MASKX vs. VDC
Compare and contrast key facts about iShares Russell 2000 Small-Cap Index Fund (MASKX) and Vanguard Consumer Staples ETF (VDC).
MASKX is managed by Blackrock. It was launched on Apr 9, 1997. VDC is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Consumer Staples 25/50 Index. 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 VDC.
Key characteristics
| MASKX | VDC | |
|---|---|---|
| YTD Return | 17.88% | 14.96% |
| 1Y Return | 31.39% | 19.76% |
| 3Y Return (Ann) | -1.80% | 7.00% |
| 5Y Return (Ann) | 7.35% | 9.37% |
| 10Y Return (Ann) | 5.61% | 8.54% |
| Sharpe Ratio | 1.80 | 2.14 |
| Sortino Ratio | 2.61 | 3.07 |
| Omega Ratio | 1.31 | 1.37 |
| Calmar Ratio | 1.30 | 2.49 |
| Martin Ratio | 10.18 | 14.09 |
| Ulcer Index | 3.79% | 1.50% |
| Daily Std Dev | 21.48% | 9.90% |
| Max Drawdown | -67.66% | -34.24% |
| Current Drawdown | -6.46% | -1.97% |
Correlation
The correlation between MASKX and VDC is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
MASKX vs. VDC - Performance Comparison
In the year-to-date period, MASKX achieves a 17.88% return, which is significantly higher than VDC's 14.96% return. Over the past 10 years, MASKX has underperformed VDC with an annualized return of 5.61%, while VDC has yielded a comparatively higher 8.54% 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. VDC - Expense Ratio Comparison
MASKX has a 0.12% expense ratio, which is higher than VDC's 0.10% 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. VDC - 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 Consumer Staples ETF (VDC). 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. VDC - Dividend Comparison
MASKX's dividend yield for the trailing twelve months is around 1.42%, less than VDC's 2.56% 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% |
VDC Vanguard Consumer Staples ETF | 2.56% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% | 1.93% | 2.21% |
Drawdowns
MASKX vs. VDC - Drawdown Comparison
The maximum MASKX drawdown since its inception was -67.66%, which is greater than VDC's maximum drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for MASKX and VDC. For additional features, visit the drawdowns tool.
Volatility
MASKX vs. VDC - Volatility Comparison
iShares Russell 2000 Small-Cap Index Fund (MASKX) has a higher volatility of 7.52% compared to Vanguard Consumer Staples ETF (VDC) at 2.68%. This indicates that MASKX's price experiences larger fluctuations and is considered to be riskier than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.