PortfoliosLab logoPortfoliosLab logo
MASKX vs. VRTIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MASKX vs. VRTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 2000 Small-Cap Index Fund (MASKX) and Vanguard Russell 2000 Index Fund Institutional Shares (VRTIX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with MASKX having a 20.64% return and VRTIX slightly higher at 20.75%. Both investments have delivered pretty close results over the past 10 years, with MASKX having a 11.36% annualized return and VRTIX not far ahead at 11.48%.


MASKX

1D
2.09%
1M
3.97%
YTD
20.64%
6M
17.09%
1Y
42.89%
3Y*
18.21%
5Y*
7.29%
10Y*
11.36%

VRTIX

1D
2.13%
1M
3.98%
YTD
20.75%
6M
17.19%
1Y
43.17%
3Y*
18.25%
5Y*
7.33%
10Y*
11.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MASKX vs. VRTIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MASKX
iShares Russell 2000 Small-Cap Index Fund
20.64%12.76%11.35%16.99%-20.39%14.54%19.99%25.54%-11.03%14.61%
VRTIX
Vanguard Russell 2000 Index Fund Institutional Shares
20.75%12.55%11.59%17.01%-20.40%14.71%20.46%25.60%-10.92%14.77%

Correlation

The correlation between MASKX and VRTIX is 1.00 - 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

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2010

0.99

The correlation between MASKX and VRTIX has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

MASKX vs. VRTIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MASKX
MASKX Risk / Return Rank: 6868
Overall Rank
MASKX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
MASKX Sortino Ratio Rank: 6161
Sortino Ratio Rank
MASKX Omega Ratio Rank: 5050
Omega Ratio Rank
MASKX Calmar Ratio Rank: 8686
Calmar Ratio Rank
MASKX Martin Ratio Rank: 7979
Martin Ratio Rank

VRTIX
VRTIX Risk / Return Rank: 6969
Overall Rank
VRTIX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
VRTIX Sortino Ratio Rank: 6161
Sortino Ratio Rank
VRTIX Omega Ratio Rank: 5151
Omega Ratio Rank
VRTIX Calmar Ratio Rank: 8686
Calmar Ratio Rank
VRTIX Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MASKX vs. VRTIX - 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 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MASKXVRTIXDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.36

1.36

0.00

Calmar ratioReturn relative to maximum drawdown

3.89

3.92

-0.03

Martin ratioReturn relative to average drawdown

13.78

13.88

-0.10

MASKX vs. VRTIX - Sharpe Ratio Comparison

The current MASKX Sharpe Ratio is 2.18, which is comparable to the VRTIX Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of MASKX and VRTIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

MASKX vs. VRTIX - Drawdown Comparison

The maximum MASKX drawdown since its inception was -59.06%, 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.


Loading charts...

Drawdown Indicators


MASKXVRTIXDifference

Max Drawdown

Largest peak-to-trough decline

-59.06%

-41.69%

-17.37%

Max Drawdown (1Y)

Largest decline over 1 year

-11.01%

-10.99%

-0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-27.53%

-27.72%

+0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-31.98%

-31.98%

0.00%

Max Drawdown (10Y)

Largest decline over 10 years

-41.68%

-41.69%

+0.01%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-11.61%

-8.38%

-3.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

3.10%

0.00%

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 6.76% and 6.77%, 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.


Loading charts...

Volatility by Period


MASKXVRTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.76%

6.77%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

14.35%

14.36%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

19.67%

19.70%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.25%

22.69%

+0.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.75%

23.51%

+0.24%

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%.


Dividends

MASKX vs. VRTIX - Dividend Comparison

MASKX's dividend yield for the trailing twelve months is around 2.60%, more than VRTIX's 1.10% yield.


PositionTTM20252024202320222021202020192018201720162015
MASKX
iShares Russell 2000 Small-Cap Index Fund
2.60%3.13%4.81%2.92%1.70%7.64%1.42%3.43%4.26%3.15%4.60%3.63%
VRTIX
Vanguard Russell 2000 Index Fund Institutional Shares
1.10%1.00%1.23%1.46%1.50%1.05%1.14%1.36%1.49%1.24%1.33%1.31%

Frequently Asked Questions


With a correlation of 1.00, MASKX and VRTIX 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.

VRTIX has higher volatility (6.77%) compared to MASKX (6.76%). In terms of maximum drawdown, MASKX dropped -59.06% vs VRTIX's -41.69%.

VRTIX currently has the higher Sharpe Ratio (2.19 vs 2.18), 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.

Portfolio Optimizer

Find the right allocation for MASKX and VRTIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer