SCDV vs. SMCP

Last updated Jun 3, 2026

SCDV (Bahl & Gaynor Small Cap Dividend ETF) and SMCP (AlphaMark Actively Managed Small Cap ETF) are both Small Cap Blend Equities funds. SCDV is actively managed, while SMCP is passively managed. At a 0.16 correlation, their price movements are largely independent. SCDV charges 0.70%/yr vs 0.90%/yr for SMCP.

Performance

SCDV vs. SMCP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bahl & Gaynor Small Cap Dividend ETF (SCDV) and AlphaMark Actively Managed Small Cap ETF (SMCP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

SCDV

• 1D: 0.80%
• 1M: -0.52%
• YTD: 10.16%
• 6M: 10.13%
• 1Y: 15.52%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SMCP

• 1D: 1.02%
• 1M: -25.77%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SCDV vs. SMCP - Yearly Performance Comparison

	2026 (YTD)
SCDV Bahl & Gaynor Small Cap Dividend ETF	-1.99%
SMCP AlphaMark Actively Managed Small Cap ETF	-25.77%

Correlation

The correlation between SCDV and SMCP is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Feb 9, 2026	0.16

Return for Risk

SCDV vs. SMCP — Risk / Return Rank

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

SCDV

SCDV Risk / Return Rank: 27
SCDV Sharpe Ratio Rank: 27
SCDV Sortino Ratio Rank: 28
SCDV Omega Ratio Rank: 26
SCDV Calmar Ratio Rank: 27
SCDV Martin Ratio Rank: 28

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.

SCDV vs. SMCP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bahl & Gaynor Small Cap Dividend ETF (SCDV) and AlphaMark Actively Managed Small Cap ETF (SMCP). 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.

	SCDV	SMCP	Difference
Sharpe ratio Return per unit of total volatility	1.00	—	—
Sortino ratio Return per unit of downside risk	1.54	—	—
Omega ratio Gain probability vs. loss probability	1.18	—	—
Calmar ratio Return relative to maximum drawdown	1.32	—	—
Martin ratio Return relative to average drawdown	4.05	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	SCDV	SMCP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.00	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.22	-1.43	+1.65

Drawdowns

SCDV vs. SMCP - Drawdown Comparison

The maximum SCDV drawdown since its inception was -22.84%, smaller than the maximum SMCP drawdown of -27.86%. Use the drawdown chart below to compare losses from any high point for SCDV and SMCP.

Drawdown Indicators

	SCDV	SMCP	Difference
Max Drawdown Largest peak-to-trough decline	-22.84%	-27.86%	+5.02%
Max Drawdown (1Y) Largest decline over 1 year	-11.38%	—	—
Current Drawdown Current decline from peak	-4.17%	-25.77%	+21.60%
Average Drawdown Average peak-to-trough decline	-5.56%	-5.07%	-0.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.70%	—	—

Volatility

Volatility by Period

	SCDV	SMCP	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.17%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.73%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.60%	43.91%	-28.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.22%	43.91%	-24.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.22%	43.91%	-24.69%

SCDV vs. SMCP - Expense Ratio Comparison

SCDV has a 0.70% expense ratio, which is lower than SMCP's 0.90% expense ratio.

Dividends

SCDV vs. SMCP - Dividend Comparison

SCDV's dividend yield for the trailing twelve months is around 0.52%, while SMCP has not paid dividends to shareholders.

Position	TTM	2025	2024
SCDV Bahl & Gaynor Small Cap Dividend ETF	0.52%	0.61%	0.05%
SMCP AlphaMark Actively Managed Small Cap ETF	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SCDV and SMCP in my portfolio?

SCDV and SMCP have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SCDV or SMCP?

On fees, SCDV is cheaper at 0.70% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SCDV or SMCP?

SCDV is cheaper with a 0.70% expense ratio, compared with 0.90% for SMCP.

Which ETF pays a higher dividend yield, SCDV or SMCP?

SCDV has the higher dividend yield at 0.52%, compared with 0.00% for SMCP.

What is the main difference between SCDV and SMCP?

They also come from different issuers: Bahl & Gaynor and AlphaMark Advisors. Their fees differ too: 0.70% for SCDV and 0.90% for SMCP.