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ISCF vs. NISM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISCF vs. NISM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Intl Small-Cap Multifactor ETF (ISCF) and NYLI International Small-Mid Cap Equity ETF (NISM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


ISCF

1D
-0.61%
1M
-0.63%
6M
3.65%
YTD
7.72%
1Y
17.26%
3Y*
15.99%
5Y*
7.79%
10Y*
9.42%

NISM

1D
-0.57%
1M
-1.23%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISCF vs. NISM - Yearly Performance Comparison


Correlation

The correlation between ISCF and NISM is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 13, 2026

0.85

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Return for Risk

ISCF vs. NISM — Risk / Return Rank

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

ISCF
ISCF Risk / Return Rank: 3939
Overall Rank
ISCF Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
ISCF Sortino Ratio Rank: 3939
Sortino Ratio Rank
ISCF Omega Ratio Rank: 3838
Omega Ratio Rank
ISCF Calmar Ratio Rank: 3636
Calmar Ratio Rank
ISCF Martin Ratio Rank: 4242
Martin Ratio Rank

NISM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

ISCF vs. NISM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Small-Cap Multifactor ETF (ISCF) and NYLI International Small-Mid Cap Equity ETF (NISM). 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.


ISCFNISMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.21

Calmar ratioReturn relative to maximum drawdown

1.53

Martin ratioReturn relative to average drawdown

5.43

ISCF vs. NISM - Sharpe Ratio Comparison


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Drawdowns

ISCF vs. NISM - Drawdown Comparison

The maximum ISCF drawdown since its inception was -40.79%, which is greater than NISM's maximum drawdown of -4.35%. Use the drawdown chart below to compare losses from any high point for ISCF and NISM.


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Drawdown Indicators


ISCFNISMDifference

Max Drawdown

Largest peak-to-trough decline

-40.79%

-4.35%

-36.44%

Max Drawdown (1Y)

Largest decline over 1 year

-11.34%

Max Drawdown (3Y)

Largest decline over 3 years

-13.85%

Max Drawdown (5Y)

Largest decline over 5 years

-30.70%

Max Drawdown (10Y)

Largest decline over 10 years

-40.79%

Current Drawdown

Current decline from peak

-2.24%

-1.96%

-0.28%

Average Drawdown

Average peak-to-trough decline

-8.09%

-1.75%

-6.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

Volatility

ISCF vs. NISM - Volatility Comparison


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Volatility by Period


ISCFNISMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.79%

Volatility (6M)

Calculated over the trailing 6-month period

12.78%

Volatility (1Y)

Calculated over the trailing 1-year period

14.97%

14.09%

+0.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.74%

14.09%

+2.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.15%

14.09%

+3.06%

ISCF vs. NISM - Expense Ratio Comparison

ISCF has a 0.40% expense ratio, which is lower than NISM's 0.70% expense ratio.


Dividends

ISCF vs. NISM - Dividend Comparison

ISCF's dividend yield for the trailing twelve months is around 3.68%, more than NISM's 0.24% yield.


PositionTTM20252024202320222021202020192018201720162015
ISCF
iShares MSCI Intl Small-Cap Multifactor ETF
3.68%3.76%4.29%3.94%2.73%3.93%2.30%2.87%2.14%1.97%2.89%1.46%
NISM
NYLI International Small-Mid Cap Equity ETF
0.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ISCF and NISM have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ISCF is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ISCF is cheaper with a 0.40% expense ratio, compared with 0.70% for NISM.

ISCF has the higher dividend yield at 3.68%, compared with 0.24% for NISM.

They also come from different issuers: iShares and New York Life Investment Management. Their fees differ too: 0.40% for ISCF and 0.70% for NISM.

Portfolio Optimizer

Find the right allocation for ISCF and NISM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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