ISCB vs. VIOO
Compare and contrast key facts about iShares Morningstar Small-Cap ETF (ISCB) and Vanguard S&P Small-Cap 600 ETF (VIOO).
ISCB and VIOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ISCB is a passively managed fund by iShares that tracks the performance of the Morningstar US Small Cap Extended Index. It was launched on Jun 28, 2004. VIOO is a passively managed fund by Vanguard that tracks the performance of the S&P SmallCap 600 Index. It was launched on Sep 7, 2010. Both ISCB and VIOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ISCB or VIOO.
Key characteristics
| ISCB | VIOO | |
|---|---|---|
| YTD Return | 15.49% | 13.52% |
| 1Y Return | 30.18% | 27.63% |
| 3Y Return (Ann) | 1.82% | 2.15% |
| 5Y Return (Ann) | 7.54% | 10.23% |
| 10Y Return (Ann) | 7.70% | 9.79% |
| Sharpe Ratio | 1.66 | 1.40 |
| Sortino Ratio | 2.36 | 2.09 |
| Omega Ratio | 1.29 | 1.25 |
| Calmar Ratio | 1.46 | 1.52 |
| Martin Ratio | 9.17 | 7.90 |
| Ulcer Index | 3.37% | 3.54% |
| Daily Std Dev | 18.66% | 20.02% |
| Max Drawdown | -61.25% | -44.15% |
| Current Drawdown | -3.23% | -3.66% |
Correlation
The correlation between ISCB and VIOO is 0.93, 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
ISCB vs. VIOO - Performance Comparison
In the year-to-date period, ISCB achieves a 15.49% return, which is significantly higher than VIOO's 13.52% return. Over the past 10 years, ISCB has underperformed VIOO with an annualized return of 7.70%, while VIOO has yielded a comparatively higher 9.79% annualized 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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ISCB vs. VIOO - Expense Ratio Comparison
ISCB has a 0.04% expense ratio, which is lower than VIOO's 0.10% expense ratio. Despite the difference, 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
ISCB vs. VIOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar Small-Cap ETF (ISCB) and Vanguard S&P Small-Cap 600 ETF (VIOO). 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
ISCB vs. VIOO - Dividend Comparison
ISCB's dividend yield for the trailing twelve months is around 1.21%, less than VIOO's 1.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISCB iShares Morningstar Small-Cap ETF | 1.21% | 1.49% | 1.63% | 1.26% | 1.26% | 1.25% | 1.60% | 1.24% | 1.58% | 1.40% | 1.18% | 0.87% |
VIOO Vanguard S&P Small-Cap 600 ETF | 1.30% | 1.47% | 1.51% | 1.16% | 1.09% | 1.37% | 1.32% | 1.11% | 0.95% | 1.26% | 1.06% | 0.86% |
Drawdowns
ISCB vs. VIOO - Drawdown Comparison
The maximum ISCB drawdown since its inception was -61.25%, which is greater than VIOO's maximum drawdown of -44.15%. Use the drawdown chart below to compare losses from any high point for ISCB and VIOO. For additional features, visit the drawdowns tool.
Volatility
ISCB vs. VIOO - Volatility Comparison
The current volatility for iShares Morningstar Small-Cap ETF (ISCB) is 6.41%, while Vanguard S&P Small-Cap 600 ETF (VIOO) has a volatility of 7.72%. This indicates that ISCB experiences smaller price fluctuations and is considered to be less risky than VIOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.