MASKX vs. VB
Compare and contrast key facts about iShares Russell 2000 Small-Cap Index Fund (MASKX) and Vanguard Small-Cap ETF (VB).
MASKX is managed by Blackrock. It was launched on Apr 9, 1997. VB is a passively managed fund by Vanguard that tracks the performance of the CRSP US Small Cap. 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: MASKX or VB.
Key characteristics
| MASKX | VB | |
|---|---|---|
| YTD Return | 17.88% | 19.30% |
| 1Y Return | 31.39% | 33.66% |
| 3Y Return (Ann) | -1.80% | 3.60% |
| 5Y Return (Ann) | 7.35% | 11.05% |
| 10Y Return (Ann) | 5.61% | 9.79% |
| Sharpe Ratio | 1.80 | 2.25 |
| Sortino Ratio | 2.61 | 3.14 |
| Omega Ratio | 1.31 | 1.39 |
| Calmar Ratio | 1.30 | 2.20 |
| Martin Ratio | 10.18 | 12.84 |
| Ulcer Index | 3.79% | 3.09% |
| Daily Std Dev | 21.48% | 17.65% |
| Max Drawdown | -67.66% | -59.58% |
| Current Drawdown | -6.46% | -1.66% |
Correlation
The correlation between MASKX and VB is 0.97, 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
MASKX vs. VB - Performance Comparison
In the year-to-date period, MASKX achieves a 17.88% return, which is significantly lower than VB's 19.30% return. Over the past 10 years, MASKX has underperformed VB with an annualized return of 5.61%, while VB 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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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%.
Risk-Adjusted Performance
MASKX vs. VB - Risk-Adjusted Performance 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.
Dividends
MASKX vs. VB - Dividend Comparison
MASKX's dividend yield for the trailing twelve months is around 1.42%, more than VB's 1.31% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MASKX iShares Russell 2000 Small-Cap Index Fund | 1.42% | 1.54% | 1.41% | 1.14% | 1.04% | 1.38% | 1.17% | 1.04% | 1.22% | 0.93% | 1.57% | 1.10% |
VB Vanguard Small-Cap ETF | 1.31% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% | 1.43% | 1.31% |
Drawdowns
MASKX vs. VB - Drawdown Comparison
The maximum MASKX drawdown since its inception was -67.66%, which is greater than VB's maximum drawdown of -59.58%. Use the drawdown chart below to compare losses from any high point for MASKX and VB. For additional features, visit the drawdowns tool.
Volatility
MASKX vs. VB - Volatility Comparison
iShares Russell 2000 Small-Cap Index Fund (MASKX) has a higher volatility of 7.52% compared to Vanguard Small-Cap ETF (VB) at 5.47%. 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.