BSMIX vs. SSCDX
BSMIX (iShares Russell Small/Mid-Cap Index Fund) and SSCDX (Sit Small Cap Dividend Growth Fund) are both Small Cap Blend Equities funds. Over the past 10 years, BSMIX returned 12.37%/yr vs 11.52%/yr for SSCDX. With a 0.96 correlation, they move nearly in lockstep. BSMIX charges 0.12%/yr vs 1.35%/yr for SSCDX.
Performance
BSMIX vs. SSCDX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with BSMIX having a 21.86% return and SSCDX slightly lower at 21.28%. Over the past 10 years, BSMIX has outperformed SSCDX with an annualized return of 12.37%, while SSCDX has yielded a comparatively lower 11.52% annualized return.
BSMIX
- 1D
- 0.77%
- 1M
- 4.80%
- YTD
- 21.86%
- 6M
- 19.38%
- 1Y
- 38.49%
- 3Y*
- 19.63%
- 5Y*
- 8.21%
- 10Y*
- 12.37%
SSCDX
- 1D
- 0.93%
- 1M
- 4.08%
- YTD
- 21.28%
- 6M
- 18.74%
- 1Y
- 36.47%
- 3Y*
- 20.39%
- 5Y*
- 10.33%
- 10Y*
- 11.52%
BSMIX vs. SSCDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BSMIX iShares Russell Small/Mid-Cap Index Fund | 21.86% | 11.92% | 12.04% | 17.15% | -18.39% | 18.00% | 20.28% | 27.62% | -10.22% | 16.75% |
SSCDX Sit Small Cap Dividend Growth Fund | 21.28% | 12.90% | 15.50% | 15.50% | -17.15% | 23.46% | 16.21% | 27.12% | -17.10% | 13.69% |
Correlation
The correlation between BSMIX and SSCDX is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.96 |
The correlation between BSMIX and SSCDX has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.
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Return for Risk
BSMIX vs. SSCDX — Risk / Return Rank
BSMIX
SSCDX
BSMIX vs. SSCDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Small/Mid-Cap Index Fund (BSMIX) and Sit Small Cap Dividend Growth Fund (SSCDX). 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.
| BSMIX | SSCDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.39 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.25 | 4.60 | -0.35 |
| Martin ratioReturn relative to average drawdown | 16.06 | 15.90 | +0.16 |
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Drawdowns
BSMIX vs. SSCDX - Drawdown Comparison
The maximum BSMIX drawdown since its inception was -41.32%, which is greater than SSCDX's maximum drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for BSMIX and SSCDX.
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Drawdown Indicators
| BSMIX | SSCDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.32% | -38.79% | -2.53% |
Max Drawdown (1Y)Largest decline over 1 year | -9.39% | -8.22% | -1.17% |
Max Drawdown (3Y)Largest decline over 3 years | -25.49% | -23.99% | -1.50% |
Max Drawdown (5Y)Largest decline over 5 years | -28.33% | -27.06% | -1.27% |
Max Drawdown (10Y)Largest decline over 10 years | -41.32% | -38.79% | -2.53% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -7.38% | -6.98% | -0.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 2.38% | +0.10% |
Volatility
BSMIX vs. SSCDX - Volatility Comparison
iShares Russell Small/Mid-Cap Index Fund (BSMIX) has a higher volatility of 6.00% compared to Sit Small Cap Dividend Growth Fund (SSCDX) at 4.96%. This indicates that BSMIX's price experiences larger fluctuations and is considered to be riskier than SSCDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BSMIX | SSCDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.00% | 4.96% | +1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 13.47% | 12.28% | +1.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.86% | 16.57% | +1.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.28% | 20.12% | +1.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.76% | 20.73% | +1.03% |
BSMIX vs. SSCDX - Expense Ratio Comparison
BSMIX has a 0.12% expense ratio, which is lower than SSCDX's 1.35% expense ratio.
Dividends
BSMIX vs. SSCDX - Dividend Comparison
BSMIX's dividend yield for the trailing twelve months is around 2.37%, more than SSCDX's 1.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSMIX iShares Russell Small/Mid-Cap Index Fund | 2.37% | 2.90% | 2.04% | 1.37% | 4.94% | 4.77% | 4.42% | 2.83% | 4.33% | 2.83% | 1.45% | 0.00% |
SSCDX Sit Small Cap Dividend Growth Fund | 1.77% | 2.21% | 1.79% | 1.07% | 4.26% | 8.47% | 0.77% | 1.33% | 2.69% | 0.85% | 1.16% | 0.87% |
Frequently Asked Questions
With a correlation of 0.94, BSMIX and SSCDX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
BSMIX has higher volatility (6.00%) compared to SSCDX (4.96%). In terms of maximum drawdown, BSMIX dropped -41.32% vs SSCDX's -38.79%.
SSCDX currently has the higher Sharpe Ratio (2.29 vs 2.24), 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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