SCRZX vs. VB
Compare and contrast key facts about AB Small Cap Core Portfolio (SCRZX) and Vanguard Small-Cap ETF (VB).
SCRZX is managed by AllianceBernstein. It was launched on Dec 29, 2015. VB is a passively managed fund by Vanguard that tracks the performance of the CRSP US Small Cap. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SCRZX or VB.
Key characteristics
| SCRZX | VB | |
|---|---|---|
| YTD Return | 17.52% | 19.86% |
| 1Y Return | 38.95% | 40.30% |
| 3Y Return (Ann) | 3.76% | 3.77% |
| 5Y Return (Ann) | 10.80% | 11.32% |
| Sharpe Ratio | 1.86 | 2.27 |
| Sortino Ratio | 2.68 | 3.17 |
| Omega Ratio | 1.32 | 1.39 |
| Calmar Ratio | 1.89 | 1.92 |
| Martin Ratio | 10.33 | 13.01 |
| Ulcer Index | 3.77% | 3.09% |
| Daily Std Dev | 20.99% | 17.65% |
| Max Drawdown | -44.82% | -59.58% |
| Current Drawdown | -1.78% | -1.19% |
Correlation
The correlation between SCRZX and VB is 0.98, 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.
Performance
SCRZX vs. VB - Performance Comparison
In the year-to-date period, SCRZX achieves a 17.52% return, which is significantly lower than VB's 19.86% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SCRZX vs. VB - Expense Ratio Comparison
SCRZX has a 0.87% expense ratio, which is higher than VB's 0.05% expense ratio.
Risk-Adjusted Performance
SCRZX vs. VB - Risk-Adjusted Performance 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.
Dividends
SCRZX vs. VB - Dividend Comparison
SCRZX's dividend yield for the trailing twelve months is around 0.62%, less than VB's 1.31% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCRZX AB Small Cap Core Portfolio | 0.62% | 0.73% | 0.55% | 0.11% | 0.51% | 0.47% | 0.31% | 0.32% | 0.27% | 0.05% | 0.00% | 0.00% |
VB Vanguard Small-Cap ETF | 1.31% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% | 1.43% | 1.31% |
Drawdowns
SCRZX vs. VB - Drawdown Comparison
The maximum SCRZX drawdown since its inception was -44.82%, smaller than the maximum VB drawdown of -59.58%. Use the drawdown chart below to compare losses from any high point for SCRZX and VB. For additional features, visit the drawdowns tool.
Volatility
SCRZX vs. VB - Volatility Comparison
AB Small Cap Core Portfolio (SCRZX) has a higher volatility of 7.67% compared to Vanguard Small-Cap ETF (VB) at 5.44%. 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.