Summary
VBR
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 26.28% Volatility 20.63% Sharpe 0.65
Official loaded data — not a live quote.

VANGUARD SMALL-CAP VALUE INDEX FUND ETF SHARES

Symbol: VBR

Exchange: NYSE

Sector: Financial_Services

Category: Small Value

Inception date: 26/01/2004

Latest date: 16/07/2026

Current price: $245.73

Expense ratio: 0.05%

Assets under management
$67.8B
1.44% 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

2.63%

Ann. -43.92% (Sharpe / Sortino numerator)

Volatility

18.87%

Sharpe ratio

-2.520

VaR 95%

-1.95%

CVaR 95%: -2.01%
Max drawdown: -6.96%
Sortino ratio: -4.296
Calmar ratio: -6.31

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

8.14%

Ann. 8.12% (Sharpe / Sortino numerator)

Volatility

16.80%

Sharpe ratio

0.267

VaR 95%

-1.85%

CVaR 95%: -1.94%
Max drawdown: -9.38%
Sortino ratio: 0.413
Calmar ratio: 0.87

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

10.32%

Ann. 9.46% (Sharpe / Sortino numerator)

Volatility

16.14%

Sharpe ratio

0.361

VaR 95%

-1.57%

CVaR 95%: -2.04%
Max drawdown: -9.38%
Sortino ratio: 0.558
Calmar ratio: 1.01

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

26.28%

Ann. 16.95% (Sharpe / Sortino numerator)

Volatility

20.63%

Sharpe ratio

0.646

VaR 95%

-1.72%

CVaR 95%: -2.91%
Max drawdown: -9.38%
Sortino ratio: 0.877
Calmar ratio: 1.81

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

30.43%

Ann. 9.94% (Sharpe / Sortino numerator)

Volatility

18.75%

Sharpe ratio

0.337

VaR 95%

-1.77%

CVaR 95%: -2.62%
Max drawdown: -24.19%
Sortino ratio: 0.480
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

52.63%

Ann. 13.49% (Sharpe / Sortino numerator)

Volatility

18.19%

Sharpe ratio

0.542

VaR 95%

-1.63%

CVaR 95%: -2.45%
Max drawdown: -24.19%
Sortino ratio: 0.816
Calmar ratio: 0.56

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

0.097%

Best day

3.152%

22/08/2025
Worst day

-2.925%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $242.25 $245.93 $242.06 $245.73 225,600
15/07/2026 $242.10 $244.06 $242.00 $242.52 246,500
14/07/2026 $242.97 $243.89 $241.32 $241.92 211,300
13/07/2026 $242.21 $243.60 $241.41 $241.78 231,200
10/07/2026 $241.76 $242.74 $240.64 $242.05 248,600
09/07/2026 $239.75 $242.24 $239.56 $241.14 221,500
08/07/2026 $241.12 $241.15 $237.79 $238.86 243,600
07/07/2026 $244.12 $244.74 $242.10 $242.32 222,800
06/07/2026 $243.15 $244.00 $242.65 $243.49 210,300
02/07/2026 $243.88 $245.12 $241.20 $243.22 232,100