb 2009 21 Feb 2011 24 45
-35.27% Sep 2018 Mar 2020 19 Dec 2020 9 28
-23.99% May 2011 Sep 2011 5 Sep 2012 12 17
-15.53% Jan 2022 Jun 2022 6 in progress 1 7
-13.89% Jun 2015 Jan 2016 8 Jul 2016 6 14
-8.32% Jan 2005 Apr 2005 4 Jun 2005 2 6
-5.54% Sep 2014 Sep 2014 1 Nov 2014 2 3
-4.79% Jul 2014 Jul 2014 1 Aug 2014 1 2
-4.74% Feb 2018 Feb 2018 1 May 2018 3 4
-4.44% Aug 2005 Oct 2005 3 Jan 2006 3 6
-4.17% Aug 2013 Aug 2013 1 Sep 2013 1 2
-4.01% Apr 2006 Jul 2006 4 Oct 2006 3 7
-3.30% Jan 2015 Jan 2015 1 Feb 2015 1 2
-3.15% Jun 2021 Sep 2021 4 Oct 2021 1 5
-3.02% Nov 2021 Nov 2021 1 Dec 2021 1 2
-2.92% Oct 2016 Oct 2016 1 Nov 2016 1 2
-2.78% Jan 2014 Jan 2014 1 Feb 2014 1 2
-2.71% Mar 2017 May 2017 3 Jul 2017 2 5
-1.46% Aug 2017 Aug 2017 1 Sep 2017 1 2
-1.30% Apr 2015 Apr 2015 1 May 2015 1 2

Rolling Returns ( more details)

Vanguard Small-Cap Value (VBR) ETF: annualized rolling and average returns

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Rolling
Period		 Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
 10.98 90.35
Apr 2020 - Mar 2021 		-45.43
Mar 2008 - Feb 2009 		28.50%
2 Years
 9.27 51.33
Mar 2009 - Feb 2011 		-31.52
Mar 2007 - Feb 2009 		20.21%
3 Years
 8.17 31.70
Mar 2009 - Feb 2012 		-19.13
Mar 2006 - Feb 2009 		18.18%
5 Years
 9.44 28.12
Mar 2009 - Feb 2014 		-2.09
Apr 2015 - Mar 2020 		3.95%
7 Years
 9.88 19.05
Apr 2009 - Mar 2016 		3.16
Apr 2013 - Mar 2020 		0.00%
10 Years
 10.08 17.57
Mar 2009 - Feb 2019 		5.89
Feb 2006 - Jan 2016 		0.00%
15 Years
 7.79 9.19
Jun 2006 - May 2021 		5.33
Apr 2005 - Mar 2020 		0.00%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Vanguard Small-Cap Value (VBR) ETF: Rolling Returns page.

Seasonality

Vanguard Small-Cap Value (VBR) ETF: in which months is it better to invest?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %		 -0.25
50% 		0.73
72% 		1.04
72% 		2.43
67% 		0.52
67% 		-0.72
50% 		2.02
61% 		-0.07
59% 		0.16
59% 		0.36
65% 		2.08
76% 		1.66
76%
Best
Year		 11.2
2019 		8.8
2021 		8.9
2016 		19.6
2009 		7.3
2005 		6.8
2019 		10.6
2009 		6.2
2009 		10.4
2010 		14.4
2011 		17.4
2020 		7.7
2010
Worst
Year		 -12.4
2009 		-14.0
2009 		-25.1
2020 		-6.3
2022 		-8.1
2019 		-11.4
2008 		-7.7
2007 		-8.2
2011 		-10.6
2011 		-22.0
2008 		-9.6
2008 		-11.4
2018
Statistics calculated for the period Jan 2005 - Jul 2022

Monthly/Yearly Returns

Vanguard Small-Cap Value (VBR) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
136 Positive Months (64%) - 75 Negative Months (36%)
Jan 2005 - Jul 2022
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
 -7.23 -12.70 -4.4 1.6 1.6 -6.3 1.9 -10.3 9.8
2021
 +28.06 +19.64 2.0 8.8 5.3 4.0 2.2 -1.0 -1.6 2.1 -2.6 4.6 -3.0 4.9
2020
 +5.87 +4.45 -3.4 -10.2 -25.1 13.1 4.8 2.1 3.3 4.6 -3.7 3.1 17.4 6.8
2019
 +22.77 +20.02 11.2 4.0 -1.9 3.9 -8.1 6.8 0.8 -5.4 4.0 1.7 2.5 2.8
2018
 -12.26 -13.90 1.9 -4.7 0.8 0.4 4.5 0.4 2.5 2.4 -1.7 -9.0 2.4 -11.4
2017
 +11.80 +9.49 0.7 2.0 -0.7 0.4 -2.4 2.4 1.0 -1.5 5.0 0.9 3.2 0.5
2016
 +24.90 +22.36 -6.4 1.5 8.9 2.1 1.4 0.1 4.6 0.7 0.3 -2.9 10.2 2.9
2015
 -4.76 -5.45 -3.3 5.7 1.3 -1.3 1.4 -1.5 -0.9 -4.8 -3.6 6.6 1.3 -4.9
2014
 +10.55 +9.72 -2.8 5.0 1.3 -1.1 1.6 4.3 -4.8 5.1 -5.5 4.9 1.1 1.8
2013
 +36.55 +34.53 6.5 1.6 4.6 0.1 3.1 -1.3 6.8 -4.2 5.3 3.9 2.9 2.7
2012
 +18.98 +16.94 7.0 2.6 2.4 -1.0 -6.3 4.5 -0.4 3.0 2.8 -0.7 1.0 3.3
2011
 -4.23 -6.98 0.6 4.7 1.5 2.3 -2.1 -2.1 -3.3 -8.2 -10.6 14.4 -0.1 0.8
2010
 +25.10 +23.26 -3.0 5.0 8.2 6.2 -8.0 -8.2 7.5 -6.7 10.4 3.6 2.3 7.7
2009
 +30.92 +27.46 -12.4 -14.0 8.8 19.6 3.8 -0.1 10.6 6.2 5.4 -6.1 3.6 6.9
2008
 -32.20 -32.27 -3.9 -2.6 -0.4 4.7 4.1 -11.4 4.1 3.6 -5.3 -22.0 -9.6 4.5
2007
 -6.94 -10.58 2.0 -0.6 0.6 1.7 3.8 -2.3 -7.7 1.7 0.9 1.6 -6.9 -1.3
2006
 +19.49 +16.53 6.9 0.5 3.6 0.0 -3.7 1.0 -1.2 2.1 0.9 4.6 3.3 0.4
2005
 +6.26 +2.75 -3.7 2.4 -2.2 -5.0 7.3 3.6 5.5 -2.0 0.8 -3.2 3.8 -0.2
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