In the last 15 Years, the Vanguard Small-Cap (VB) ETF obtained a 8.69% compound annual return, with a 20.19% standard deviation.
In 2021, the ETF granted a 1.44% dividend yield. If you are interested in getting periodic income, please refer to the Vanguard Small-Cap (VB) 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 (VB) 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
|
10.61
|
10.62
|
0.00
|
1 - 0
|
|
3M
|
0.20
|
-2.22
|
-9.41
May 2022 - Jun 2022
|
1 - 2
|
|
6M
|
-5.88
|
-10.69
|
-16.86
Apr 2022 - Jun 2022
|
3 - 3
|
|
YTD
|
-13.30
|
-18.41
|
-21.61
Jan 2022 - Jun 2022
|
3 - 4
|
|
1Y
|
-11.05
|
-18.04
|
19.82
|
-22.43
Nov 2021 - Jun 2022
|
6 - 6
50% pos
|
3Y(*)
|
8.56
|
3.48
|
23.58
|
-30.07
Jan 2020 - Mar 2020
|
24 - 12
67% pos
|
5Y(*)
|
8.80
|
4.73
|
21.29
|
-30.07
Jan 2020 - Mar 2020
|
41 - 19
68% pos
|
10Y(*)
|
11.66
|
8.83
|
17.32
|
-30.07
Jan 2020 - Mar 2020
|
82 - 38
68% pos
|
15Y(*)
|
8.69
|
6.16
|
20.19
|
-53.01
Nov 2007 - Feb 2009
|
116 - 64
64% pos
|
MAX(*)
01 Jan 2005
|
8.86
|
6.15
|
19.23
|
-53.72
Jun 2007 - Feb 2009
|
135 - 76
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 (VB) ETF vs the main Asset Classes, over different timeframes.
Columns are sortable (click on table header to sort).
Correlation vs VB | |||||
---|---|---|---|---|---|
|
|||||
Asset Class | 1 Year | 5 Years | 10 Years | Since Jan 2005 |
|
US Total Stock Market VTI |
0.96
|
0.95
|
0.94
|
0.95
|
|
US Large Cap SPY |
0.94
|
0.92
|
0.91
|
0.93
|
|
US Small Cap IJR |
0.99
|
0.98
|
0.97
|
0.98
|
|
US REITs VNQ |
0.84
|
0.80
|
0.67
|
0.77
|
|
US Technology QQQ |
0.89
|
0.82
|
0.78
|
0.84
|
|
Preferred Stocks PFF |
0.91
|
0.81
|
0.71
|
0.57
|
|
EAFE Stocks EFA |
0.91
|
0.89
|
0.81
|
0.83
|
|
World All Countries VT |
0.95
|
0.95
|
0.91
|
0.91
|
|
Emerging Markets EEM |
0.59
|
0.75
|
0.65
|
0.75
|
|
Europe VGK |
0.86
|
0.86
|
0.78
|
0.82
|
|
Pacific VPL |
0.94
|
0.88
|
0.78
|
0.79
|
|
Latin America FLLA |
0.48
|
0.59
|
0.52
|
0.65
|
|
US Total Bond Market BND |
0.70
|
0.30
|
0.19
|
0.09
|
|
Long Term Treasuries TLT |
0.52
|
-0.18
|
-0.20
|
-0.29
|
|
US Cash BIL |
-0.06
|
-0.26
|
-0.20
|
-0.10
|
|
TIPS TIP |
0.83
|
0.45
|
0.28
|
0.19
|
|
Investment Grade Bonds LQD |
0.80
|
0.57
|
0.44
|
0.35
|
|
High Yield Bonds HYG |
0.88
|
0.85
|
0.78
|
0.76
|
|
International Bond Market BNDX |
0.64
|
0.33
|
0.24
|
0.20
|
|
Emerging Market Bonds EMB |
0.82
|
0.70
|
0.57
|
0.55
|
|
Gold GLD |
0.29
|
0.05
|
0.01
|
0.06
|
|
Commodities DBC |
0.14
|
0.57
|
0.47
|
0.49
|
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 (VB) ETF: Dividend Yield page.
The Inflation Adjusted Capital now would be 2452.60$, with a net total return of 145.26% (6.16% annualized).
The Inflation Adjusted Capital now would be 2858.22$, with a net total return of 185.82% (6.15% annualized).
Drawdowns
Worst drawdowns since August 2007.
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-53.01% | Nov 2007 | Feb 2009 | 16 | Dec 2010 | 22 | 38 |
-30.07% | Jan 2020 | Mar 2020 | 3 | Nov 2020 | 8 | 11 |
-24.52% | May 2011 | Sep 2011 | 5 | Dec 2012 | 15 | 20 |
-22.43% | Nov 2021 | Jun 2022 | 8 | in progress | 1 | 9 |
-19.55% | Sep 2018 | Dec 2018 | 4 | Nov 2019 | 11 | 15 |
-15.34% | Apr 2015 | Jan 2016 | 10 | Jul 2016 | 6 | 16 |
-5.54% | Jul 2014 | Sep 2014 | 3 | Dec 2014 | 3 | 6 |
-4.06% | Oct 2016 | Oct 2016 | 1 | Nov 2016 | 1 | 2 |
-3.96% | Feb 2018 | Feb 2018 | 1 | May 2018 | 3 | 4 |
-3.24% | Aug 2013 | Aug 2013 | 1 | Sep 2013 | 1 | 2 |
-3.12% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
-2.62% | Mar 2014 | Apr 2014 | 2 | Jun 2014 | 2 | 4 |
-2.14% | Jan 2015 | Jan 2015 | 1 | Feb 2015 | 1 | 2 |
-2.06% | Jan 2014 | Jan 2014 | 1 | Feb 2014 | 1 | 2 |
-1.48% | Jul 2021 | Jul 2021 | 1 | Aug 2021 | 1 | 2 |
-1.11% | May 2017 | May 2017 | 1 | Jun 2017 | 1 | 2 |
-1.06% | Jun 2013 | Jun 2013 | 1 | Jul 2013 | 1 | 2 |
-0.93% | Aug 2017 | Aug 2017 | 1 | Sep 2017 | 1 | 2 |
-0.19% | Mar 2017 | Mar 2017 | 1 | Apr 2017 | 1 | 2 |
Worst drawdowns since January 2005.
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-53.72% | Jun 2007 | Feb 2009 | 21 | Dec 2010 | 22 | 43 |
-30.07% | Jan 2020 | Mar 2020 | 3 | Nov 2020 | 8 | 11 |
-24.52% | May 2011 | Sep 2011 | 5 | Dec 2012 | 15 | 20 |
-22.43% | Nov 2021 | Jun 2022 | 8 | in progress | 1 | 9 |
-19.55% | Sep 2018 | Dec 2018 | 4 | Nov 2019 | 11 | 15 |
-15.34% | Apr 2015 | Jan 2016 | 10 | Jul 2016 | 6 | 16 |
-8.27% | Jan 2005 | Apr 2005 | 4 | Jun 2005 | 2 | 6 |
-7.97% | May 2006 | Jul 2006 | 3 | Nov 2006 | 4 | 7 |
-5.54% | Jul 2014 | Sep 2014 | 3 | Dec 2014 | 3 | 6 |
-4.83% | Aug 2005 | Oct 2005 | 3 | Nov 2005 | 1 | 4 |
-4.06% | Oct 2016 | Oct 2016 | 1 | Nov 2016 | 1 | 2 |
-3.96% | Feb 2018 | Feb 2018 | 1 | May 2018 | 3 | 4 |
-3.24% | Aug 2013 | Aug 2013 | 1 | Sep 2013 | 1 | 2 |
-3.12% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
-2.62% | Mar 2014 | Apr 2014 | 2 | Jun 2014 | 2 | 4 |
-2.14% | Jan 2015 | Jan 2015 | 1 | Feb 2015 | 1 | 2 |
-2.06% | Jan 2014 | Jan 2014 | 1 | Feb 2014 | 1 | 2 |
-1.48% | Jul 2021 | Jul 2021 | 1 | Aug 2021 | 1 | 2 |
-1.11% | May 2017 | May 2017 | 1 | Jun 2017 | 1 | 2 |
-1.06% | Jun 2013 | Jun 2013 | 1 | Jul 2013 | 1 | 2 |
Rolling Returns ( more details)
Vanguard Small-Cap (VB) ETF: annualized rolling and average returns
Rolling Period |
Return (*) | Negative Periods |
||
---|---|---|---|---|
Average (%) | Best (%) | Worst (%) | ||
1 Year |
11.71 |
87.88 Apr 2020 - Mar 2021 |
-44.49 Mar 2008 - Feb 2009 |
25.00% |
2 Years |
10.43 |
52.95 Mar 2009 - Feb 2011 |
-29.15 Mar 2007 - Feb 2009 |
18.09% |
3 Years |
9.39 |
33.21 Mar 2009 - Feb 2012 |
-17.97 Mar 2006 - Feb 2009 |
14.77% |
5 Years |
10.45 |
29.11 Mar 2009 - Feb 2014 |
0.36 Apr 2015 - Mar 2020 |
0.00% |
7 Years |
10.69 |
18.92 Mar 2009 - Feb 2016 |
4.56 Jan 2005 - Dec 2011 |
0.00% |
10 Years |
10.87 |
18.10 Mar 2009 - Feb 2019 |
6.32 Feb 2006 - Jan 2016 |
0.00% |
15 Years |
9.10 |
10.57 Aug 2006 - Jul 2021 |
6.77 Apr 2005 - Mar 2020 |
0.00% |
If you need a deeper detail about rolling returns, please refer to the Vanguard Small-Cap (VB) ETF: Rolling Returns page.
Seasonality
Vanguard Small-Cap (VB) 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 % |
-0.14 50% |
0.89 72% |
1.07 67% |
2.38 72% |
0.71 61% |
-0.23 56% |
1.95 61% |
0.01 59% |
0.01 59% |
0.18 65% |
1.95 76% |
1.59 71% |
Best Year |
11.7 2019 |
6.2 2021 |
8.5 2009 |
18.7 2009 |
7.7 2020 |
7.0 2019 |
10.6 2022 |
5.1 2014 |
12.0 2010 |
15.3 2011 |
15.8 2020 |
7.9 2009 |
Worst Year |
-9.7 2009 |
-12.0 2009 |
-22.0 2020 |
-8.2 2022 |
-7.8 2010 |
-9.4 2022 |
-6.2 2007 |
-8.3 2011 |
-11.0 2011 |
-21.9 2008 |
-11.4 2008 |
-11.1 2018 |
Monthly/Yearly Returns
Vanguard Small-Cap (VB) 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 |
-13.30 | -18.41 | -7.9 | 0.9 | 1.5 | -8.2 | 0.0 | -9.4 | 10.6 | |||||
2021 |
+17.56 | +9.83 | 2.0 | 6.2 | 1.8 | 3.9 | 0.0 | 1.5 | -1.5 | 2.0 | -3.1 | 4.9 | -4.3 | 3.4 |
2020 |
+19.16 | +17.56 | -2.0 | -8.5 | -22.0 | 14.6 | 7.7 | 2.6 | 4.6 | 4.0 | -2.6 | 2.2 | 15.8 | 7.5 |
2019 |
+27.32 | +24.48 | 11.7 | 4.9 | -0.9 | 3.6 | -7.2 | 7.0 | 1.2 | -4.0 | 1.4 | 1.7 | 4.2 | 2.2 |
2018 |
-9.33 | -11.03 | 2.7 | -4.0 | 1.1 | 0.4 | 5.1 | 0.7 | 1.8 | 4.5 | -1.5 | -10.1 | 2.2 | -11.1 |
2017 |
+16.26 | +13.85 | 1.5 | 2.3 | -0.2 | 0.9 | -1.1 | 2.2 | 1.2 | -0.9 | 4.4 | 1.6 | 3.1 | 0.4 |
2016 |
+18.44 | +16.03 | -7.5 | 0.8 | 8.5 | 1.8 | 1.9 | 0.3 | 5.0 | 0.7 | 0.4 | -4.1 | 8.6 | 1.9 |
2015 |
-3.76 | -4.45 | -2.1 | 5.8 | 1.5 | -2.0 | 2.0 | -0.8 | -0.3 | -5.8 | -4.5 | 5.7 | 1.8 | -4.2 |
2014 |
+7.63 | +6.82 | -2.1 | 5.1 | -0.2 | -2.4 | 1.3 | 5.0 | -5.0 | 5.1 | -5.3 | 4.5 | 1.1 | 1.3 |
2013 |
+37.70 | +35.66 | 6.4 | 1.3 | 4.6 | 0.3 | 3.6 | -1.1 | 6.8 | -3.2 | 5.8 | 3.2 | 2.7 | 2.5 |
2012 |
+18.29 | +16.27 | 6.9 | 3.3 | 2.3 | -1.0 | -6.7 | 4.6 | -1.0 | 3.6 | 2.8 | -1.4 | 1.3 | 3.0 |
2011 |
-2.78 | -5.58 | 0.7 | 5.5 | 2.4 | 2.9 | -2.0 | -2.1 | -3.6 | -8.3 | -11.0 | 15.3 | -0.4 | 0.2 |
2010 |
+28.11 | +26.22 | -3.4 | 4.8 | 8.5 | 5.6 | -7.8 | -7.7 | 7.2 | -6.6 | 12.0 | 4.1 | 3.2 | 7.8 |
2009 |
+36.59 | +32.97 | -9.7 | -12.0 | 8.5 | 18.7 | 5.6 | -0.3 | 9.6 | 4.3 | 6.3 | -6.4 | 3.3 | 7.9 |
2008 |
-36.19 | -36.25 | -6.4 | -2.4 | -0.8 | 5.7 | 4.8 | -8.4 | 1.5 | 3.2 | -8.9 | -21.9 | -11.4 | 5.2 |
2007 |
+1.35 | -2.62 | 2.5 | -0.1 | 1.1 | 2.7 | 4.5 | -1.4 | -6.2 | 1.5 | 2.3 | 2.5 | -6.6 | -0.8 |
2006 |
+15.77 | +12.90 | 7.6 | 0.2 | 4.1 | 0.1 | -5.1 | 0.0 | -3.1 | 2.3 | 0.8 | 5.1 | 3.3 | -0.1 |
2005 |
+7.25 | +3.70 | -3.6 | 2.0 | -2.5 | -4.3 | 6.2 | 3.3 | 6.4 | -1.9 | 0.9 | -3.8 | 5.5 | -0.2 |