BBGSX vs. SCZ
BBGSX (Bridge Builder Small/Mid Cap Growth Fund) and SCZ (iShares MSCI EAFE Small-Cap ETF) are both funds - BBGSX is a Mid Cap Growth Equities fund managed by Bridge Builder, while SCZ is a Foreign Small & Mid Cap Equities fund tracking the MSCI EAFE Small Cap Index. Over the past 10 years, BBGSX returned 10.79%/yr vs 8.64%/yr for SCZ. A 0.71 correlation means they provide meaningful diversification when combined. BBGSX charges 0.38%/yr vs 0.40%/yr for SCZ.
Performance
BBGSX vs. SCZ - Performance Comparison
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Returns By Period
In the year-to-date period, BBGSX achieves a 8.41% return, which is significantly lower than SCZ's 9.70% return. Over the past 10 years, BBGSX has outperformed SCZ with an annualized return of 10.79%, while SCZ has yielded a comparatively lower 8.64% annualized return.
BBGSX
- 1D
- 3.34%
- 1M
- 2.67%
- YTD
- 8.41%
- 6M
- -0.45%
- 1Y
- 10.31%
- 3Y*
- 10.91%
- 5Y*
- 2.58%
- 10Y*
- 10.79%
SCZ
- 1D
- 0.47%
- 1M
- -0.60%
- YTD
- 9.70%
- 6M
- 11.43%
- 1Y
- 22.15%
- 3Y*
- 15.38%
- 5Y*
- 4.99%
- 10Y*
- 8.64%
BBGSX vs. SCZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BBGSX Bridge Builder Small/Mid Cap Growth Fund | 8.41% | 0.99% | 14.47% | 20.98% | -29.84% | 16.57% | 34.41% | 29.01% | -2.18% | 21.47% |
SCZ iShares MSCI EAFE Small-Cap ETF | 9.70% | 32.08% | 1.52% | 12.98% | -21.27% | 10.12% | 11.71% | 24.68% | -17.64% | 32.72% |
Correlation
The correlation between BBGSX and SCZ is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.71 |
The correlation between BBGSX and SCZ has been stable across timeframes, ranging from 0.64 to 0.71 - a consistent structural relationship.
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Return for Risk
BBGSX vs. SCZ — Risk / Return Rank
BBGSX
SCZ
BBGSX vs. SCZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bridge Builder Small/Mid Cap Growth Fund (BBGSX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BBGSX | SCZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.92 | ||
| Sortino ratioReturn per unit of downside risk | -1.23 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.27 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.63 | 1.95 | -1.32 |
| Martin ratioReturn relative to average drawdown | 1.87 | 7.36 | -5.48 |
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Drawdowns
BBGSX vs. SCZ - Drawdown Comparison
The maximum BBGSX drawdown since its inception was -37.95%, smaller than the maximum SCZ drawdown of -61.86%. Use the drawdown chart below to compare losses from any high point for BBGSX and SCZ.
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Drawdown Indicators
| BBGSX | SCZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.95% | -61.86% | +23.91% |
Max Drawdown (1Y)Largest decline over 1 year | -16.72% | -11.43% | -5.29% |
Max Drawdown (3Y)Largest decline over 3 years | -26.11% | -15.06% | -11.05% |
Max Drawdown (5Y)Largest decline over 5 years | -37.95% | -36.87% | -1.08% |
Max Drawdown (10Y)Largest decline over 10 years | -37.95% | -41.07% | +3.12% |
Current DrawdownCurrent decline from peak | -2.21% | -1.66% | -0.55% |
Average DrawdownAverage peak-to-trough decline | -9.54% | -13.05% | +3.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.53% | 3.02% | +2.51% |
Volatility
BBGSX vs. SCZ - Volatility Comparison
Bridge Builder Small/Mid Cap Growth Fund (BBGSX) has a higher volatility of 6.83% compared to iShares MSCI EAFE Small-Cap ETF (SCZ) at 5.27%. This indicates that BBGSX'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.
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Volatility by Period
| BBGSX | SCZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.83% | 5.27% | +1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 14.80% | 12.52% | +2.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.45% | 14.93% | +3.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.81% | 16.81% | +5.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.02% | 17.43% | +3.59% |
BBGSX vs. SCZ - Expense Ratio Comparison
BBGSX has a 0.38% expense ratio, which is lower than SCZ's 0.40% expense ratio.
Dividends
BBGSX vs. SCZ - Dividend Comparison
BBGSX has not paid dividends to shareholders, while SCZ's dividend yield for the trailing twelve months is around 3.01%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBGSX Bridge Builder Small/Mid Cap Growth Fund | 0.00% | 0.00% | 0.58% | 0.32% | 0.19% | 18.00% | 12.59% | 4.07% | 6.12% | 1.09% | 0.36% | 0.00% |
SCZ iShares MSCI EAFE Small-Cap ETF | 3.01% | 3.30% | 3.50% | 2.96% | 1.99% | 2.96% | 1.52% | 3.52% | 2.79% | 2.38% | 2.82% | 2.06% |
Frequently Asked Questions
BBGSX and SCZ have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BBGSX has higher volatility (6.83%) compared to SCZ (5.27%). In terms of maximum drawdown, BBGSX dropped -37.95% vs SCZ's -61.86%.
SCZ currently has the higher Sharpe Ratio (1.49 vs 0.57), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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