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ASCI vs. VSS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ASCI vs. VSS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn International Small Cap Active ETF (ASCI) and Vanguard FTSE All-World ex-US Small-Cap ETF (VSS). The values are adjusted to include any dividend payments, if applicable.

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ASCI vs. VSS - Yearly Performance Comparison


Returns By Period

In the year-to-date period, ASCI achieves a -3.73% return, which is significantly lower than VSS's 1.72% return.


ASCI

1D
3.16%
1M
-7.77%
YTD
-3.73%
6M
1Y
3Y*
5Y*
10Y*

VSS

1D
3.06%
1M
-8.91%
YTD
1.72%
6M
4.71%
1Y
30.55%
3Y*
13.84%
5Y*
5.38%
10Y*
7.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ASCI vs. VSS - Expense Ratio Comparison

ASCI has a 0.70% expense ratio, which is higher than VSS's 0.07% expense ratio.


Return for Risk

ASCI vs. VSS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ASCI

VSS
VSS Risk / Return Rank: 8989
Overall Rank
VSS Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
VSS Sortino Ratio Rank: 9090
Sortino Ratio Rank
VSS Omega Ratio Rank: 9191
Omega Ratio Rank
VSS Calmar Ratio Rank: 8787
Calmar Ratio Rank
VSS Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ASCI vs. VSS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn International Small Cap Active ETF (ASCI) and Vanguard FTSE All-World ex-US Small-Cap ETF (VSS). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

ASCI vs. VSS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ASCIVSSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.34

0.52

-0.86

Correlation

The correlation between ASCI and VSS is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ASCI vs. VSS - Dividend Comparison

ASCI's dividend yield for the trailing twelve months is around 0.83%, less than VSS's 3.33% yield.


TTM20252024202320222021202020192018201720162015
ASCI
abrdn International Small Cap Active ETF
0.83%0.80%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VSS
Vanguard FTSE All-World ex-US Small-Cap ETF
3.33%3.39%3.44%3.14%2.30%2.74%1.90%3.25%2.80%2.83%2.93%2.66%

Drawdowns

ASCI vs. VSS - Drawdown Comparison

The maximum ASCI drawdown since its inception was -11.22%, smaller than the maximum VSS drawdown of -43.51%. Use the drawdown chart below to compare losses from any high point for ASCI and VSS.


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Drawdown Indicators


ASCIVSSDifference

Max Drawdown

Largest peak-to-trough decline

-11.22%

-43.51%

+32.29%

Max Drawdown (1Y)

Largest decline over 1 year

-11.62%

Max Drawdown (5Y)

Largest decline over 5 years

-33.93%

Max Drawdown (10Y)

Largest decline over 10 years

-43.51%

Current Drawdown

Current decline from peak

-8.41%

-8.91%

+0.50%

Average Drawdown

Average peak-to-trough decline

-2.49%

-9.72%

+7.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

Volatility

ASCI vs. VSS - Volatility Comparison


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Volatility by Period


ASCIVSSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.61%

Volatility (6M)

Calculated over the trailing 6-month period

11.00%

Volatility (1Y)

Calculated over the trailing 1-year period

17.79%

16.37%

+1.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.79%

16.26%

+1.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.79%

17.17%

+0.62%