MASKX vs. VB
MASKX (iShares Russell 2000 Small-Cap Index Fund) and VB (Vanguard Small-Cap ETF) are both Small Cap Blend Equities funds. Over the past 10 years, MASKX returned 11.12%/yr vs 11.30%/yr for VB. With a 0.98 correlation, they move nearly in lockstep. MASKX charges 0.12%/yr vs 0.05%/yr for VB.
Performance
MASKX vs. VB - Performance Comparison
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Returns By Period
In the year-to-date period, MASKX achieves a 18.62% return, which is significantly higher than VB's 14.16% return. Both investments have delivered pretty close results over the past 10 years, with MASKX having a 11.12% annualized return and VB not far ahead at 11.30%.
MASKX
- 1D
- 0.89%
- 1M
- 4.97%
- YTD
- 18.62%
- 6M
- 17.33%
- 1Y
- 41.04%
- 3Y*
- 18.52%
- 5Y*
- 6.53%
- 10Y*
- 11.12%
VB
- 1D
- -0.65%
- 1M
- 3.52%
- YTD
- 14.16%
- 6M
- 14.12%
- 1Y
- 28.82%
- 3Y*
- 17.05%
- 5Y*
- 7.11%
- 10Y*
- 11.30%
MASKX vs. VB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MASKX iShares Russell 2000 Small-Cap Index Fund | 18.62% | 12.76% | 11.35% | 16.99% | -20.39% | 14.54% | 19.99% | 25.54% | -11.03% | 14.61% |
VB Vanguard Small-Cap ETF | 14.16% | 8.87% | 14.17% | 18.22% | -17.51% | 17.57% | 19.19% | 27.34% | -9.34% | 16.26% |
Correlation
The correlation between MASKX and VB is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2004 | 0.98 |
The correlation between MASKX and VB has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.
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Return for Risk
MASKX vs. VB — Risk / Return Rank
MASKX
VB
MASKX vs. VB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 Small-Cap Index Fund (MASKX) and Vanguard Small-Cap ETF (VB). 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.
| MASKX | VB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.49 | ||
| Sortino ratioReturn per unit of downside risk | +0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.31 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.95 | 3.22 | +0.72 |
| Martin ratioReturn relative to average drawdown | 14.03 | 11.87 | +2.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MASKX | VB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 1.78 | +0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.34 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.53 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.44 | -0.07 |
Drawdowns
MASKX vs. VB - Drawdown Comparison
The maximum MASKX drawdown since its inception was -59.06%, roughly equal to the maximum VB drawdown of -59.56%. Use the drawdown chart below to compare losses from any high point for MASKX and VB.
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Drawdown Indicators
| MASKX | VB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.06% | -59.56% | +0.50% |
Max Drawdown (1Y)Largest decline over 1 year | -11.01% | -8.98% | -2.03% |
Max Drawdown (3Y)Largest decline over 3 years | -27.53% | -25.36% | -2.17% |
Max Drawdown (5Y)Largest decline over 5 years | -31.98% | -28.15% | -3.83% |
Max Drawdown (10Y)Largest decline over 10 years | -41.68% | -42.05% | +0.37% |
Current DrawdownCurrent decline from peak | -0.13% | -0.65% | +0.52% |
Average DrawdownAverage peak-to-trough decline | -11.63% | -8.44% | -3.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 2.43% | +0.66% |
Volatility
MASKX vs. VB - Volatility Comparison
iShares Russell 2000 Small-Cap Index Fund (MASKX) has a higher volatility of 5.60% compared to Vanguard Small-Cap ETF (VB) at 4.42%. This indicates that MASKX's price experiences larger fluctuations and is considered to be riskier than VB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MASKX | VB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.60% | 4.42% | +1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 13.57% | 11.72% | +1.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.10% | 16.28% | +2.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.16% | 20.74% | +2.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.70% | 21.42% | +2.28% |
MASKX vs. VB - Expense Ratio Comparison
MASKX has a 0.12% expense ratio, which is higher than VB's 0.05% 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%.
Dividends
MASKX vs. VB - Dividend Comparison
MASKX's dividend yield for the trailing twelve months is around 2.64%, more than VB's 1.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MASKX iShares Russell 2000 Small-Cap Index Fund | 2.64% | 3.13% | 4.81% | 2.92% | 1.70% | 7.64% | 1.42% | 3.43% | 4.26% | 3.15% | 4.60% | 3.63% |
VB Vanguard Small-Cap ETF | 1.19% | 1.33% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% |
Frequently Asked Questions
With a correlation of 0.96, MASKX and VB 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.
MASKX has higher volatility (5.60%) compared to VB (4.42%). In terms of maximum drawdown, MASKX dropped -59.06% vs VB's -59.56%.
MASKX currently has the higher Sharpe Ratio (2.28 vs 1.78), 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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