VANGUARD SMALL-CAP VALUE INDEX FUND ETF SHARES

Symbol: VBR

Exchange: NYSE ARCA

Sector: Industrials

Category: Small Value

Inception Date: 26/01/2004

Latest Date: 02/04/2026

Current Price: $218.58

Expense Ratio: 0.05%

Assets Under Management
$64.2B
1.42% daily change

Period Performance

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

Adjusted Return
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Performance Metrics

Return

-5.14%

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
Return

1.94%

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
Return

4.58%

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
Return

16.88%

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
Return

20.79%

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
Return

45.97%

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

Daily Returns for Period 12M

Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.071%

Best Day

8.595%

09/04/2025
Worst Day

-6.67%

03/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $215.53 $220.25 $215.00 $218.58 370,000
01/04/2026 $218.03 $219.47 $217.85 $218.14 359,800
31/03/2026 $214.99 $218.83 $213.61 $217.25 427,600
30/03/2026 $215.14 $215.29 $211.69 $212.29 445,500
27/03/2026 $215.46 $215.76 $212.70 $213.14 264,200
26/03/2026 $217.96 $220.52 $217.31 $217.51 230,800
25/03/2026 $219.62 $220.64 $217.14 $219.60 251,000
24/03/2026 $214.39 $219.13 $214.39 $217.77 233,500
23/03/2026 $215.75 $219.02 $214.73 $216.00 343,900
20/03/2026 $215.84 $216.62 $210.90 $212.17 337,000