VBR

Vanguard Small-Cap Value ETF
*Unless otherwise stated, data provided by FactSet.

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 5.31 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 31st percentile within its peer group and in the 43th 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.

PERFORMANCE [as of 09/15/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
VBR -2.61% -4.11% 20.10% 50.75% 8.32% 11.74% 13.27%
VBR (NAV) -1.30% -3.10% 21.67% 52.95% 8.78% 11.78% 13.23%
CRSP US Small Value -1.30% -3.10% 21.71% 52.97% 8.76% 11.77% 13.26%
MSCI USA Small Cap Value Index -0.92% -3.77% 20.79% 54.30% 7.68% 11.00% 12.64%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

VBR Summary Data

Vanguard
01/26/04
Open-Ended Fund
0.07%
$24.65B
$63.65M
0.07%

VBR Portfolio Data

$6.57B
36.39
2.05
1.64%
N/A
938

VBR Index Data

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

VBR Portfolio Management

0.07%
0.05%
0.12%
-0.06%

VBR Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

VBR Fund Structure

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

VBR Factset Analytics Block Liquidity

As of 09/16/21
5
4
3
2
1

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

372,843
$63.65M
333,956
$56.83M
0.07%
$0.11
0.03%
0.16% / -0.14%
None
96.00%
25,000
13.36
0.01%
0.02%
1,999
$171.62
5

VBR Sector/Industry Breakdown


VBR
Segment Benchmark
30.28%
38.44%
15.66%
13.44%
15.04%
11.64%
8.50%
8.07%
8.02%
5.58%
6.05%
6.65%
4.24%
3.75%
4.07%
5.24%
3.69%
3.39%
0.37%
0.75%

VBR Top 10 Holdings[View All]

0.70%
4.99%

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%

VBR Performance Statistics

0.99
0.96
0.93
0.98
0.15%
MSCI USA Small Cap Value Index

VBR MSCI ESG Ratings

5.31 / 10
43.04
31.31
4.45%
5.05%
203.94

VBR Benchmark Comparison Holdings

938
1179
658
60.51%

VBR Benchmark Comparison Summary


VBR
Segment Benchmark
938
1179
$6.57B
$4.90B
36.39
40.72
2.05
1.88
1.55%
1.77%
Low
Low

VBR Benchmark Comparison Market Cap Size


VBR
Segment Benchmark
7.22%
1.27%
75.64%
70.70%
16.99%
26.80%
0.14%
1.22%