What is VBR?

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.

PERFORMANCE [as of 01/20/23] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
VBR 6.48% 12.75% 5.13% -0.46% 8.46% 6.10% 10.29%
VBR (NAV) 6.48% 12.79% 5.14% -0.46% 8.46% 6.11% 10.29%
CRSP US Small Cap Value Index 6.47% 12.78% 5.13% -0.46% 8.47% 6.11% 10.32%
MSCI USA Small Cap Value Index 6.94% 12.45% 5.67% -0.33% 7.87% 5.56% 9.61%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

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 Summary Data

Vanguard
01/26/04
0.07%
$26.33B
CRSP US Small Cap Value Index
MSCI USA Small Cap Value Index
Open-Ended Fund

Peers

MSCI USA Small Cap Value Index

Fund Flows

+$0.04B 5 Days
-$0.30B 30 Days
+$1.14B 90 Days

VBR Portfolio Data

$6.60B
12.42
1.87
1.93%
N/A
879

VBR Index Data

CRSP US Small Cap Value Index
Multi-Factor
Multi-Factor
MSCI USA Small Cap Value Index

VBR Portfolio Management

0.07%
-0.06%
0.00%
-0.10%

VBR Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

VBR Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
Low
Monthly

Factset Analytics Block Liquidity

As of 01/23/23

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 Tradability

565,187
$92.25M
536,552
$89.13M
0.06%
$0.10
0.02%
0.15% / -0.08%
None
100.00%
25,000
21.46
0.01%
0.02%
2,007
$167.00
5

VBR Sector/Industry Breakdown

VBR Segment
Benchmark
32.70% --
8.82% --
5.41% --
5.38% --
5.05% --
4.86% --
4.32% --
3.74% --
3.43% --
3.32% --

VBR Performance Statistics

0.99
1.00
0.99
1.02
0.13%
MSCI USA Small Cap Value Index

VBR Countries

VBR Segment
Benchmark
100.00% 100.00%

VBR Regions

VBR Segment
Benchmark
100.00% 100.00%

VBR Economic Development

VBR Segment
Benchmark
100.00% 100.00%
0.00% 0.00%

VBR Benchmark Comparison Holdings

879
1203
647
59.98%

VBR Benchmark Comparison Summary

VBR Segment
Benchmark
879 1203
$6.60B $5.12B
12.42 14.07
1.87 1.68
1.95% 2.20%
Low Low

VBR Benchmark Comparison Market Cap Size

VBR Segment
Benchmark
10.23% 4.48%
72.22% 67.13%
16.42% 26.07%
0.43% 2.16%