ISCF vs. VXUS
Compare and contrast key facts about iShares MSCI Intl Small-Cap Multifactor ETF (ISCF) and Vanguard Total International Stock ETF (VXUS).
ISCF and VXUS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ISCF is a passively managed fund by iShares that tracks the performance of the MSCI World exUSA SmallCap Diversified Multi-Factor. It was launched on Apr 28, 2015. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011. Both ISCF and VXUS 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: ISCF or VXUS.
Key characteristics
| ISCF | VXUS | |
|---|---|---|
| YTD Return | -0.31% | 2.12% |
| 1Y Return | 7.02% | 10.34% |
| 3Y Return (Ann) | -1.07% | -0.08% |
| 5Y Return (Ann) | 5.16% | 5.23% |
| Sharpe Ratio | 0.40 | 0.69 |
| Daily Std Dev | 13.54% | 12.51% |
| Max Drawdown | -40.79% | -35.97% |
| Current Drawdown | -9.47% | -3.81% |
Correlation
The correlation between ISCF and VXUS is 0.81, 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
ISCF vs. VXUS - Performance Comparison
In the year-to-date period, ISCF achieves a -0.31% return, which is significantly lower than VXUS's 2.12% 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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ISCF vs. VXUS - Expense Ratio Comparison
ISCF has a 0.40% expense ratio, which is higher than VXUS's 0.07% expense ratio.
Risk-Adjusted Performance
ISCF vs. VXUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Small-Cap Multifactor ETF (ISCF) and Vanguard Total International Stock ETF (VXUS). 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
ISCF vs. VXUS - Dividend Comparison
ISCF's dividend yield for the trailing twelve months is around 3.95%, more than VXUS's 3.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISCF iShares MSCI Intl Small-Cap Multifactor ETF | 3.95% | 3.94% | 2.73% | 3.93% | 2.30% | 2.87% | 2.14% | 1.97% | 2.89% | 1.46% | 0.00% | 0.00% |
VXUS Vanguard Total International Stock ETF | 3.36% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
Drawdowns
ISCF vs. VXUS - Drawdown Comparison
The maximum ISCF drawdown since its inception was -40.79%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for ISCF and VXUS. For additional features, visit the drawdowns tool.
Volatility
ISCF vs. VXUS - Volatility Comparison
iShares MSCI Intl Small-Cap Multifactor ETF (ISCF) has a higher volatility of 3.67% compared to Vanguard Total International Stock ETF (VXUS) at 3.27%. This indicates that ISCF's price experiences larger fluctuations and is considered to be riskier than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.