SCDV vs. VB

Last updated Aug 4, 2026

SCDV (Bahl & Gaynor Small Cap Dividend ETF) and VB (Vanguard Small-Cap ETF) are both Small Cap Blend Equities funds. SCDV is actively managed, while VB is passively managed. Over the past year, SCDV returned 19.54% vs 27.83% for VB. Their correlation of 0.86 means they have usually moved in the same direction. SCDV charges 0.70%/yr vs 0.03%/yr for VB.

Performance

SCDV vs. VB - Performance Comparison

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

Returns By Period

The year-to-date returns for both stocks are quite close, with SCDV having a 17.67% return and VB slightly lower at 16.95%.

SCDV

• 1D: 1.43%
• 1M: 1.76%
• 6M: 9.21%
• YTD: 17.67%
• 1Y: 19.54%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 7.82%

VB

• 1D: 1.52%
• 1M: -0.23%
• 6M: 11.01%
• YTD: 16.95%
• 1Y: 27.83%
• 3Y*: 15.29%
• 5Y*: 7.95%
• 10Y*: 11.04%
• ALL TIME*: 9.95%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
SCDV Bahl & Gaynor Small Cap Dividend ETF	$311.79K	$227.29K	$226.68K
VB Vanguard Small-Cap ETF	$124.44M	$120.08M	$165.69M

SCDV vs. VB - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SCDV Bahl & Gaynor Small Cap Dividend ETF	17.67%	3.09%	-6.73%
VB Vanguard Small-Cap ETF	16.95%	8.87%	-5.91%

Correlation

The correlation between SCDV and VB is 0.82, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.82
Correlation (All Time) Calculated using the full available price history since Dec 12, 2024	0.86

The correlation between SCDV and VB has been stable across timeframes, ranging from 0.82 to 0.86 - a consistent structural relationship.

Return for Risk

SCDV vs. VB — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SCDV

SCDV Risk / Return Rank: 44
SCDV Sharpe Ratio Rank: 45
SCDV Sortino Ratio Rank: 47
SCDV Omega Ratio Rank: 42
SCDV Calmar Ratio Rank: 45
SCDV Martin Ratio Rank: 43

VB

VB Risk / Return Rank: 77
VB Sharpe Ratio Rank: 74
VB Sortino Ratio Rank: 75
VB Omega Ratio Rank: 70
VB Calmar Ratio Rank: 83
VB Martin Ratio Rank: 83

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SCDV vs. VB - Risk-Adjusted Trends Comparison

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

	SCDV	VB	Difference
Sharpe ratio: Return per unit of total volatility	1.23	1.70	-0.47
Sortino ratio: Return per unit of downside risk	1.87	2.45	-0.58
Omega ratio: Gain probability vs. loss probability	1.22	1.30	-0.08
Calmar ratio: Return relative to maximum drawdown	1.72	3.11	-1.39
Martin ratio: Return relative to average drawdown	5.16	11.36	-6.19

SCDV vs. VB - Sharpe Ratio Comparison

The current SCDV Sharpe Ratio is 1.23, which is comparable to the VB Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of SCDV and VB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SCDV vs. VB - Drawdown Comparison

The maximum SCDV drawdown since its inception was -23.14%, smaller than the maximum VB drawdown of -59.56%. Use the drawdown chart below to compare losses from any high point for SCDV and VB.

Drawdown Indicators

	SCDV	VB	Difference
Max Drawdown Largest peak-to-trough decline	-23.14%	-59.56%	+36.42%
Max Drawdown (1Y) Largest decline over 1 year	-11.38%	-8.98%	-2.40%
Max Drawdown (3Y) Largest decline over 3 years	—	-25.36%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-28.15%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-42.05%	—
Current Drawdown Current decline from peak	0.00%	-1.15%	+1.15%
Average Drawdown Average peak-to-trough decline	-5.29%	-8.39%	+3.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.79%	2.46%	+1.33%

Volatility

SCDV vs. VB - Volatility Comparison

Bahl & Gaynor Small Cap Dividend ETF (SCDV) has a higher volatility of 4.83% compared to Vanguard Small-Cap ETF (VB) at 3.71%. This indicates that SCDV's price experiences larger fluctuations and is considered to be riskier than VB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCDV	VB	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.83%	3.71%	+1.12%
Volatility (6M) Calculated over the trailing 6-month period	12.08%	12.04%	+0.04%
Volatility (1Y) Calculated over the trailing 1-year period	15.94%	16.44%	-0.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.83%	20.71%	-1.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.83%	21.38%	-2.55%

SCDV vs. VB - Expense Ratio Comparison

SCDV has a 0.70% expense ratio, which is higher than VB's 0.03% expense ratio.

Dividends

SCDV vs. VB - Dividend Comparison

SCDV's dividend yield for the trailing twelve months is around 0.41%, less than VB's 1.20% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SCDV Bahl & Gaynor Small Cap Dividend ETF	0.41%	0.61%	0.05%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VB Vanguard Small-Cap ETF	1.20%	1.33%	1.30%	1.55%	1.59%	1.24%	1.14%	1.39%	1.67%	1.35%	1.50%	1.48%

Frequently Asked Questions

Can I hold both SCDV and VB in my portfolio?

SCDV and VB have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SCDV or VB?

SCDV has higher volatility (4.83%) compared to VB (3.71%). In terms of maximum drawdown, SCDV dropped -23.14% vs VB's -59.56%.

Which ETF is better, SCDV or VB?

On 1-year performance, VB leads with 27.83% vs 19.54% for SCDV. On fees, VB is cheaper at 0.03% per year. On volatility, VB has been the lower-risk option at 3.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SCDV or VB?

Over the 1-year period, VB has performed better with a 27.83% return vs 19.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SCDV or VB?

VB is cheaper with a 0.03% expense ratio, compared with 0.70% for SCDV.

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

VB has the higher dividend yield at 1.20%, compared with 0.41% for SCDV.

What is the main difference between SCDV and VB?

They also come from different issuers: Bahl & Gaynor and Vanguard. Their fees differ too: 0.70% for SCDV and 0.03% for VB.

Which has better risk-adjusted returns?

VB currently has the higher Sharpe Ratio (1.70 vs 1.23), 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.