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.
Performance
SCRZX vs. VB - Performance Comparison
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SCRZX vs. VB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCRZX AB Small Cap Core Portfolio | -2.23% | 7.75% | 7.72% | 20.91% | -18.89% | 23.27% | 12.41% | 24.28% | -13.25% | 7.40% |
VB Vanguard Small-Cap ETF | 1.92% | 8.87% | 14.17% | 18.22% | -17.51% | 17.57% | 19.19% | 27.34% | -9.34% | 16.26% |
Returns By Period
In the year-to-date period, SCRZX achieves a -2.23% return, which is significantly lower than VB's 1.92% return. Over the past 10 years, SCRZX has underperformed VB with an annualized return of 8.10%, while VB has yielded a comparatively higher 10.51% annualized return.
SCRZX
- 1D
- -1.30%
- 1M
- -7.69%
- YTD
- -2.23%
- 6M
- -1.32%
- 1Y
- 16.11%
- 3Y*
- 9.89%
- 5Y*
- 3.88%
- 10Y*
- 8.10%
VB
- 1D
- 3.18%
- 1M
- -5.13%
- YTD
- 1.92%
- 6M
- 3.76%
- 1Y
- 19.75%
- 3Y*
- 13.04%
- 5Y*
- 5.35%
- 10Y*
- 10.51%
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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.
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.
| SCRZX | VB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 0.91 | -0.19 |
Sortino ratioReturn per unit of downside risk | 1.15 | 1.41 | -0.25 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.19 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 1.39 | -0.40 |
Martin ratioReturn relative to average drawdown | 4.00 | 5.97 | -1.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SCRZX | VB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 0.91 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.26 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.49 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.42 | -0.07 |
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.
Dividends
SCRZX vs. VB - Dividend Comparison
SCRZX's dividend yield for the trailing twelve months is around 10.98%, more than VB's 1.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCRZX AB Small Cap Core Portfolio | 10.98% | 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 | 1.34% | 1.33% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% |
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 | -13.92% | -14.29% | +0.37% |
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 | -9.37% | -6.08% | -3.29% |
Average DrawdownAverage peak-to-trough decline | -8.78% | -8.49% | -0.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 3.32% | +0.13% |
Volatility
SCRZX vs. VB - Volatility Comparison
The current volatility for AB Small Cap Core Portfolio (SCRZX) is 6.23%, while Vanguard Small-Cap ETF (VB) has a volatility of 6.84%. This indicates that SCRZX experiences smaller price fluctuations and is considered to be less risky 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 | 6.23% | 6.84% | -0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 13.19% | 12.60% | +0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.74% | 21.86% | +0.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.04% | 20.78% | +1.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.17% | 21.40% | +1.77% |