Simulation Settings
Category: Stocks
Period: January 2005 - March 2025 (~20 years)
Consolidated Returns as of 31 March 2025
Consolidated Returns as of 31 March 2025
Currency:
USD
Inflation: US
Results
Vanguard Small-Cap Value (VBR)
1.00$
Initial Capital
April 2005
April 2005
5.08$
Final Capital
March 2025
March 2025
8.46%
Yearly Return
19.74%
Std Deviation
-55.89%
Max Drawdown
45months
Recovery Period
1.00$
Initial Capital
April 2005
April 2005
3.07$
Final Capital
March 2025
March 2025
5.76%
Yearly Return
19.74%
Std Deviation
-57.12%
Max Drawdown
68months
Recovery Period
1.00$
Initial Capital
January 2005
January 2005
4.90$
Final Capital
March 2025
March 2025
8.17%
Yearly Return
19.65%
Std Deviation
-55.89%
Max Drawdown
45months
Recovery Period
1.00$
Initial Capital
January 2005
January 2005
2.94$
Final Capital
March 2025
March 2025
5.47%
Yearly Return
19.65%
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 March 2025, over the analyzed timeframe, the Vanguard Small-Cap Value (VBR) ETF obtained a 8.17% compound annual return, with a 19.65% 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.
Table of contents
Resources & Extras
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Investment Returns as of Mar 31, 2025
The Vanguard Small-Cap Value (VBR) ETF guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- dividend reinvestment, when applicable.
VANGUARD SMALL-CAP VALUE (VBR) ETF
1 January 2005 - 31 March 2025 (~20 years)
Live Update: April 2025
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Mar 31, 2025 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | --- |
YTD (3M) |
1M | 6M | 1Y | 5Y | 10Y | 20Y |
MAX (~20Y) |
|||
| Investment Return | --- | --- | -5.38 | -5.20 | -6.10 | -0.76 | 18.45 | 7.69 | 8.46 | 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.
Capital Growth as of Mar 31, 2025
An investment of 1$, from April 2005 to March 2025,
would be worth 5.08$, with a total return of 407.84% (8.46% annualized).
The Inflation Adjusted Capital would be 3.07$, with a net total return of 206.74% (5.76% annualized).
The Inflation Adjusted Capital would be 3.07$, with a net total return of 206.74% (5.76% annualized).
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An investment of 1$, from January 2005 to March 2025,
would be worth 4.90$, with a total return of 390.22% (8.17% annualized).
The Inflation Adjusted Capital would be 2.94$, with a net total return of 193.95% (5.47% annualized).
The Inflation Adjusted Capital would be 2.94$, with a net total return of 193.95% (5.47% annualized).
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Investment Metrics as of Mar 31, 2025
Metrics of Vanguard Small-Cap Value (VBR) ETF, updated as of 31 March 2025, provide a comprehensive overview of the portfolio's performance and risk characteristics.
These metrics include detailed data on returns, volatility, drawdowns and other key performance indicators. By examining them, you can gain insights into how the portfolio has performed over various time periods and understand its risk profile.
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 March 2025 (~20 years)
Swipe left to see all data
| Metrics as of Mar 31, 2025 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
YTD
(3M) |
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y |
MAX
(~20Y) |
|
| Investment Return (%) | -5.38 | -5.20 | -5.38 | -6.10 | -0.76 | 4.24 | 18.45 | 7.69 | 8.46 | 8.17 |
| Growth of 1$ | 0.95 | 0.95 | 0.95 | 0.94 | 0.99 | 1.13 | 2.33 | 2.10 | 5.08 | 4.90 |
| US Inflation (%) | 0.63 | -0.05 | 0.63 | 1.59 | 2.39 | 3.60 | 4.37 | 3.08 | 2.55 | 2.56 |
| Returns / Inflation rates over 1 year are annualized. | ||||||||||
|
DRAWDOWN
|
Current | 1Y | 3Y | 5Y | 10Y | 20Y | MAX | |||
| Deepest Drawdown Depth (%) | -12.79 | -12.79 | -17.67 | -18.72 | -35.27 | -55.89 | -55.89 | |||
| Start to Recovery (# months) | 4* | 4* | 10 | 19 | 28 | 45 | 45 | |||
| Start (yyyy mm) | 2024 12 | 2022 04 | 2022 01 | 2018 09 | 2007 06 | 2007 06 | ||||
| Start to Bottom (# months) | 4 | 6 | 9 | 19 | 21 | 21 | ||||
| Bottom (yyyy mm) | 2025 03 | 2022 09 | 2022 09 | 2020 03 | 2009 02 | 2009 02 | ||||
| Bottom to End (# months) | 0 | 4 | 10 | 9 | 24 | 24 | ||||
| End (yyyy mm) | - | 2023 01 | 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 | 2022 04 | 2022 01 | 2018 09 | 2007 06 | 2007 06 | ||||
| Start to Bottom (# months) | 4 | 6 | 9 | 19 | 21 | 21 | ||||
| Bottom (yyyy mm) | 2025 03 | 2022 09 | 2022 09 | 2020 03 | 2009 02 | 2009 02 | ||||
| Bottom to End (# months) | 0 | 4 | 10 | 9 | 24 | 24 | ||||
| End (yyyy mm) | - | 2023 01 | 2023 07 | 2020 12 | 2011 02 | 2011 02 | ||||
| Longest negative period (# months) | 12* | 20 | 31 | 60 | 72 | 72 | ||||
| Start (yyyy mm) | 2024 04 | 2022 04 | 2021 04 | 2015 04 | 2014 04 | 2014 04 | ||||
| End (yyyy mm) | 2025 03 | 2023 11 | 2023 10 | 2020 03 | 2020 03 | 2020 03 | ||||
| Annualized Return (%) | -0.76 | -1.83 | -1.37 | -2.09 | -0.06 | -0.06 | ||||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
| Deepest Drawdown Depth (%) | -13.68 | -13.68 | -20.11 | -24.15 | -36.90 | -57.12 | -57.12 | |||
| Start to Recovery (# months) | 4* | 4* | 24 | 38 | 28 | 68 | 68 | |||
| Start (yyyy mm) | 2024 12 | 2022 04 | 2021 06 | 2018 09 | 2007 06 | 2007 06 | ||||
| Start to Bottom (# months) | 4 | 6 | 16 | 19 | 21 | 21 | ||||
| Bottom (yyyy mm) | 2025 03 | 2022 09 | 2022 09 | 2020 03 | 2009 02 | 2009 02 | ||||
| Bottom to End (# months) | 0 | 18 | 22 | 9 | 47 | 47 | ||||
| End (yyyy mm) | - | 2024 03 | 2024 07 | 2020 12 | 2013 01 | 2013 01 | ||||
| Longest Drawdown Depth (%) |
same |
same |
same |
-24.15 |
same |
same |
||||
| Start to Recovery (# months) | 38 | |||||||||
| Start (yyyy mm) | 2024 12 | 2022 04 | 2021 06 | 2021 06 | 2007 06 | 2007 06 | ||||
| Start to Bottom (# months) | 4 | 6 | 16 | 16 | 21 | 21 | ||||
| Bottom (yyyy mm) | 2025 03 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | ||||
| Bottom to End (# months) | 0 | 18 | 22 | 22 | 47 | 47 | ||||
| End (yyyy mm) | - | 2024 03 | 2024 07 | 2024 07 | 2013 01 | 2013 01 | ||||
| Longest negative period (# months) | 12* | 25 | 47* | 63 | 78 | 81 | ||||
| Start (yyyy mm) | 2024 04 | 2022 04 | 2021 05 | 2015 04 | 2005 04 | 2005 01 | ||||
| End (yyyy mm) | 2025 03 | 2024 04 | 2025 03 | 2020 06 | 2011 09 | 2011 09 | ||||
| Annualized Return (%) | -3.07 | -0.72 | -0.44 | -0.01 | -0.58 | -1.18 | ||||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | MAX | ||||
| Standard Deviation (%) | 18.13 | 21.72 | 20.50 | 19.95 | 19.74 | 19.65 | ||||
| Sharpe Ratio | -0.31 | 0.00 | 0.78 | 0.30 | 0.35 | 0.34 | ||||
| Sortino Ratio | -0.46 | 0.00 | 1.13 | 0.41 | 0.47 | 0.45 | ||||
| Ulcer Index | 5.33 | 6.88 | 5.85 | 8.31 | 13.04 | 12.97 | ||||
| Ratio: Return / Standard Deviation | -0.04 | 0.20 | 0.90 | 0.39 | 0.43 | 0.42 | ||||
| Ratio: Return / Deepest Drawdown | -0.06 | 0.24 | 0.99 | 0.22 | 0.15 | 0.15 | ||||
| Positive Months (%) | 50.00 | 47.22 | 58.33 | 61.66 | 62.50 | 62.13 | ||||
| Positive Months | 6 | 17 | 35 | 74 | 150 | 151 | ||||
| Negative Months | 6 | 19 | 25 | 46 | 90 | 92 | ||||
|
LONG TERM RETURNS
|
1Y | 3Y | 5Y | 10Y | 20Y | MAX | ||||
| Best 10 Years Return (%) - Annualized | 7.69 | 17.57 | 17.57 | |||||||
| Worst 10 Years Return (%) - Annualized | 5.89 | 5.89 | ||||||||
| Best 10 Years Return (%) - Annualized | 4.47 | 15.53 | 15.53 | |||||||
| Worst 10 Years Return (%) - Annualized | 4.04 | 4.04 | ||||||||
|
TIMEFRAMES
|
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | MAX | |
| ··· As of Mar 2025 - Over the previous 20Y | ||||||||||
| Best Rolling Return (%) - Annualized | 90.35 | 31.70 | 28.12 | 17.57 | 8.46 | |||||
| Worst Rolling Return (%) - Annualized | -45.43 | -19.13 | -2.09 | 5.89 | ||||||
| Positive Periods (%) | 70.3 | 84.3 | 96.6 | 100.0 | 100.0 | |||||
| Best Rolling Return (%) - Annualized | 85.49 | 28.63 | 25.53 | 15.53 | 5.76 | |||||
| Worst Rolling Return (%) - Annualized | -45.44 | -20.86 | -3.83 | 4.04 | ||||||
| Positive Periods (%) | 66.3 | 79.0 | 90.0 | 100.0 | 100.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 8.53 | 13.70 | 17.88 | 23.36 | 22.61 | 0.00 | 0.00 | |||
| 95% CVaR - Conditional Value at Risk (%) | 10.89 | 17.79 | 23.68 | 34.33 | 33.30 | 2.64 | 0.00 | |||
| 99% VaR - Value at Risk (%) - Cumulative | 12.41 | 20.42 | 27.39 | 40.39 | 44.47 | 6.74 | 0.00 | |||
| 99% CVaR - Conditional Value at Risk (%) | 14.88 | 24.70 | 33.45 | 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 | 7.76 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | 3.42 | 5.23 | |||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | ||||||||||
| ··· All available data (Jan 2005 - Mar 2025) | ||||||||||
| 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 | 8.46 | |||||
| Positive Periods (%) | 70.6 | 84.6 | 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 | 5.76 | |||||
| Positive Periods (%) | 66.8 | 79.3 | 88.5 | 100.0 | 100.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 8.51 | 13.70 | 17.93 | 20.36 | 22.61 | 0.00 | 0.00 | |||
| 95% CVaR - Conditional Value at Risk (%) | 10.87 | 17.78 | 23.70 | 33.34 | 33.30 | 2.64 | 0.00 | |||
| 99% VaR - Value at Risk (%) - Cumulative | 12.38 | 20.40 | 27.40 | 40.39 | 44.47 | 6.74 | 0.00 | |||
| 99% CVaR - Conditional Value at Risk (%) | 14.84 | 24.66 | 33.43 | 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.
- 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 Mar 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 March 2025
Swipe left to see all data
| Correlation vs VBR | |||||
|---|---|---|---|---|---|
| Asset Class | 1 Year | 5 Years | 10 Years | 30 Years | |
|
VTI
|
US Total Stock Market | 0.83 | 0.88 | 0.90 | - |
|
SPY
|
US Large Cap Blend | 0.77 | 0.85 | 0.87 | - |
|
IJH
|
US Mid Cap Blend | 0.99 | 0.98 | 0.98 | - |
|
IJR
|
US Small Cap Blend | 0.98 | 0.98 | 0.98 | - |
|
VNQ
|
US REITs | 0.79 | 0.82 | 0.77 | - |
|
QQQ
|
US Technology | 0.49 | 0.69 | 0.69 | - |
|
PFF
|
US Preferred Stocks | 0.70 | 0.72 | 0.70 | - |
|
EFA
|
EAFE Stocks | 0.49 | 0.80 | 0.80 | - |
|
VT
|
World All Countries | 0.83 | 0.88 | 0.89 | - |
|
EEM
|
Emerging Markets | 0.07 | 0.61 | 0.64 | - |
|
BND
|
US Total Bond Market | 0.60 | 0.53 | 0.30 | - |
|
TLT
|
US Long Term Treasuries | 0.58 | 0.39 | 0.00 | - |
|
BIL
|
US Cash | 0.25 | -0.14 | -0.08 | - |
|
TIP
|
US TIPS | 0.53 | 0.58 | 0.40 | - |
|
LQD
|
US Invest. Grade Bonds | 0.66 | 0.61 | 0.50 | - |
|
HYG
|
US High Yield Bonds | 0.80 | 0.76 | 0.78 | - |
|
CWB
|
US Convertible Bonds | 0.91 | 0.82 | 0.84 | - |
|
BNDX
|
International Bonds | 0.79 | 0.53 | 0.36 | - |
|
EMB
|
Emerg. Market Bonds | 0.73 | 0.68 | 0.63 | - |
|
GLD
|
Gold | -0.05 | 0.10 | 0.01 | - |
|
DBC
|
Commodities | -0.63 | 0.33 | 0.49 | - |
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 April 2005 - 31 March 2025 (20 Years)
1 January 2005 - 31 March 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 April 2005 - 31 March 2025 (20 Years)
1 January 2005 - 31 March 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 March 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 April 2005 - 31 March 2025 (20 Years)
1 January 2005 - 31 March 2025 (~20 years)
150 Positive Months (63%) - 90 Negative Months (38%)
151 Positive Months (62%) - 92 Negative Months (38%)
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The first official book of
Build wealth
with Lazy Portfolios and Passive Investing
with Lazy Portfolios and Passive Investing
