MASKX vs. VOOG
Compare and contrast key facts about iShares Russell 2000 Small-Cap Index Fund (MASKX) and Vanguard S&P 500 Growth ETF (VOOG).
MASKX is managed by Blackrock. It was launched on Apr 9, 1997. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MASKX or VOOG.
Key characteristics
| MASKX | VOOG | |
|---|---|---|
| YTD Return | 17.88% | 35.16% |
| 1Y Return | 31.39% | 41.67% |
| 3Y Return (Ann) | -1.80% | 8.09% |
| 5Y Return (Ann) | 7.35% | 17.87% |
| 10Y Return (Ann) | 5.61% | 15.23% |
| Sharpe Ratio | 1.80 | 2.59 |
| Sortino Ratio | 2.61 | 3.32 |
| Omega Ratio | 1.31 | 1.48 |
| Calmar Ratio | 1.30 | 3.19 |
| Martin Ratio | 10.18 | 13.70 |
| Ulcer Index | 3.79% | 3.21% |
| Daily Std Dev | 21.48% | 16.95% |
| Max Drawdown | -67.66% | -32.73% |
| Current Drawdown | -6.46% | -0.08% |
Correlation
The correlation between MASKX and VOOG is 0.76, 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. VOOG - Performance Comparison
In the year-to-date period, MASKX achieves a 17.88% return, which is significantly lower than VOOG's 35.16% return. Over the past 10 years, MASKX has underperformed VOOG with an annualized return of 5.61%, while VOOG has yielded a comparatively higher 15.23% 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. VOOG - Expense Ratio Comparison
MASKX has a 0.12% expense ratio, which is higher than VOOG'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. VOOG - 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 S&P 500 Growth ETF (VOOG). 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. VOOG - Dividend Comparison
MASKX's dividend yield for the trailing twelve months is around 1.42%, more than VOOG's 0.59% 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% |
VOOG Vanguard S&P 500 Growth ETF | 0.59% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
Drawdowns
MASKX vs. VOOG - Drawdown Comparison
The maximum MASKX drawdown since its inception was -67.66%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for MASKX and VOOG. For additional features, visit the drawdowns tool.
Volatility
MASKX vs. VOOG - Volatility Comparison
iShares Russell 2000 Small-Cap Index Fund (MASKX) has a higher volatility of 7.52% compared to Vanguard S&P 500 Growth ETF (VOOG) at 5.06%. This indicates that MASKX's price experiences larger fluctuations and is considered to be riskier than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.