MASKX vs. VSTCX
MASKX (iShares Russell 2000 Small-Cap Index Fund) and VSTCX (Vanguard Strategic Small-Cap Equity Fund) are both Small Cap Blend Equities funds. Over the past 10 years, MASKX returned 11.64%/yr vs 13.37%/yr for VSTCX. With a 0.98 correlation, they move nearly in lockstep. MASKX charges 0.12%/yr vs 0.26%/yr for VSTCX.
Performance
MASKX vs. VSTCX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with MASKX having a 20.49% return and VSTCX slightly higher at 20.89%. Over the past 10 years, MASKX has underperformed VSTCX with an annualized return of 11.64%, while VSTCX has yielded a comparatively higher 13.37% annualized return.
MASKX
- 1D
- -0.95%
- 1M
- 3.84%
- YTD
- 20.49%
- 6M
- 17.46%
- 1Y
- 39.30%
- 3Y*
- 19.31%
- 5Y*
- 6.35%
- 10Y*
- 11.64%
VSTCX
- 1D
- -0.49%
- 1M
- 4.66%
- YTD
- 20.89%
- 6M
- 18.35%
- 1Y
- 41.63%
- 3Y*
- 23.06%
- 5Y*
- 12.18%
- 10Y*
- 13.37%
MASKX vs. VSTCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MASKX iShares Russell 2000 Small-Cap Index Fund | 20.49% | 12.76% | 11.35% | 16.99% | -20.39% | 14.54% | 19.99% | 25.54% | -11.03% | 14.61% |
VSTCX Vanguard Strategic Small-Cap Equity Fund | 20.89% | 15.20% | 15.40% | 21.34% | -13.00% | 33.53% | 8.38% | 22.18% | -11.87% | 9.21% |
Correlation
The correlation between MASKX and VSTCX is 0.96 - 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 | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Apr 20, 2006 | 0.98 |
The correlation between MASKX and VSTCX has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.
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Return for Risk
MASKX vs. VSTCX — Risk / Return Rank
MASKX
VSTCX
MASKX vs. VSTCX - 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 Strategic Small-Cap Equity Fund (VSTCX). 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.
| MASKX | VSTCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.42 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.75 | 5.45 | -1.69 |
| Martin ratioReturn relative to average drawdown | 13.29 | 19.21 | -5.92 |
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Drawdowns
MASKX vs. VSTCX - Drawdown Comparison
The maximum MASKX drawdown since its inception was -59.06%, smaller than the maximum VSTCX drawdown of -62.50%. Use the drawdown chart below to compare losses from any high point for MASKX and VSTCX.
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Drawdown Indicators
| MASKX | VSTCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.06% | -62.50% | +3.44% |
Max Drawdown (1Y)Largest decline over 1 year | -11.01% | -8.08% | -2.93% |
Max Drawdown (3Y)Largest decline over 3 years | -27.53% | -27.47% | -0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -31.98% | -27.47% | -4.51% |
Max Drawdown (10Y)Largest decline over 10 years | -41.68% | -48.08% | +6.40% |
Current DrawdownCurrent decline from peak | -0.95% | -0.49% | -0.46% |
Average DrawdownAverage peak-to-trough decline | -11.61% | -10.62% | -0.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.10% | 2.29% | +0.81% |
Volatility
MASKX vs. VSTCX - Volatility Comparison
iShares Russell 2000 Small-Cap Index Fund (MASKX) has a higher volatility of 6.49% compared to Vanguard Strategic Small-Cap Equity Fund (VSTCX) at 5.11%. This indicates that MASKX's price experiences larger fluctuations and is considered to be riskier than VSTCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MASKX | VSTCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.49% | 5.11% | +1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 14.35% | 12.51% | +1.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.71% | 17.86% | +1.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.25% | 22.01% | +1.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.72% | 23.46% | +0.26% |
MASKX vs. VSTCX - Expense Ratio Comparison
MASKX has a 0.12% expense ratio, which is lower than VSTCX's 0.26% expense ratio. Despite the difference, 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. VSTCX - Dividend Comparison
MASKX's dividend yield for the trailing twelve months is around 2.60%, less than VSTCX's 6.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VSTCX Vanguard Strategic Small-Cap Equity Fund | 6.24% | 7.55% | 9.66% | 2.50% | 7.44% | 19.92% | 1.24% | 4.14% | 11.74% | 5.76% | 1.35% | 2.33% |
Frequently Asked Questions
With a correlation of 0.96, MASKX and VSTCX 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.
MASKX has higher volatility (6.49%) compared to VSTCX (5.11%). In terms of maximum drawdown, MASKX dropped -59.06% vs VSTCX's -62.50%.
VSTCX currently has the higher Sharpe Ratio (2.47 vs 2.10), 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.
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