BSMIX vs. VBR
Compare and contrast key facts about iShares Russell Small/Mid-Cap Index Fund (BSMIX) and Vanguard Small-Cap Value ETF (VBR).
BSMIX is managed by Blackrock. It was launched on Aug 13, 2015. VBR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Value Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BSMIX or VBR.
Key characteristics
| BSMIX | VBR | |
|---|---|---|
| YTD Return | -0.07% | 0.79% |
| 1Y Return | 16.86% | 19.82% |
| 3Y Return (Ann) | -0.74% | 3.73% |
| 5Y Return (Ann) | 7.50% | 8.28% |
| Sharpe Ratio | 0.85 | 1.03 |
| Daily Std Dev | 17.39% | 17.04% |
| Max Drawdown | -41.32% | -62.01% |
| Current Drawdown | -9.51% | -5.94% |
Correlation
The correlation between BSMIX and VBR is 0.96, 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.
Performance
BSMIX vs. VBR - Performance Comparison
In the year-to-date period, BSMIX achieves a -0.07% return, which is significantly lower than VBR's 0.79% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BSMIX vs. VBR - Expense Ratio Comparison
BSMIX has a 0.12% expense ratio, which is higher than VBR's 0.07% 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%.
Risk-Adjusted Performance
BSMIX vs. VBR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Small/Mid-Cap Index Fund (BSMIX) and Vanguard Small-Cap Value ETF (VBR). 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.
Dividends
BSMIX vs. VBR - Dividend Comparison
BSMIX's dividend yield for the trailing twelve months is around 1.35%, less than VBR's 2.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSMIX iShares Russell Small/Mid-Cap Index Fund | 1.35% | 1.39% | 4.94% | 4.77% | 4.42% | 2.83% | 4.33% | 2.83% | 1.45% | 0.61% | 0.00% | 0.00% |
VBR Vanguard Small-Cap Value ETF | 2.14% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
Drawdowns
BSMIX vs. VBR - Drawdown Comparison
The maximum BSMIX drawdown since its inception was -41.32%, smaller than the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for BSMIX and VBR. For additional features, visit the drawdowns tool.
Volatility
BSMIX vs. VBR - Volatility Comparison
iShares Russell Small/Mid-Cap Index Fund (BSMIX) has a higher volatility of 4.65% compared to Vanguard Small-Cap Value ETF (VBR) at 4.27%. This indicates that BSMIX's price experiences larger fluctuations and is considered to be riskier than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.