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.
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
|
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).
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.
The Inflation Adjusted Capital now would be 2317.19$, with a net total return of 131.72% (5.76% annualized).
The Inflation Adjusted Capital now would be 2612.02$, with a net total return of 161.20% (5.61% annualized).
Drawdowns
Worst drawdowns since August 2007.
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.
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
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% |
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?
For further information about the seasonality, check the Asset Class Seasonality page.
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 |
Monthly/Yearly Returns
Vanguard Small-Cap Value (VBR) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?
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 |