MASKX vs. VRTIX
Compare and contrast key facts about iShares Russell 2000 Small-Cap Index Fund (MASKX) and Vanguard Russell 2000 Index Fund Institutional Shares (VRTIX).
MASKX is managed by Blackrock. It was launched on Apr 9, 1997. VRTIX is managed by Vanguard. It was launched on Dec 22, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MASKX or VRTIX.
Key characteristics
| MASKX | VRTIX | |
|---|---|---|
| YTD Return | 18.98% | 19.40% |
| 1Y Return | 39.91% | 42.32% |
| 3Y Return (Ann) | -1.50% | 1.23% |
| 5Y Return (Ann) | 7.66% | 10.09% |
| 10Y Return (Ann) | 5.71% | 8.96% |
| Sharpe Ratio | 1.86 | 1.96 |
| Sortino Ratio | 2.68 | 2.81 |
| Omega Ratio | 1.32 | 1.34 |
| Calmar Ratio | 1.23 | 1.51 |
| Martin Ratio | 10.53 | 11.32 |
| Ulcer Index | 3.79% | 3.74% |
| Daily Std Dev | 21.46% | 21.62% |
| Max Drawdown | -67.66% | -41.69% |
| Current Drawdown | -5.60% | -1.77% |
Correlation
The correlation between MASKX and VRTIX is 1.00, 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. VRTIX - Performance Comparison
The year-to-date returns for both investments are quite close, with MASKX having a 18.98% return and VRTIX slightly higher at 19.40%. Over the past 10 years, MASKX has underperformed VRTIX with an annualized return of 5.71%, while VRTIX has yielded a comparatively higher 8.96% 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. VRTIX - Expense Ratio Comparison
MASKX has a 0.12% expense ratio, which is higher than VRTIX's 0.08% 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. VRTIX - 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 Russell 2000 Index Fund Institutional Shares (VRTIX). 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. VRTIX - Dividend Comparison
MASKX's dividend yield for the trailing twelve months is around 1.41%, more than VRTIX's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MASKX iShares Russell 2000 Small-Cap Index Fund | 1.41% | 1.54% | 1.41% | 1.14% | 1.04% | 1.38% | 1.17% | 1.04% | 1.22% | 0.93% | 1.57% | 1.10% |
VRTIX Vanguard Russell 2000 Index Fund Institutional Shares | 1.21% | 1.46% | 1.50% | 1.15% | 0.93% | 1.36% | 1.49% | 1.24% | 1.33% | 1.31% | 1.17% | 1.08% |
Drawdowns
MASKX vs. VRTIX - Drawdown Comparison
The maximum MASKX drawdown since its inception was -67.66%, which is greater than VRTIX's maximum drawdown of -41.69%. Use the drawdown chart below to compare losses from any high point for MASKX and VRTIX. For additional features, visit the drawdowns tool.
Volatility
MASKX vs. VRTIX - Volatility Comparison
iShares Russell 2000 Small-Cap Index Fund (MASKX) and Vanguard Russell 2000 Index Fund Institutional Shares (VRTIX) have volatilities of 7.42% and 7.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.