PSGIX vs. VEA
Compare and contrast key facts about BlackRock Advantage Small Cap Growth Fund (PSGIX) and Vanguard FTSE Developed Markets ETF (VEA).
PSGIX is managed by BlackRock. It was launched on Sep 14, 1993. VEA is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed All Cap ex US Index. It was launched on Jul 20, 2007.
Performance
PSGIX vs. VEA - Performance Comparison
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PSGIX vs. VEA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSGIX BlackRock Advantage Small Cap Growth Fund | -6.12% | 15.24% | 14.07% | 18.73% | -24.93% | 2.95% | 33.47% | 33.92% | -5.01% | 14.19% |
VEA Vanguard FTSE Developed Markets ETF | 2.75% | 35.16% | 3.15% | 17.93% | -15.34% | 11.66% | 9.71% | 22.62% | -14.75% | 26.42% |
Returns By Period
In the year-to-date period, PSGIX achieves a -6.12% return, which is significantly lower than VEA's 2.75% return. Over the past 10 years, PSGIX has outperformed VEA with an annualized return of 10.01%, while VEA has yielded a comparatively lower 9.37% annualized return.
PSGIX
- 1D
- -2.20%
- 1M
- -9.88%
- YTD
- -6.12%
- 6M
- -4.31%
- 1Y
- 20.62%
- 3Y*
- 11.58%
- 5Y*
- 1.57%
- 10Y*
- 10.01%
VEA
- 1D
- 3.30%
- 1M
- -8.61%
- YTD
- 2.75%
- 6M
- 8.94%
- 1Y
- 30.06%
- 3Y*
- 16.07%
- 5Y*
- 8.57%
- 10Y*
- 9.37%
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PSGIX vs. VEA - Expense Ratio Comparison
PSGIX has a 0.50% expense ratio, which is higher than VEA's 0.03% expense ratio.
Return for Risk
PSGIX vs. VEA — Risk / Return Rank
PSGIX
VEA
PSGIX vs. VEA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage Small Cap Growth Fund (PSGIX) and Vanguard FTSE Developed Markets ETF (VEA). 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.
| PSGIX | VEA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 1.72 | -0.91 |
Sortino ratioReturn per unit of downside risk | 1.27 | 2.35 | -1.08 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.35 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.26 | 2.50 | -1.23 |
Martin ratioReturn relative to average drawdown | 4.38 | 9.82 | -5.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PSGIX | VEA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 1.72 | -0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 0.53 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.54 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.22 | +0.16 |
Correlation
The correlation between PSGIX and VEA is 0.73, 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.
Dividends
PSGIX vs. VEA - Dividend Comparison
PSGIX's dividend yield for the trailing twelve months is around 0.12%, less than VEA's 2.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSGIX BlackRock Advantage Small Cap Growth Fund | 0.12% | 0.11% | 0.25% | 0.25% | 0.47% | 18.37% | 5.36% | 5.37% | 24.24% | 11.12% | 0.05% | 6.08% |
VEA Vanguard FTSE Developed Markets ETF | 2.93% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
Drawdowns
PSGIX vs. VEA - Drawdown Comparison
The maximum PSGIX drawdown since its inception was -77.50%, which is greater than VEA's maximum drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for PSGIX and VEA.
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Drawdown Indicators
| PSGIX | VEA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.50% | -60.68% | -16.82% |
Max Drawdown (1Y)Largest decline over 1 year | -13.78% | -11.63% | -2.15% |
Max Drawdown (5Y)Largest decline over 5 years | -40.55% | -29.71% | -10.84% |
Max Drawdown (10Y)Largest decline over 10 years | -41.59% | -35.73% | -5.86% |
Current DrawdownCurrent decline from peak | -13.74% | -8.71% | -5.03% |
Average DrawdownAverage peak-to-trough decline | -25.39% | -13.40% | -11.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.97% | 2.96% | +1.01% |
Volatility
PSGIX vs. VEA - Volatility Comparison
The current volatility for BlackRock Advantage Small Cap Growth Fund (PSGIX) is 7.85%, while Vanguard FTSE Developed Markets ETF (VEA) has a volatility of 8.41%. This indicates that PSGIX experiences smaller price fluctuations and is considered to be less risky than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSGIX | VEA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.85% | 8.41% | -0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 16.28% | 11.57% | +4.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.98% | 17.62% | +7.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.36% | 16.30% | +8.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.27% | 17.26% | +7.01% |