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BDBKX vs. VSCIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BDBKX vs. VSCIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 2000 Small-Cap Index Fund Class K (BDBKX) and Vanguard Small-Cap Index Fund Institutional Shares (VSCIX). The values are adjusted to include any dividend payments, if applicable.

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BDBKX vs. VSCIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BDBKX
iShares Russell 2000 Small-Cap Index Fund Class K
-2.46%12.81%11.40%17.04%-20.32%14.59%20.02%25.66%-11.01%14.71%
VSCIX
Vanguard Small-Cap Index Fund Institutional Shares
-1.21%8.85%12.96%19.52%-17.60%17.74%19.07%27.40%-9.33%16.25%

Returns By Period

In the year-to-date period, BDBKX achieves a -2.46% return, which is significantly lower than VSCIX's -1.21% return. Over the past 10 years, BDBKX has underperformed VSCIX with an annualized return of 9.49%, while VSCIX has yielded a comparatively higher 10.16% annualized return.


BDBKX

1D
-1.43%
1M
-8.15%
YTD
-2.46%
6M
-0.33%
1Y
21.55%
3Y*
11.76%
5Y*
3.06%
10Y*
9.49%

VSCIX

1D
-0.97%
1M
-8.09%
YTD
-1.21%
6M
0.59%
1Y
16.09%
3Y*
11.86%
5Y*
5.03%
10Y*
10.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BDBKX vs. VSCIX - Expense Ratio Comparison

BDBKX has a 0.07% expense ratio, which is higher than VSCIX's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

BDBKX vs. VSCIX — Risk / Return Rank

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

BDBKX
BDBKX Risk / Return Rank: 4646
Overall Rank
BDBKX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
BDBKX Sortino Ratio Rank: 4747
Sortino Ratio Rank
BDBKX Omega Ratio Rank: 3636
Omega Ratio Rank
BDBKX Calmar Ratio Rank: 5454
Calmar Ratio Rank
BDBKX Martin Ratio Rank: 5151
Martin Ratio Rank

VSCIX
VSCIX Risk / Return Rank: 3737
Overall Rank
VSCIX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
VSCIX Sortino Ratio Rank: 3838
Sortino Ratio Rank
VSCIX Omega Ratio Rank: 3434
Omega Ratio Rank
VSCIX Calmar Ratio Rank: 3737
Calmar Ratio Rank
VSCIX Martin Ratio Rank: 4141
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.

BDBKX vs. VSCIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 Small-Cap Index Fund Class K (BDBKX) and Vanguard Small-Cap Index Fund Institutional Shares (VSCIX). 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.


BDBKXVSCIXDifference

Sharpe ratio

Return per unit of total volatility

0.91

0.75

+0.16

Sortino ratio

Return per unit of downside risk

1.40

1.19

+0.21

Omega ratio

Gain probability vs. loss probability

1.18

1.16

+0.02

Calmar ratio

Return relative to maximum drawdown

1.33

0.97

+0.36

Martin ratio

Return relative to average drawdown

5.03

4.21

+0.82

BDBKX vs. VSCIX - Sharpe Ratio Comparison

The current BDBKX Sharpe Ratio is 0.91, which is comparable to the VSCIX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of BDBKX and VSCIX, 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


BDBKXVSCIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

0.75

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.24

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.47

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.38

0.00

Correlation

The correlation between BDBKX and VSCIX is 0.98, 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

BDBKX vs. VSCIX - Dividend Comparison

BDBKX's dividend yield for the trailing twelve months is around 3.25%, more than VSCIX's 1.39% yield.


TTM20252024202320222021202020192018201720162015
BDBKX
iShares Russell 2000 Small-Cap Index Fund Class K
3.25%3.17%4.84%2.96%1.76%7.67%1.45%3.47%4.29%3.18%4.62%3.64%
VSCIX
Vanguard Small-Cap Index Fund Institutional Shares
1.39%1.34%1.31%1.55%1.55%1.25%1.15%1.40%1.68%1.36%1.50%1.49%

Drawdowns

BDBKX vs. VSCIX - Drawdown Comparison

The maximum BDBKX drawdown since its inception was -41.66%, smaller than the maximum VSCIX drawdown of -59.66%. Use the drawdown chart below to compare losses from any high point for BDBKX and VSCIX.


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Drawdown Indicators


BDBKXVSCIXDifference

Max Drawdown

Largest peak-to-trough decline

-41.66%

-59.66%

+18.00%

Max Drawdown (1Y)

Largest decline over 1 year

-13.89%

-14.30%

+0.41%

Max Drawdown (5Y)

Largest decline over 5 years

-31.96%

-28.13%

-3.83%

Max Drawdown (10Y)

Largest decline over 10 years

-41.66%

-41.81%

+0.15%

Current Drawdown

Current decline from peak

-10.97%

-8.97%

-2.00%

Average Drawdown

Average peak-to-trough decline

-8.83%

-10.18%

+1.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

3.29%

+0.38%

Volatility

BDBKX vs. VSCIX - Volatility Comparison

iShares Russell 2000 Small-Cap Index Fund Class K (BDBKX) has a higher volatility of 6.59% compared to Vanguard Small-Cap Index Fund Institutional Shares (VSCIX) at 5.90%. This indicates that BDBKX's price experiences larger fluctuations and is considered to be riskier than VSCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BDBKXVSCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.59%

5.90%

+0.69%

Volatility (6M)

Calculated over the trailing 6-month period

14.10%

12.22%

+1.88%

Volatility (1Y)

Calculated over the trailing 1-year period

23.12%

21.62%

+1.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.15%

20.70%

+2.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.65%

21.53%

+2.12%