Simulation Settings
Category: Stocks
Period: January 2005 - May 2025 (~20 years)
Consolidated Returns as of 31 May 2025
Live Update available for June 2025
Initial Amount: 1$
Currency:
USD
Inflation: US
(Change Settings)
Results
Vanguard Small-Cap Value (VBR)
1.00$
Invested Capital
January 2005
January 2005
4.97$
Final Capital
May 2025
May 2025
8.17%
Yearly Return
19.62%
Std Deviation
-55.89%
Max Drawdown
45months
Recovery Period
1.00$
Invested Capital
January 2005
January 2005
2.97$
Final Capital
May 2025
May 2025
5.48%
Yearly Return
19.62%
Std Deviation
-57.12%
Max Drawdown
68months
Recovery Period
---
1 Day: ---
---
Month: ---
The Vanguard Small-Cap Value (VBR) ETF covers to the following investment themes:
- Asset Class: Equity
- Size: Multi Cap
- Style: Blend
- Region: North America
- Country: U.S.
As of May 2025, over the analyzed timeframe, the Vanguard Small-Cap Value (VBR) ETF obtained a 8.17% compound annual return, with a 19.62% standard deviation. It suffered a maximum drawdown of -55.89% that required 45 months to be recovered.
Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information.
The authors of the website are not affiliated with the ETFs/Assets issuers. Content is for informational, educational, illustrative and entertainment purposes only.
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Investment Returns as of May 31, 2025
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- dividend reinvestment, when applicable.
VANGUARD SMALL-CAP VALUE (VBR) ETF
Capital Growth
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| Initial Amount $ | Final Amount $ | Total Return (%) | Annualized (%) | ||
|---|---|---|---|---|---|
|
Vanguard Small-Cap Value (VBR) |
1 $ | 4.97 $ | 397.30% | 8.17% | |
| Jan 2005 | May 2025 |
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| Initial Amount $ | Final Amount $ | Total Return (%) | Annualized (%) | ||
|---|---|---|---|---|---|
|
Vanguard Small-Cap Value (VBR) |
1 $ | 2.97 $ | 197.30% | 5.48% | |
| Jan 2005 | May 2025 |
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|
Show Live Returns: June 2025
|
Chg (%) | Return (%) | Return (%) as of May 31, 2025 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | --- |
YTD (5M) |
1M | 6M | 1Y | 5Y | 10Y | 20Y |
MAX (~20Y) |
|||
| Investment Return | --- | --- | -4.02 | 5.00 | -11.53 | 2.81 | 14.82 | 7.84 | 8.44 | 8.17 | |||
| Returns over 1 year are annualized | |||||||||||||
| (*) Eastern Time (ET - America/New York) | |||||||||||||
| The live monthly return is calculated by assuming, for each asset, the weight defined by the base asset allocation. | |||||||||||||
In 2024, the Vanguard Small-Cap Value (VBR) ETF granted a 1.98% dividend yield. If you are interested in getting periodic income, please refer to the Vanguard Small-Cap Value (VBR) ETF: Dividend Yield page.
Investment Metrics as of May 31, 2025
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- dividend reinvestment, when applicable.
VANGUARD SMALL-CAP VALUE (VBR) ETF
Advanced Metrics
1 January 2005 - 31 May 2025 (~20 years)
Swipe left to see all data
| Metrics as of May 31, 2025 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
YTD
(5M) |
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y |
MAX
(~20Y) |
|
| Investment Return (%) | -4.02 | 5.00 | -3.83 | -11.53 | 2.81 | 6.40 | 14.82 | 7.84 | 8.44 | 8.17 |
| Growth of 1$ | 0.96 | 1.05 | 0.96 | 0.88 | 1.03 | 1.20 | 2.00 | 2.13 | 5.06 | 4.97 |
| US Inflation (%) | 0.94 | 0.08 | 0.25 | 1.33 | 2.37 | 3.25 | 4.62 | 3.07 | 2.56 | 2.55 |
| Returns / Inflation rates over 1 year are annualized. | ||||||||||
|
DRAWDOWN
|
Current | 1Y | 3Y | 5Y | 10Y | 20Y | MAX | |||
| Deepest Drawdown Depth (%) | -11.53 | -15.75 | -15.75 | -18.72 | -35.27 | -55.89 | -55.89 | |||
| Start to Recovery (# months) | 6* | 6* | 6* | 19 | 28 | 45 | 45 | |||
| Start (yyyy mm) | 2024 12 | 2024 12 | 2022 01 | 2018 09 | 2007 06 | 2007 06 | ||||
| Start to Bottom (# months) | 5 | 5 | 9 | 19 | 21 | 21 | ||||
| Bottom (yyyy mm) | 2025 04 | 2025 04 | 2022 09 | 2020 03 | 2009 02 | 2009 02 | ||||
| Bottom to End (# months) | 1 | 1 | 10 | 9 | 24 | 24 | ||||
| End (yyyy mm) | - | - | 2023 07 | 2020 12 | 2011 02 | 2011 02 | ||||
| Longest Drawdown Depth (%) |
same |
same |
same |
same |
same |
same |
||||
| Start to Recovery (# months) | ||||||||||
| Start (yyyy mm) | 2024 12 | 2024 12 | 2022 01 | 2018 09 | 2007 06 | 2007 06 | ||||
| Start to Bottom (# months) | 5 | 5 | 9 | 19 | 21 | 21 | ||||
| Bottom (yyyy mm) | 2025 04 | 2025 04 | 2022 09 | 2020 03 | 2009 02 | 2009 02 | ||||
| Bottom to End (# months) | 1 | 1 | 10 | 9 | 24 | 24 | ||||
| End (yyyy mm) | - | - | 2023 07 | 2020 12 | 2011 02 | 2011 02 | ||||
| Longest negative period (# months) | 11 | 17 | 31 | 58 | 72 | 72 | ||||
| Start (yyyy mm) | 2024 06 | 2022 06 | 2021 04 | 2015 06 | 2014 04 | 2014 04 | ||||
| End (yyyy mm) | 2025 04 | 2023 10 | 2023 10 | 2020 03 | 2020 03 | 2020 03 | ||||
| Annualized Return (%) | -2.27 | -4.60 | -1.37 | -2.17 | -0.06 | -0.06 | ||||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
| Deepest Drawdown Depth (%) | -12.70 | -16.79 | -16.79 | -24.15 | -36.90 | -57.12 | -57.12 | |||
| Start to Recovery (# months) | 6* | 6* | 6* | 38 | 28 | 68 | 68 | |||
| Start (yyyy mm) | 2024 12 | 2024 12 | 2021 06 | 2018 09 | 2007 06 | 2007 06 | ||||
| Start to Bottom (# months) | 5 | 5 | 16 | 19 | 21 | 21 | ||||
| Bottom (yyyy mm) | 2025 04 | 2025 04 | 2022 09 | 2020 03 | 2009 02 | 2009 02 | ||||
| Bottom to End (# months) | 1 | 1 | 22 | 9 | 47 | 47 | ||||
| End (yyyy mm) | - | - | 2024 07 | 2020 12 | 2013 01 | 2013 01 | ||||
| Longest Drawdown Depth (%) |
same |
-15.16 |
same |
-24.15 |
same |
same |
||||
| Start to Recovery (# months) | 8 | 38 | ||||||||
| Start (yyyy mm) | 2024 12 | 2022 06 | 2021 06 | 2021 06 | 2007 06 | 2007 06 | ||||
| Start to Bottom (# months) | 5 | 4 | 16 | 16 | 21 | 21 | ||||
| Bottom (yyyy mm) | 2025 04 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | ||||
| Bottom to End (# months) | 1 | 4 | 22 | 22 | 47 | 47 | ||||
| End (yyyy mm) | - | 2023 01 | 2024 07 | 2024 07 | 2013 01 | 2013 01 | ||||
| Longest negative period (# months) | 11 | 18 | 49 | 63 | 77 | 81 | ||||
| Start (yyyy mm) | 2024 06 | 2022 06 | 2021 04 | 2018 08 | 2013 11 | 2005 01 | ||||
| End (yyyy mm) | 2025 04 | 2023 11 | 2025 04 | 2023 10 | 2020 03 | 2011 09 | ||||
| Annualized Return (%) | -4.66 | -2.59 | -0.53 | -0.10 | -0.22 | -1.18 | ||||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | MAX | ||||
| Standard Deviation (%) | 17.62 | 21.60 | 19.95 | 20.02 | 19.68 | 19.62 | ||||
| Sharpe Ratio | -0.11 | 0.09 | 0.61 | 0.30 | 0.35 | 0.34 | ||||
| Sortino Ratio | -0.16 | 0.14 | 0.89 | 0.41 | 0.47 | 0.45 | ||||
| Ulcer Index | 7.32 | 6.71 | 6.36 | 8.50 | 13.09 | 12.98 | ||||
| Ratio: Return / Standard Deviation | 0.16 | 0.30 | 0.74 | 0.39 | 0.43 | 0.42 | ||||
| Ratio: Return / Deepest Drawdown | 0.18 | 0.41 | 0.79 | 0.22 | 0.15 | 0.15 | ||||
| Positive Months (%) | 50.00 | 47.22 | 56.66 | 61.66 | 62.50 | 62.04 | ||||
| Positive Months | 6 | 17 | 34 | 74 | 150 | 152 | ||||
| Negative Months | 6 | 19 | 26 | 46 | 90 | 93 | ||||
|
LONG TERM RETURNS
|
1Y | 3Y | 5Y | 10Y | 20Y | MAX | ||||
| Best 10 Years Return (%) - Annualized | 7.84 | 17.57 | 17.57 | |||||||
| Worst 10 Years Return (%) - Annualized | 5.89 | 5.89 | ||||||||
| Best 10 Years Return (%) - Annualized | 4.63 | 15.53 | 15.53 | |||||||
| Worst 10 Years Return (%) - Annualized | 4.04 | 4.04 | ||||||||
|
TIMEFRAMES
|
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | MAX | |
| Best Rolling Return (%) - Annualized | 90.35 | 31.70 | 28.12 | 17.57 | 8.97 | |||||
| Worst Rolling Return (%) - Annualized | -45.43 | -19.13 | -2.09 | 5.89 | 8.44 | |||||
| Positive Periods (%) | 70.9 | 84.7 | 96.7 | 100.0 | 100.0 | |||||
| Best Rolling Return (%) - Annualized | 85.49 | 28.63 | 25.53 | 15.53 | 6.22 | |||||
| Worst Rolling Return (%) - Annualized | -45.44 | -20.86 | -3.83 | 4.04 | 5.74 | |||||
| Positive Periods (%) | 66.6 | 79.5 | 88.7 | 100.0 | 100.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 8.49 | 13.67 | 17.89 | 20.36 | 22.41 | 0.00 | 0.00 | |||
| 95% CVaR - Conditional Value at Risk (%) | 10.85 | 17.74 | 23.65 | 33.34 | 32.28 | 2.64 | 0.00 | |||
| 99% VaR - Value at Risk (%) - Cumulative | 12.35 | 20.36 | 27.35 | 40.39 | 44.47 | 6.74 | 0.00 | |||
| 99% CVaR - Conditional Value at Risk (%) | 14.81 | 24.61 | 33.36 | 45.43 | 47.12 | 10.00 | 0.00 | |||
| Short term VaRs: analytical | 1+ year VaRs: historical data | ||||||||||
| Safe Withdrawal Rate (%) | 71.55 | 23.45 | 15.12 | 9.52 | 7.31 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | 3.42 | 4.98 | |||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | ||||||||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
- Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration. When cashflows are involved, portfolio values are normalized by the invested capital (i.e. owned quotes) at each time step: this isolates the effect of market performance from capital contributions, avoiding misleading drawdowns caused by large inflows that artificially lift portfolio value and, as a result, the drawdowns match the ones without cash flows.
- Longest negative period: it's the maximum period for which an overall negative return has been observed.
- Standard Deviation: it's a measure of the dispersion of returns around the mean.
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
- Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
- Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
- Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
- Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
- Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
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Correlations as of May 31, 2025
Correlation measures to what degree the returns of two assets move in relation to each other. It is a statistical measure that describes the extent to which the returns of one asset are related to the returns of another asset.
The following table shows the 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 May 2025
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| Correlation vs VBR | |||||
|---|---|---|---|---|---|
| Asset Class | 1 Year | 5 Years | 10 Years | 30 Years | |
|
VTI
|
US Total Stock Market | 0.80 | 0.87 | 0.90 | - |
|
SPY
|
US Large Cap Blend | 0.75 | 0.84 | 0.88 | - |
|
IJH
|
US Mid Cap Blend | 0.98 | 0.98 | 0.98 | - |
|
IJR
|
US Small Cap Blend | 0.99 | 0.98 | 0.98 | - |
|
VNQ
|
US REITs | 0.73 | 0.81 | 0.77 | - |
|
QQQ
|
US Technology | 0.43 | 0.66 | 0.69 | - |
|
PFF
|
US Preferred Stocks | 0.64 | 0.70 | 0.70 | - |
|
EFA
|
EAFE Stocks | 0.35 | 0.78 | 0.80 | - |
|
VT
|
World All Countries | 0.79 | 0.87 | 0.89 | - |
|
EEM
|
Emerging Markets | 0.11 | 0.59 | 0.65 | - |
|
BND
|
US Total Bond Market | 0.39 | 0.49 | 0.30 | - |
|
TLT
|
US Long Term Treasuries | 0.37 | 0.39 | 0.00 | - |
|
BIL
|
US Cash | 0.29 | -0.10 | -0.08 | - |
|
TIP
|
US TIPS | 0.31 | 0.55 | 0.40 | - |
|
LQD
|
US Invest. Grade Bonds | 0.55 | 0.59 | 0.50 | - |
|
HYG
|
US High Yield Bonds | 0.81 | 0.75 | 0.78 | - |
|
CWB
|
US Convertible Bonds | 0.87 | 0.80 | 0.84 | - |
|
BNDX
|
International Bonds | 0.58 | 0.49 | 0.35 | - |
|
EMB
|
Emerg. Market Bonds | 0.67 | 0.67 | 0.63 | - |
|
GLD
|
Gold | -0.13 | 0.03 | 0.00 | - |
|
DBC
|
Commodities | -0.10 | 0.38 | 0.50 | - |
Correlation values range between -1 and +1
- A correlation of +1 indicates that the returns of the two assets move in perfect synchrony; when one asset's returns go up, the other asset's returns also go up by the same percentage, and vice versa. This perfect positive correlation implies that the assets perform similarly in different market conditions.
- A correlation of -1 indicates a perfect inverse relationship between the returns of the two assets. When one asset's returns go up, the other asset's returns go down by the same percentage. This perfect negative correlation suggests that the assets move in opposite directions, providing a diversification benefit by reducing overall portfolio risk.
- A correlation of 0 means that there is no linear relationship between the returns of the two assets. The returns of one asset do not predict the returns of the other.
Learn about historical correlations here: see how the main asset classes relate to each other.
Drawdowns
A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
VANGUARD SMALL-CAP VALUE (VBR) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
1 June 2005 - 31 May 2025 (20 Years)
1 January 2005 - 31 May 2025 (~20 years)
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Rolling Returns
For a detailed rolling return analysis, click here
Vanguard Small-Cap Value (VBR) ETF: Rolling Returns
Vanguard Small-Cap Value (VBR) ETF: Rolling Returns
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
VANGUARD SMALL-CAP VALUE (VBR) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
1 June 2005 - 31 May 2025 (20 Years)
1 January 2005 - 31 May 2025 (~20 years)
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The values shown for the rolling periods represent key statistical points: the minimum, maximum, median, and the 15th and 85th percentiles. These percentiles give insight into the distribution of the data, indicating the range within which the central 70% of the values lie, while the median represents the middle value.
Seasonality
In which months is it better to invest in Vanguard Small-Cap Value (VBR) ETF?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past. They are retrieved considering the time period from January 2005 to May 2025.
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For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the Vanguard Small-Cap Value (VBR) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
VANGUARD SMALL-CAP VALUE (VBR) ETF
Monthly Returns Distribution
1 June 2005 - 31 May 2025 (20 Years)
1 January 2005 - 31 May 2025 (~20 years)
150 Positive Months (63%) - 90 Negative Months (38%)
152 Positive Months (62%) - 93 Negative Months (38%)
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