Performance

VB+16.68%VBR+16.39%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
VB	+0.64%	+10.68%	+16.68%	+5.03%	-9.32%	0.78
VBR	+0.22%	+9.33%	+16.39%	+5.88%	-8.85%	0.84

Summary

VB vs VBR

Over the past year, VB returned +16.68% against +16.39% for VBR. Over five years, VBR averaged +5.88% a year, compared with +5.03% for VB. VBR had the higher Sharpe ratio over the past year (0.84 vs 0.78), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -8.85% for VBR and -9.32% for VB.

Current Drawdown

VB-6.40%VBR-6.85%

Rolling Volatility

VB+0.66%VBR+0.64%

METRICS

Correlation Matrix

	VB	VBR
VB	1.00	0.94
VBR	0.94	1.00

Metrics

Risk Indicators

VBVBR

Alpha

-2.24%

0.74%

Beta

1.04x

0.79x

Sharpe

0.78

0.84

Sortino

1.15

1.27

Omega

1.13

1.15

Calmar

1.79

1.85

Martin

3.91

3.89

Comparisons

More VB comparisons

VB vs VOO
VB vs VBK
VB vs IJR
VB vs IWM
VB vs VO

More VBR comparisons

VBR vs VOO
VBR vs VBK
VBR vs VTI
VBR vs IJR

VB vs VBR: returns, Sharpe ratio and drawdown

VB vs VBR

More VB comparisons

More VBR comparisons