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BBCPX vs. SCZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBCPX vs. SCZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bridge Builder Core Plus Bond Fund (BBCPX) and iShares MSCI EAFE Small-Cap ETF (SCZ). The values are adjusted to include any dividend payments, if applicable.

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BBCPX vs. SCZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BBCPX
Bridge Builder Core Plus Bond Fund
-1.29%8.97%2.28%6.58%-13.24%-0.29%9.27%9.31%0.34%4.20%
SCZ
iShares MSCI EAFE Small-Cap ETF
1.14%32.08%1.52%12.98%-21.27%10.12%11.71%24.68%-17.64%32.72%

Returns By Period

In the year-to-date period, BBCPX achieves a -1.29% return, which is significantly lower than SCZ's 1.14% return. Over the past 10 years, BBCPX has underperformed SCZ with an annualized return of 2.32%, while SCZ has yielded a comparatively higher 7.69% annualized return.


BBCPX

1D
0.57%
1M
-2.86%
YTD
-1.29%
6M
0.25%
1Y
4.34%
3Y*
4.27%
5Y*
0.81%
10Y*
2.32%

SCZ

1D
3.06%
1M
-8.53%
YTD
1.14%
6M
4.20%
1Y
27.73%
3Y*
13.29%
5Y*
4.46%
10Y*
7.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BBCPX vs. SCZ - Expense Ratio Comparison

BBCPX has a 0.15% expense ratio, which is lower than SCZ's 0.40% expense ratio.


Return for Risk

BBCPX vs. SCZ — Risk / Return Rank

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

BBCPX
BBCPX Risk / Return Rank: 5656
Overall Rank
BBCPX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
BBCPX Sortino Ratio Rank: 5959
Sortino Ratio Rank
BBCPX Omega Ratio Rank: 4545
Omega Ratio Rank
BBCPX Calmar Ratio Rank: 6565
Calmar Ratio Rank
BBCPX Martin Ratio Rank: 5151
Martin Ratio Rank

SCZ
SCZ Risk / Return Rank: 8585
Overall Rank
SCZ Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SCZ Sortino Ratio Rank: 8787
Sortino Ratio Rank
SCZ Omega Ratio Rank: 8787
Omega Ratio Rank
SCZ Calmar Ratio Rank: 8383
Calmar Ratio Rank
SCZ Martin Ratio Rank: 8383
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.

BBCPX vs. SCZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bridge Builder Core Plus Bond Fund (BBCPX) 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.


BBCPXSCZDifference

Sharpe ratio

Return per unit of total volatility

1.07

1.71

-0.63

Sortino ratio

Return per unit of downside risk

1.53

2.31

-0.78

Omega ratio

Gain probability vs. loss probability

1.19

1.34

-0.15

Calmar ratio

Return relative to maximum drawdown

1.48

2.29

-0.81

Martin ratio

Return relative to average drawdown

4.95

9.00

-4.05

BBCPX vs. SCZ - Sharpe Ratio Comparison

The current BBCPX Sharpe Ratio is 1.07, which is lower than the SCZ Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of BBCPX and SCZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BBCPXSCZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.71

-0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.27

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.44

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.25

+0.26

Correlation

The correlation between BBCPX and SCZ is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BBCPX vs. SCZ - Dividend Comparison

BBCPX's dividend yield for the trailing twelve months is around 4.06%, more than SCZ's 3.26% yield.


TTM20252024202320222021202020192018201720162015
BBCPX
Bridge Builder Core Plus Bond Fund
4.06%4.79%4.93%4.12%2.96%2.39%4.70%5.00%3.47%2.71%0.64%0.00%
SCZ
iShares MSCI EAFE Small-Cap ETF
3.26%3.30%3.50%2.96%1.99%2.96%1.52%3.52%2.79%2.38%2.82%2.06%

Drawdowns

BBCPX vs. SCZ - Drawdown Comparison

The maximum BBCPX drawdown since its inception was -18.25%, smaller than the maximum SCZ drawdown of -61.86%. Use the drawdown chart below to compare losses from any high point for BBCPX and SCZ.


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Drawdown Indicators


BBCPXSCZDifference

Max Drawdown

Largest peak-to-trough decline

-18.25%

-61.86%

+43.61%

Max Drawdown (1Y)

Largest decline over 1 year

-3.41%

-11.43%

+8.02%

Max Drawdown (5Y)

Largest decline over 5 years

-18.25%

-36.87%

+18.62%

Max Drawdown (10Y)

Largest decline over 10 years

-18.25%

-41.07%

+22.82%

Current Drawdown

Current decline from peak

-2.86%

-8.53%

+5.67%

Average Drawdown

Average peak-to-trough decline

-3.82%

-13.17%

+9.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

2.91%

-1.89%

Volatility

BBCPX vs. SCZ - Volatility Comparison

The current volatility for Bridge Builder Core Plus Bond Fund (BBCPX) is 1.79%, while iShares MSCI EAFE Small-Cap ETF (SCZ) has a volatility of 7.37%. This indicates that BBCPX experiences smaller price fluctuations and is considered to be less risky than SCZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBCPXSCZDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.79%

7.37%

-5.58%

Volatility (6M)

Calculated over the trailing 6-month period

2.91%

10.71%

-7.80%

Volatility (1Y)

Calculated over the trailing 1-year period

4.76%

16.38%

-11.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.95%

16.62%

-10.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.86%

17.35%

-12.49%