ANCIX vs. SCZ
Compare and contrast key facts about Ancora MicroCap Fund (ANCIX) and iShares MSCI EAFE Small-Cap ETF (SCZ).
ANCIX is managed by Ancora. It was launched on Sep 2, 2008. SCZ is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Small Cap Index. It was launched on Dec 10, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ANCIX or SCZ.
Key characteristics
| ANCIX | SCZ | |
|---|---|---|
| YTD Return | 6.84% | 4.57% |
| 1Y Return | 15.01% | 17.85% |
| 3Y Return (Ann) | 3.97% | -3.30% |
| 5Y Return (Ann) | 11.92% | 3.87% |
| 10Y Return (Ann) | 1.25% | 5.70% |
| Sharpe Ratio | 0.91 | 1.29 |
| Sortino Ratio | 1.40 | 1.88 |
| Omega Ratio | 1.16 | 1.23 |
| Calmar Ratio | 1.27 | 0.71 |
| Martin Ratio | 2.80 | 6.77 |
| Ulcer Index | 5.55% | 2.70% |
| Daily Std Dev | 17.11% | 14.16% |
| Max Drawdown | -64.68% | -61.86% |
| Current Drawdown | -2.54% | -12.29% |
Correlation
The correlation between ANCIX and SCZ is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ANCIX vs. SCZ - Performance Comparison
In the year-to-date period, ANCIX achieves a 6.84% return, which is significantly higher than SCZ's 4.57% return. Over the past 10 years, ANCIX has underperformed SCZ with an annualized return of 1.25%, while SCZ has yielded a comparatively higher 5.70% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ANCIX vs. SCZ - Expense Ratio Comparison
ANCIX has a 1.74% expense ratio, which is higher than SCZ's 0.40% expense ratio.
Risk-Adjusted Performance
ANCIX vs. SCZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ancora MicroCap Fund (ANCIX) and iShares MSCI EAFE Small-Cap ETF (SCZ). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
ANCIX vs. SCZ - Dividend Comparison
ANCIX's dividend yield for the trailing twelve months is around 1.22%, less than SCZ's 2.71% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ANCIX Ancora MicroCap Fund | 1.22% | 1.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.02% | 0.21% | 0.00% | 0.00% | 7.61% |
SCZ iShares MSCI EAFE Small-Cap ETF | 2.71% | 2.95% | 1.99% | 2.96% | 1.52% | 3.51% | 2.79% | 2.38% | 2.82% | 2.06% | 2.61% | 2.40% |
Drawdowns
ANCIX vs. SCZ - Drawdown Comparison
The maximum ANCIX drawdown since its inception was -64.68%, roughly equal to the maximum SCZ drawdown of -61.86%. Use the drawdown chart below to compare losses from any high point for ANCIX and SCZ. For additional features, visit the drawdowns tool.
Volatility
ANCIX vs. SCZ - Volatility Comparison
Ancora MicroCap Fund (ANCIX) has a higher volatility of 5.48% compared to iShares MSCI EAFE Small-Cap ETF (SCZ) at 3.58%. This indicates that ANCIX's price experiences larger fluctuations and is considered to be riskier than SCZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.