SCYVX vs. VTIAX

Last updated Aug 4, 2026

SCYVX (AB Small Cap Value Portfolio) and VTIAX (Vanguard Total International Stock Index Fund Admiral Shares) are both mutual funds - SCYVX is a Small Cap Value Equities fund managed by AllianceBernstein, while VTIAX is a Foreign Large Cap Equities fund tracking the FTSE Global All Cap ex US Index. Over the past 10 years, SCYVX returned 9.24%/yr vs 9.43%/yr for VTIAX. Their 0.69 correlation means they have sometimes moved together and sometimes differently. SCYVX charges 0.92%/yr vs 0.09%/yr for VTIAX.

Performance

SCYVX vs. VTIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Small Cap Value Portfolio (SCYVX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SCYVX achieves a 26.52% return, which is significantly higher than VTIAX's 12.86% return. Both investments have delivered pretty close results over the past 10 years, with SCYVX having a 9.24% annualized return and VTIAX not far ahead at 9.43%.

SCYVX

• 1D: 0.28%
• 1M: -0.94%
• 6M: 15.79%
• YTD: 26.52%
• 1Y: 36.15%
• 3Y*: 12.92%
• 5Y*: 6.37%
• 10Y*: 9.24%
• ALL TIME*: 8.62%

VTIAX

• 1D: 0.07%
• 1M: 0.18%
• 6M: 6.45%
• YTD: 12.86%
• 1Y: 27.78%
• 3Y*: 17.20%
• 5Y*: 8.82%
• 10Y*: 9.43%
• ALL TIME*: 6.96%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
SCYVX AB Small Cap Value Portfolio	$0.00	$0.00	$0.00
VTIAX Vanguard Total International Stock Index Fund Admiral Shares	$0.00	$0.00	$0.00

SCYVX vs. VTIAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SCYVX AB Small Cap Value Portfolio	26.52%	-0.02%	11.46%	7.82%	-16.68%	35.56%	3.45%	25.72%	-16.43%	8.97%
VTIAX Vanguard Total International Stock Index Fund Admiral Shares	12.86%	32.18%	5.34%	15.28%	-16.02%	8.59%	11.27%	21.52%	-14.46%	27.54%

Correlation

The correlation between SCYVX and VTIAX is 0.59, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.59
Correlation (3Y) Balances recent behavior with more history.	0.65
Correlation (5Y) Shows whether the relationship held over a longer period.	0.70
Correlation (10Y) Provides a long-term view across more market conditions.	0.68
Correlation (All Time) Calculated using the full available price history since Jan 2, 2015	0.69

The correlation between SCYVX and VTIAX shifts across timeframes, from 0.59 (1 year) to 0.70 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

SCYVX vs. VTIAX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SCYVX

SCYVX Risk / Return Rank: 83
SCYVX Sharpe Ratio Rank: 80
SCYVX Sortino Ratio Rank: 81
SCYVX Omega Ratio Rank: 75
SCYVX Calmar Ratio Rank: 92
SCYVX Martin Ratio Rank: 86

VTIAX

VTIAX Risk / Return Rank: 70
VTIAX Sharpe Ratio Rank: 71
VTIAX Sortino Ratio Rank: 66
VTIAX Omega Ratio Rank: 70
VTIAX Calmar Ratio Rank: 72
VTIAX Martin Ratio Rank: 69

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SCYVX vs. VTIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Small Cap Value Portfolio (SCYVX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). 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	VTIAX	Difference
Sharpe ratio: Return per unit of total volatility	1.96	1.72	+0.24
Sortino ratio: Return per unit of downside risk	2.87	2.37	+0.51
Omega ratio: Gain probability vs. loss probability	1.35	1.32	+0.03
Calmar ratio: Return relative to maximum drawdown	3.78	2.43	+1.35
Martin ratio: Return relative to average drawdown	11.63	9.02	+2.61

SCYVX vs. VTIAX - Sharpe Ratio Comparison

The current SCYVX Sharpe Ratio is 1.96, which is comparable to the VTIAX Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of SCYVX and VTIAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SCYVX vs. VTIAX - Drawdown Comparison

The maximum SCYVX drawdown since its inception was -47.74%, which is greater than VTIAX's maximum drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for SCYVX and VTIAX.

Drawdown Indicators

	SCYVX	VTIAX	Difference
Max Drawdown Largest peak-to-trough decline	-47.74%	-35.83%	-11.91%
Max Drawdown (1Y) Largest decline over 1 year	-8.71%	-11.28%	+2.57%
Max Drawdown (3Y) Largest decline over 3 years	-27.12%	-13.13%	-13.99%
Max Drawdown (5Y) Largest decline over 5 years	-29.12%	-29.52%	+0.40%
Max Drawdown (10Y) Largest decline over 10 years	-47.74%	-35.83%	-11.91%
Current Drawdown Current decline from peak	-2.19%	-2.55%	+0.36%
Average Drawdown Average peak-to-trough decline	-9.34%	-8.02%	-1.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.83%	3.04%	-0.21%

Volatility

SCYVX vs. VTIAX - Volatility Comparison

The current volatility for AB Small Cap Value Portfolio (SCYVX) is 3.53%, while Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) has a volatility of 5.26%. This indicates that SCYVX experiences smaller price fluctuations and is considered to be less risky than VTIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCYVX	VTIAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.53%	5.26%	-1.73%
Volatility (6M) Calculated over the trailing 6-month period	10.96%	14.12%	-3.16%
Volatility (1Y) Calculated over the trailing 1-year period	16.86%	15.96%	+0.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.51%	15.36%	+6.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.89%	15.82%	+8.07%

SCYVX vs. VTIAX - Expense Ratio Comparison

SCYVX has a 0.92% expense ratio, which is higher than VTIAX's 0.09% expense ratio.

Dividends

SCYVX vs. VTIAX - Dividend Comparison

SCYVX's dividend yield for the trailing twelve months is around 3.85%, more than VTIAX's 2.55% 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%
VTIAX Vanguard Total International Stock Index Fund Admiral Shares	2.55%	3.15%	3.33%	3.22%	3.04%	3.05%	2.10%	3.04%	3.16%	2.73%	2.93%	2.84%

Frequently Asked Questions

Can I hold both SCYVX and VTIAX in my portfolio?

SCYVX and VTIAX have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SCYVX or VTIAX?

VTIAX has higher volatility (5.26%) compared to SCYVX (3.53%). In terms of maximum drawdown, SCYVX dropped -47.74% vs VTIAX's -35.83%.

Which has better risk-adjusted returns?

SCYVX currently has the higher Sharpe Ratio (1.96 vs 1.72), 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.