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Vanguard Small-Cap Index Fund ETF Shares (VB)

259.58 -0.35 (-0.13%)
As of 12:49 PM EST. Market Open.

ETF Summary

The fund advisor employs an indexing investment approach designed to track the performance of the CRSP US Small Cap Index, a broadly diversified index of stocks of small U.S. companies. The advisor attempts to replicate the target index by investing all, or substantially all, of its assets in the stocks that make up the index, holding each stock in approximately the same proportion as its weighting in the index.

Risk Overview

Performance & Risk

YTD Return 23.05%
5y Average Return 11.66%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.08
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
VBCategory AverageVBCategory AverageVBCategory Average
Alpha -6.14 -5.92 -5.42 -5.61 -4.36 -5.07
BETA 1.08 1.03 1.14 1.11 1.12 1.1
Mean Annual Return 0.38 0.37 1.02 0.98 0.88 0.8
R-squared 78.87 70.54 81.12 73.99 81.25 72.64
Standard Deviation 20.92 21.02 22.73 23.24 19.01 19.76
Sharpe Ratio 0.03 0.02 0.43 0.4 0.46 0.4
Treynor Ratio -1.42 -1.6 6.72 6.24 6.48 5.54

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