VBRVanguard Small-Cap Value ETF
VBR Fund Description
VBR tracks the CRSP US Small Cap Value Index. The index selects from a list of stocks in the 85-99% range of market cap, based on five value factors.
VBR Factset Analytics Insight
In April 2013, VBR switched from an MSCI value index to a CRSP index. The index construction begins with small-cap stocks scored for fundamental criteria such as: book to price, forward earnings to price, historic EPS, dividend-to-price and sales-to-price ratio. CRSP uses a banding and migration between Value and Growth classification in that occasionally securities are split between both style assignments. However, the underlying index aligns well with our benchmark by firm size, meaning it leans toward larger firms that fall in the midcap space. Sector biases are present but smaller than those of many peer funds. The fund undergoes a quarterly reconstitution and rebalance.
VBR MSCI ESG Analytics Insight
Vanguard Small-Cap Value ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.62 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.
The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. Vanguard Small-Cap Value ETF ranks in the 33th percentile within its peer group and in the 42nd percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.
VBR MSCI FaCS and Factor Box
MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.
VBR Summary Data
VBR Portfolio Data
VBR Index Data
VBR Portfolio Management
VBR Tax Exposures
VBR Fund Structure
VBR Factset Analytics Block Liquidity
This measurement shows how easy it is to trade a $1 million USD block of VBR. VBR is rated a 5 out of 5.
VBR Sector/Industry Breakdown
VBR Economic Development
VBR Performance Statistics
VBR MSCI ESG Ratings
VBR Benchmark Comparison Summary
VBR Benchmark Comparison Market Cap Size