SCETX vs. VSCAX
Compare and contrast key facts about Virtus Ceredex Small-Cap Value Equity Fund (SCETX) and Invesco Small Cap Value Fund (VSCAX).
SCETX is managed by Virtus. It was launched on Jan 31, 1997. VSCAX is managed by Invesco. It was launched on Jun 21, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SCETX or VSCAX.
Performance
SCETX vs. VSCAX - Performance Comparison
Returns By Period
In the year-to-date period, SCETX achieves a 17.18% return, which is significantly lower than VSCAX's 32.05% return. Over the past 10 years, SCETX has underperformed VSCAX with an annualized return of -5.51%, while VSCAX has yielded a comparatively higher 1.85% annualized return.
SCETX
17.18%
6.47%
12.45%
18.52%
-0.83%
-5.51%
VSCAX
32.05%
9.56%
13.79%
40.30%
14.27%
1.85%
Key characteristics
| SCETX | VSCAX | |
|---|---|---|
| Sharpe Ratio | 0.93 | 1.95 |
| Sortino Ratio | 1.32 | 2.53 |
| Omega Ratio | 1.19 | 1.35 |
| Calmar Ratio | 0.31 | 2.11 |
| Martin Ratio | 2.97 | 10.37 |
| Ulcer Index | 6.23% | 3.89% |
| Daily Std Dev | 19.90% | 20.67% |
| Max Drawdown | -72.45% | -72.32% |
| Current Drawdown | -50.55% | 0.00% |
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SCETX vs. VSCAX - Expense Ratio Comparison
SCETX has a 1.15% expense ratio, which is higher than VSCAX's 1.12% expense ratio.
Correlation
The correlation between SCETX and VSCAX is 0.91, 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.
Risk-Adjusted Performance
SCETX vs. VSCAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Ceredex Small-Cap Value Equity Fund (SCETX) and Invesco Small Cap Value Fund (VSCAX). 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.
Dividends
SCETX vs. VSCAX - Dividend Comparison
SCETX's dividend yield for the trailing twelve months is around 0.59%, more than VSCAX's 0.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCETX Virtus Ceredex Small-Cap Value Equity Fund | 0.59% | 0.69% | 1.49% | 1.00% | 0.51% | 1.68% | 2.11% | 1.48% | 1.03% | 1.94% | 1.01% | 0.78% |
VSCAX Invesco Small Cap Value Fund | 0.42% | 0.56% | 0.35% | 0.04% | 0.30% | 0.00% | 0.00% | 0.00% | 0.18% | 0.06% | 0.00% | 0.00% |
Drawdowns
SCETX vs. VSCAX - Drawdown Comparison
The maximum SCETX drawdown since its inception was -72.45%, roughly equal to the maximum VSCAX drawdown of -72.32%. Use the drawdown chart below to compare losses from any high point for SCETX and VSCAX. For additional features, visit the drawdowns tool.
Volatility
SCETX vs. VSCAX - Volatility Comparison
Virtus Ceredex Small-Cap Value Equity Fund (SCETX) and Invesco Small Cap Value Fund (VSCAX) have volatilities of 7.46% and 7.20%, 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.