Summary
VIOV
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 37.42% Volatility 23.66% Sharpe 0.77
Official loaded data — not a live quote.

VANGUARD S&P SMALL-CAP 600 VALUE INDEX FUND ETF SHARES

Symbol: VIOV

Exchange: NYSE

Sector: Financial_Services

Category: Small Value

Inception date: 19/11/2014

Latest date: 16/07/2026

Current price: $118.45

Expense ratio: 0.10%

Assets under management
$2.0B
1.32% 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

3.20%

Ann. -34.36% (Sharpe / Sortino numerator)

Volatility

18.23%

Sharpe ratio

-2.084

VaR 95%

-1.69%

CVaR 95%: -1.94%
Max drawdown: -6.74%
Sortino ratio: -3.487
Calmar ratio: -5.10

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

10.79%

Ann. 15.70% (Sharpe / Sortino numerator)

Volatility

18.94%

Sharpe ratio

0.638

VaR 95%

-1.84%

CVaR 95%: -2.13%
Max drawdown: -9.70%
Sortino ratio: 1.064
Calmar ratio: 1.62

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

13.87%

Ann. 14.35% (Sharpe / Sortino numerator)

Volatility

19.27%

Sharpe ratio

0.556

VaR 95%

-1.96%

CVaR 95%: -2.44%
Max drawdown: -9.70%
Sortino ratio: 0.871
Calmar ratio: 1.48

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

37.42%

Ann. 21.81% (Sharpe / Sortino numerator)

Volatility

23.66%

Sharpe ratio

0.768

VaR 95%

-2.00%

CVaR 95%: -3.27%
Max drawdown: -9.70%
Sortino ratio: 1.081
Calmar ratio: 2.25

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

34.01%

Ann. 11.16% (Sharpe / Sortino numerator)

Volatility

21.82%

Sharpe ratio

0.345

VaR 95%

-1.96%

CVaR 95%: -2.99%
Max drawdown: -28.44%
Sortino ratio: 0.508
Calmar ratio: 0.39

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

49.89%

Ann. 10.27% (Sharpe / Sortino numerator)

Volatility

21.56%

Sharpe ratio

0.308

VaR 95%

-1.91%

CVaR 95%: -2.85%
Max drawdown: -28.44%
Sortino ratio: 0.482
Calmar ratio: 0.36

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

0.133%

Best day

4.265%

22/08/2025
Worst day

-3.522%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $116.91 $118.92 $116.91 $118.45 49,100
15/07/2026 $116.52 $117.57 $116.52 $116.95 43,500
14/07/2026 $116.33 $116.87 $115.88 $116.27 39,700
13/07/2026 $116.06 $116.76 $115.76 $116.08 38,400
10/07/2026 $115.62 $116.12 $115.57 $115.88 27,300
09/07/2026 $114.50 $115.63 $114.50 $115.29 20,000
08/07/2026 $114.47 $114.51 $113.35 $113.81 42,400
07/07/2026 $115.98 $116.42 $115.17 $115.18 30,000
06/07/2026 $116.48 $116.77 $115.99 $116.24 34,400
02/07/2026 $117.33 $118.10 $115.52 $116.17 37,700