ETF Comparison: VBR vs VB
ETF 說明
VBR - Vanguard Small Cap Value ETF
The Vanguard Small Cap Value ETF (VBR) provides diversified exposure to small-cap value stocks in the US equity market, offering a low-cost way to tap into the growth potential of smaller companies with value characteristics. The fund's multi-factor weighting scheme and diversified portfolio of nearly 1,000 securities aim to minimize risk while maximizing returns.
VB - Vanguard Small Cap ETF
The Vanguard Small Cap ETF (VB) is an equity fund that tracks the CRSP US Small Cap index, providing exposure to small-cap companies in the US equity market. The fund offers a diversified portfolio of approximately 1,411 holdings, with no single company exceeding 30 basis points of total assets. With a low expense ratio of 0.05%, VB aims to provide a broad-based, vanilla investment approach, blending both value and growth securities to capture the growth potential of small-cap firms while managing volatility.
比較表
| VBR | VB | |
|---|---|---|
| 基金名稱 | Vanguard Small Cap Value ETF | Vanguard Small Cap ETF |
| Fund Provider | Vanguard | Vanguard |
| Index | CRSP US Small Value | CRSP US Small Cap |
| Asset Class | Equity | Equity |
| Listing | US-listed | US-listed |
| Expense Ratio | 0.07% | 0.05% |
| Inception Date | 2004-01-26 | 2004-01-26 |
| Number Of Holdings | 855 | 1411 |
| Region | United States | United States |
| Investment Style | Value | Blend |
| Market Cap | Small-Cap | Small-Cap |
| Leveraged | Non-leveraged | Non-leveraged |
回測選項
摘要
關鍵指標
績效指標
風險指標
詳細報酬
績效分析
績效分析透過累積報酬、年底（EoY）報酬及 Sharpe 比率、Sortino 比率等風險調整指標，評估歷史資料以衡量投資策略報酬。這有助於投資人在不同市場條件下評估絕對和相對績效。
累積報酬
年底報酬表
年底報酬
風險分析
風險分析是指對可能導致資本損失的潛在負面事件進行評估。進行風險分析有助於決定是否應進行投資。這是透過回撤、波動率和 Beta 等風險指標來完成的，這些指標反映了利益相關者對投資策略一致性的信心。
回撤
回撤表
Monte Carlo 模擬
Monte Carlo 模擬是一種統計方法，透過從歷史資產價格資料中隨機抽樣產生大量潛在結果，用以預測投資組合報酬。它協助投資人評估各種市場條件下投資組合的潛在風險和報酬。模擬考慮初始投資，並可選擇性地模擬現金流情境，如固定投入、固定提款或比例提款。
重要提示：透過 Monte Carlo 模擬產生的預測純屬假設性質，不保證未來報酬。投資決策應考量多種因素，過去表現不代表未來結果。