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

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.

VANGUARD SMALL-CAP (VB) 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
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
(*) 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 (VB) ETF vs the main Asset Classes, over different timeframes.

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

VANGUARD SMALL-CAP (VB) ETF
Monthly correlations as of 31 Jul 2022
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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.

An investment of 1000$, since August 2007, now would be worth 3488.47$, with a total return of 248.85% (8.69% annualized).

The Inflation Adjusted Capital now would be 2452.60$, with a net total return of 145.26% (6.16% annualized).
An investment of 1000$, since January 2005, now would be worth 4449.93$, with a total return of 344.99% (8.86% 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.

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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.

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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

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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%
(*) 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 (VB) ETF: Rolling Returns page.

Seasonality

Vanguard Small-Cap (VB) 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.
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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
Statistics calculated for the period Jan 2005 - Jul 2022

Monthly/Yearly Returns

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

MONTHLY RETURNS HISTOGRAM
135 Positive Months (64%) - 76 Negative Months (36%)
Jan 2005 - Jul 2022
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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
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