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Vanguard S&P Small-Cap 600 Value Index Fund ETF Shares (VIOV)

94.09 -0.02 (-0.02%)
At close: October 18 at 4:00 PM EDT
93.77 -0.32 (-0.34%)
After hours: October 18 at 4:04 PM EDT

ETF Summary

The advisor employs an indexing investment approach designed to track the performance of the S&P SmallCap 600? Value Index, which represents the value companies, as determined by the index sponsor, of the S&P SmallCap 600 Index. The Advisor attempts to replicate the target index by investing all, or substantially all, of its assets in the stocks that make up the index, holding each stock in approximately the same proportion as its weighting in the index.

Risk Overview

Performance & Risk

YTD Return 7.76%
5y Average Return 9.75%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.03
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
VIOVCategory AverageVIOVCategory AverageVIOVCategory Average
Alpha -6.52 -4.04 -6.36 -4.53 -4.64 -5.01
BETA 1.03 0.97 1.15 1.12 1.16 1.12
Mean Annual Return 0.55 0.71 1.03 1.13 0.92 0.85
R-squared 60.14 61.69 64.63 65.77 65.14 65.22
Standard Deviation 23.22 21.49 25.79 24.76 21.79 21.06
Sharpe Ratio 0.12 0.22 0.38 0.45 0.43 0.4
Treynor Ratio 0.2 2.8 5.96 7.85 6.26 5.82

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