SCYVX vs. VSCAX
SCYVX (AB Small Cap Value Portfolio) and VSCAX (Invesco Small Cap Value Fund) are both Small Cap Value Equities funds. Over the past 10 years, SCYVX returned 9.19%/yr vs 17.26%/yr for VSCAX. Their correlation of 0.91 suggests significant overlap in exposure. SCYVX charges 0.92%/yr vs 1.12%/yr for VSCAX.
Performance
SCYVX vs. VSCAX - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both stocks are quite close, with SCYVX having a 26.59% return and VSCAX slightly lower at 26.16%. Over the past 10 years, SCYVX has underperformed VSCAX with an annualized return of 9.19%, while VSCAX has yielded a comparatively higher 17.26% annualized return.
SCYVX
- 1D
- 0.00%
- 1M
- 1.42%
- 6M
- 19.97%
- YTD
- 26.59%
- 1Y
- 28.21%
- 3Y*
- 14.27%
- 5Y*
- 6.46%
- 10Y*
- 9.19%
VSCAX
- 1D
- -1.21%
- 1M
- -3.21%
- 6M
- 18.35%
- YTD
- 26.16%
- 1Y
- 45.21%
- 3Y*
- 27.54%
- 5Y*
- 20.32%
- 10Y*
- 17.26%
SCYVX vs. VSCAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCYVX AB Small Cap Value Portfolio | 26.59% | -0.02% | 11.46% | 7.82% | -16.68% | 35.56% | 3.45% | 25.72% | -16.43% | 8.97% |
VSCAX Invesco Small Cap Value Fund | 26.16% | 17.70% | 24.54% | 22.84% | 4.31% | 36.34% | 10.81% | 32.02% | -25.64% | 18.17% |
Correlation
The correlation between SCYVX and VSCAX is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2015 | 0.91 |
The correlation between SCYVX and VSCAX shifts across timeframes, from 0.77 (1 year) to 0.91 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SCYVX vs. VSCAX — Risk / Return Rank
SCYVX
VSCAX
SCYVX vs. VSCAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Small Cap Value Portfolio (SCYVX) 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.
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.
| SCYVX | VSCAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.34 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.34 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.27 | 3.99 | -0.72 |
| Martin ratioReturn relative to average drawdown | 9.68 | 13.26 | -3.59 |
Loading charts...
Drawdowns
SCYVX vs. VSCAX - Drawdown Comparison
The maximum SCYVX drawdown since its inception was -47.74%, smaller than the maximum VSCAX drawdown of -57.77%. Use the drawdown chart below to compare losses from any high point for SCYVX and VSCAX.
Loading charts...
Drawdown Indicators
| SCYVX | VSCAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.74% | -57.77% | +10.03% |
Max Drawdown (1Y)Largest decline over 1 year | -8.71% | -11.43% | +2.72% |
Max Drawdown (3Y)Largest decline over 3 years | -27.12% | -25.29% | -1.83% |
Max Drawdown (5Y)Largest decline over 5 years | -29.12% | -25.29% | -3.83% |
Max Drawdown (10Y)Largest decline over 10 years | -47.74% | -57.77% | +10.03% |
Current DrawdownCurrent decline from peak | -1.59% | -6.34% | +4.75% |
Average DrawdownAverage peak-to-trough decline | -9.38% | -8.87% | -0.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 3.43% | -0.49% |
Volatility
SCYVX vs. VSCAX - Volatility Comparison
The current volatility for AB Small Cap Value Portfolio (SCYVX) is 4.32%, while Invesco Small Cap Value Fund (VSCAX) has a volatility of 8.77%. This indicates that SCYVX experiences smaller price fluctuations and is considered to be less risky than VSCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SCYVX | VSCAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.32% | 8.77% | -4.45% |
Volatility (6M)Calculated over the trailing 6-month period | 11.43% | 17.95% | -6.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.12% | 22.71% | -5.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.64% | 23.41% | -1.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.89% | 26.68% | -2.79% |
SCYVX vs. VSCAX - Expense Ratio Comparison
SCYVX has a 0.92% expense ratio, which is lower than VSCAX's 1.12% expense ratio.
Dividends
SCYVX vs. VSCAX - Dividend Comparison
SCYVX's dividend yield for the trailing twelve months is around 3.85%, less than VSCAX's 7.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCYVX AB Small Cap Value Portfolio | 3.85% | 4.87% | 4.23% | 0.52% | 5.15% | 7.39% | 0.55% | 5.37% | 6.44% | 5.67% | 0.54% | 0.52% |
VSCAX Invesco Small Cap Value Fund | 7.31% | 9.22% | 7.90% | 4.93% | 10.12% | 16.90% | 0.30% | 2.53% | 28.45% | 16.65% | 1.71% | 11.08% |
Frequently Asked Questions
SCYVX and VSCAX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VSCAX has higher volatility (8.77%) compared to SCYVX (4.32%). In terms of maximum drawdown, SCYVX dropped -47.74% vs VSCAX's -57.77%.
VSCAX currently has the higher Sharpe Ratio (2.01 vs 1.67), 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.
Find the right allocation for SCYVX and VSCAX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer