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SCZ vs. BBCPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCZ vs. BBCPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI EAFE Small-Cap ETF (SCZ) and Bridge Builder Core Plus Bond Fund (BBCPX). The values are adjusted to include any dividend payments, if applicable.

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SCZ vs. BBCPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCZ
iShares MSCI EAFE Small-Cap ETF
1.14%32.08%1.52%12.98%-21.27%10.12%11.71%24.68%-17.64%32.72%
BBCPX
Bridge Builder Core Plus Bond Fund
-1.29%8.97%2.28%6.58%-13.24%-0.29%9.27%9.31%0.34%4.20%

Returns By Period

In the year-to-date period, SCZ achieves a 1.14% return, which is significantly higher than BBCPX's -1.29% return. Over the past 10 years, SCZ has outperformed BBCPX with an annualized return of 7.69%, while BBCPX has yielded a comparatively lower 2.32% annualized return.


SCZ

1D
3.06%
1M
-8.53%
YTD
1.14%
6M
4.20%
1Y
27.73%
3Y*
13.29%
5Y*
4.46%
10Y*
7.69%

BBCPX

1D
0.57%
1M
-2.86%
YTD
-1.29%
6M
0.25%
1Y
4.34%
3Y*
4.27%
5Y*
0.81%
10Y*
2.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCZ vs. BBCPX - Expense Ratio Comparison

SCZ has a 0.40% expense ratio, which is higher than BBCPX's 0.15% expense ratio.


Return for Risk

SCZ vs. BBCPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SCZ
SCZ Risk / Return Rank: 8585
Overall Rank
SCZ Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SCZ Sortino Ratio Rank: 8787
Sortino Ratio Rank
SCZ Omega Ratio Rank: 8787
Omega Ratio Rank
SCZ Calmar Ratio Rank: 8383
Calmar Ratio Rank
SCZ Martin Ratio Rank: 8383
Martin Ratio Rank

BBCPX
BBCPX Risk / Return Rank: 5656
Overall Rank
BBCPX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
BBCPX Sortino Ratio Rank: 5959
Sortino Ratio Rank
BBCPX Omega Ratio Rank: 4545
Omega Ratio Rank
BBCPX Calmar Ratio Rank: 6565
Calmar Ratio Rank
BBCPX Martin Ratio Rank: 5151
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SCZ vs. BBCPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Small-Cap ETF (SCZ) and Bridge Builder Core Plus Bond Fund (BBCPX). 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.


SCZBBCPXDifference

Sharpe ratio

Return per unit of total volatility

1.71

1.07

+0.63

Sortino ratio

Return per unit of downside risk

2.31

1.53

+0.78

Omega ratio

Gain probability vs. loss probability

1.34

1.19

+0.15

Calmar ratio

Return relative to maximum drawdown

2.29

1.48

+0.81

Martin ratio

Return relative to average drawdown

9.00

4.95

+4.05

SCZ vs. BBCPX - Sharpe Ratio Comparison

The current SCZ Sharpe Ratio is 1.71, which is higher than the BBCPX Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of SCZ and BBCPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SCZBBCPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.71

1.07

+0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.14

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.48

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.51

-0.26

Correlation

The correlation between SCZ and BBCPX is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SCZ vs. BBCPX - Dividend Comparison

SCZ's dividend yield for the trailing twelve months is around 3.26%, less than BBCPX's 4.06% yield.


TTM20252024202320222021202020192018201720162015
SCZ
iShares MSCI EAFE Small-Cap ETF
3.26%3.30%3.50%2.96%1.99%2.96%1.52%3.52%2.79%2.38%2.82%2.06%
BBCPX
Bridge Builder Core Plus Bond Fund
4.06%4.79%4.93%4.12%2.96%2.39%4.70%5.00%3.47%2.71%0.64%0.00%

Drawdowns

SCZ vs. BBCPX - Drawdown Comparison

The maximum SCZ drawdown since its inception was -61.86%, which is greater than BBCPX's maximum drawdown of -18.25%. Use the drawdown chart below to compare losses from any high point for SCZ and BBCPX.


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Drawdown Indicators


SCZBBCPXDifference

Max Drawdown

Largest peak-to-trough decline

-61.86%

-18.25%

-43.61%

Max Drawdown (1Y)

Largest decline over 1 year

-11.43%

-3.41%

-8.02%

Max Drawdown (5Y)

Largest decline over 5 years

-36.87%

-18.25%

-18.62%

Max Drawdown (10Y)

Largest decline over 10 years

-41.07%

-18.25%

-22.82%

Current Drawdown

Current decline from peak

-8.53%

-2.86%

-5.67%

Average Drawdown

Average peak-to-trough decline

-13.17%

-3.82%

-9.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

1.02%

+1.89%

Volatility

SCZ vs. BBCPX - Volatility Comparison

iShares MSCI EAFE Small-Cap ETF (SCZ) has a higher volatility of 7.37% compared to Bridge Builder Core Plus Bond Fund (BBCPX) at 1.79%. This indicates that SCZ's price experiences larger fluctuations and is considered to be riskier than BBCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCZBBCPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.37%

1.79%

+5.58%

Volatility (6M)

Calculated over the trailing 6-month period

10.71%

2.91%

+7.80%

Volatility (1Y)

Calculated over the trailing 1-year period

16.38%

4.76%

+11.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.62%

5.95%

+10.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.35%

4.86%

+12.49%