SCRZX vs. VB
SCRZX (AB Small Cap Core Portfolio) and VB (Vanguard Small-Cap ETF) are both Small Cap Blend Equities funds. Over the past 10 years, SCRZX returned 10.47%/yr vs 11.70%/yr for VB. With a 0.97 correlation, they move nearly in lockstep. SCRZX charges 0.87%/yr vs 0.05%/yr for VB.
Performance
SCRZX vs. VB - Performance Comparison
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Returns By Period
In the year-to-date period, SCRZX achieves a 20.05% return, which is significantly higher than VB's 14.80% return. Over the past 10 years, SCRZX has underperformed VB with an annualized return of 10.47%, while VB has yielded a comparatively higher 11.70% annualized return.
SCRZX
- 1D
- 1.45%
- 1M
- 5.58%
- YTD
- 20.05%
- 6M
- 17.24%
- 1Y
- 34.52%
- 3Y*
- 16.79%
- 5Y*
- 7.68%
- 10Y*
- 10.47%
VB
- 1D
- -0.76%
- 1M
- 2.05%
- YTD
- 14.80%
- 6M
- 12.69%
- 1Y
- 28.03%
- 3Y*
- 17.24%
- 5Y*
- 6.99%
- 10Y*
- 11.70%
SCRZX vs. VB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCRZX AB Small Cap Core Portfolio | 20.05% | 7.75% | 7.72% | 20.91% | -18.89% | 23.27% | 12.41% | 24.28% | -13.25% | 7.40% |
VB Vanguard Small-Cap ETF | 14.80% | 8.87% | 14.17% | 18.22% | -17.51% | 17.57% | 19.19% | 27.34% | -9.34% | 16.26% |
Correlation
The correlation between SCRZX and VB is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.97 |
The correlation between SCRZX and VB has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.
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Return for Risk
SCRZX vs. VB — Risk / Return Rank
SCRZX
VB
SCRZX vs. VB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Small Cap Core Portfolio (SCRZX) 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.
| SCRZX | VB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.29 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.83 | 3.14 | +0.69 |
| Martin ratioReturn relative to average drawdown | 13.11 | 11.50 | +1.61 |
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Drawdowns
SCRZX vs. VB - Drawdown Comparison
The maximum SCRZX drawdown since its inception was -44.82%, smaller than the maximum VB drawdown of -59.56%. Use the drawdown chart below to compare losses from any high point for SCRZX and VB.
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Drawdown Indicators
| SCRZX | VB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.82% | -59.56% | +14.74% |
Max Drawdown (1Y)Largest decline over 1 year | -9.37% | -8.98% | -0.39% |
Max Drawdown (3Y)Largest decline over 3 years | -28.46% | -25.36% | -3.10% |
Max Drawdown (5Y)Largest decline over 5 years | -29.24% | -28.15% | -1.09% |
Max Drawdown (10Y)Largest decline over 10 years | -44.82% | -42.05% | -2.77% |
Current DrawdownCurrent decline from peak | 0.00% | -1.15% | +1.15% |
Average DrawdownAverage peak-to-trough decline | -8.61% | -8.42% | -0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 2.44% | +0.29% |
Volatility
SCRZX vs. VB - Volatility Comparison
AB Small Cap Core Portfolio (SCRZX) has a higher volatility of 5.37% compared to Vanguard Small-Cap ETF (VB) at 4.99%. This indicates that SCRZX'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.
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Volatility by Period
| SCRZX | VB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 4.99% | +0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 13.27% | 12.24% | +1.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.74% | 16.65% | +2.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.06% | 20.79% | +1.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.27% | 21.42% | +1.85% |
SCRZX vs. VB - Expense Ratio Comparison
SCRZX has a 0.87% expense ratio, which is higher than VB's 0.05% expense ratio.
Dividends
SCRZX vs. VB - Dividend Comparison
SCRZX's dividend yield for the trailing twelve months is around 8.94%, more than VB's 1.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCRZX AB Small Cap Core Portfolio | 8.94% | 10.74% | 15.00% | 8.51% | 8.47% | 5.95% | 0.51% | 0.47% | 8.63% | 6.37% | 0.28% | 0.00% |
VB Vanguard Small-Cap ETF | 1.19% | 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
With a correlation of 0.95, SCRZX and VB 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.
SCRZX has higher volatility (5.37%) compared to VB (4.99%). In terms of maximum drawdown, SCRZX dropped -44.82% vs VB's -59.56%.
SCRZX currently has the higher Sharpe Ratio (1.92 vs 1.69), 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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