Summary
VB
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 25.42% Volatility 21.81% Sharpe 0.67
Official loaded data — not a live quote.

VANGUARD SMALL-CAP INDEX FUND ETF SHARES

Symbol: VB

Exchange: NYSE

Sector: Industrials

Category: Small Blend

Inception date: 26/01/2004

Latest date: 16/07/2026

Current price: $297.93

Expense ratio: 0.03%

Assets under management
$188.6B
0.68% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

0.76%

Ann. -43.33% (Sharpe / Sortino numerator)

Volatility

23.19%

Sharpe ratio

-2.025

VaR 95%

-2.20%

CVaR 95%: -2.28%
Max drawdown: -7.48%
Sortino ratio: -3.594
Calmar ratio: -5.79

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

6.89%

Ann. 4.94% (Sharpe / Sortino numerator)

Volatility

18.88%

Sharpe ratio

0.069

VaR 95%

-2.07%

CVaR 95%: -2.20%
Max drawdown: -9.32%
Sortino ratio: 0.107
Calmar ratio: 0.53

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

8.86%

Ann. 7.26% (Sharpe / Sortino numerator)

Volatility

17.98%

Sharpe ratio

0.202

VaR 95%

-1.90%

CVaR 95%: -2.28%
Max drawdown: -9.32%
Sortino ratio: 0.312
Calmar ratio: 0.78

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

25.42%

Ann. 18.35% (Sharpe / Sortino numerator)

Volatility

21.81%

Sharpe ratio

0.675

VaR 95%

-1.89%

CVaR 95%: -3.07%
Max drawdown: -9.32%
Sortino ratio: 0.914
Calmar ratio: 1.97

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

30.65%

Ann. 10.28% (Sharpe / Sortino numerator)

Volatility

19.81%

Sharpe ratio

0.336

VaR 95%

-1.90%

CVaR 95%: -2.80%
Max drawdown: -25.36%
Sortino ratio: 0.475
Calmar ratio: 0.41

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

50.93%

Ann. 13.34% (Sharpe / Sortino numerator)

Volatility

18.97%

Sharpe ratio

0.512

VaR 95%

-1.83%

CVaR 95%: -2.58%
Max drawdown: -25.36%
Sortino ratio: 0.762
Calmar ratio: 0.53

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.096%

Best day

3.183%

31/03/2026
Worst day

-2.968%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $295.93 $299.30 $295.93 $297.93 388,000
15/07/2026 $297.93 $298.70 $295.61 $297.01 464,700
14/07/2026 $298.03 $299.18 $296.18 $296.89 329,700
13/07/2026 $297.55 $298.82 $295.48 $296.18 337,800
10/07/2026 $299.42 $300.24 $296.43 $298.15 323,900
09/07/2026 $296.75 $300.10 $296.16 $298.68 321,700
08/07/2026 $296.32 $296.99 $292.56 $295.15 444,200
07/07/2026 $301.55 $302.53 $297.73 $298.50 434,400
06/07/2026 $300.78 $302.75 $300.78 $301.66 343,100
02/07/2026 $303.01 $304.70 $297.71 $300.34 408,400