Vanguard S&P Small-Cap 600 Value ETF
Provider: Vanguard
| Annualised Return | 10.55% |
| Realised Volatility | 20.25% |
| Downside Volatility | 13.46% |
| Max Drawdown | -40.22% |
| Winning months | 61.96% |
| Sharpe Ratio | 0.52 |
| Sortino Ratio | 0.78 |
| Calmar Ratio | 0.26 |
| Viking Ratio | 0.12 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.87% | -5.56% | -6.23% | -5.88% | 4.24% | 4.31% | 1.45% | 8.65% | 1.51% | -0.24% | 2.51% | -0.01% | 5.61% |
| 2024 | -5.47% | 2.33% | 3.52% | -6.42% | 4.46% | -2.64% | 11.92% | -1.39% | 0.68% | -1.55% | 10.81% | -7% | 7.44% |
| 2023 | 12.2% | -1.55% | -6.67% | -2.35% | -3.77% | 8.67% | 5.99% | -4.98% | -6.3% | -6.4% | 9.04% | 13.77% | 15.36% |
| 2022 | -4.4% | 2.43% | 0.45% | -6.31% | 2.31% | -9.05% | 8.69% | -4.19% | -10.41% | 14.49% | 3.7% | -6.68% | -11.37% |
| 2021 | 6.38% | 10.62% | 5.64% | 1.73% | 3.87% | -0.64% | -4.51% | 1.97% | -1.46% | 2.8% | -2.55% | 4.15% | 30.67% |
| 2020 | -6.39% | -10.14% | -25.79% | 14% | 2.6% | 3.66% | 2.47% | 5.15% | -5.17% | 3.59% | 19.19% | 7.67% | 2.81% |
| 2019 | 12.37% | 4.25% | -3.98% | 4.39% | -10.01% | 7.69% | 1.31% | -5.29% | 5.74% | 1.83% | 2.79% | 2.99% | 24.44% |
| 2018 | 1.54% | -3.63% | 0.87% | 1.81% | 5.71% | 0.86% | 2.58% | 3.05% | -3.07% | -9.96% | 0.72% | -12.45% | -12.85% |
| 2017 | -1.16% | 1.47% | -0.7% | 0.57% | -2.29% | 3.43% | 0.55% | -2.95% | 8.62% | 0.62% | 3.57% | -0.24% | 11.54% |
| 2016 | -6.04% | 2.26% | 9.41% | 2.25% | 0.35% | 0.56% | 5.28% | 1.2% | 1.15% | -4.41% | 13.74% | 3.14% | 31.09% |
| 2015 | -5.37% | 5.92% | 0.92% | -1.64% | 0.66% | 0.48% | -2.99% | -4.34% | -3.87% | 6.34% | 2.75% | -5.17% | -6.98% |
| 2014 | -3.72% | 5.19% | 0.77% | -2.37% | 0.86% | 3.77% | -5.01% | 4.32% | -5.83% | 6.95% | 1.25% | 1.95% | 7.43% |
| 2013 | 5.15% | 2.35% | 3.59% | -0.1% | 4.7% | -0.03% | 6.25% | -3.14% | 5.99% | 3.76% | 4.08% | 1.62% | 39.52% |
| 2012 | 6.68% | 2.38% | 3.4% | -2.29% | -7.36% | 4.53% | -0.64% | 4% | 3.68% | -2.61% | 1.67% | 3.76% | 17.61% |
| 2011 | -1.75% | 5.56% | 1.41% | 0.87% | -1.9% | -2.28% | -1.72% | -8.83% | -9.63% | 15.92% | -0.66% | 3.21% | -2.14% |
| 2010 | 5.52% | 4.21% | 2.2% | 10.22% | 23.87% |