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SCZ vs. BBTBX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCZ vs. BBTBX - 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 Bond Fund (BBTBX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCZ achieves a 7.96% return, which is significantly higher than BBTBX's -0.41% return. Over the past 10 years, SCZ has outperformed BBTBX with an annualized return of 8.12%, while BBTBX has yielded a comparatively lower 1.77% annualized return.


SCZ

1D
0.22%
1M
-2.48%
YTD
7.96%
6M
10.42%
1Y
21.47%
3Y*
15.34%
5Y*
4.76%
10Y*
8.12%

BBTBX

1D
-0.45%
1M
-0.51%
YTD
-0.41%
6M
0.07%
1Y
5.06%
3Y*
4.05%
5Y*
0.08%
10Y*
1.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCZ vs. BBTBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCZ
iShares MSCI EAFE Small-Cap ETF
7.96%32.08%1.52%12.98%-21.27%10.12%11.71%24.68%-17.64%32.72%
BBTBX
Bridge Builder Core Bond Fund
-0.41%7.82%1.89%5.41%-13.49%-1.12%8.54%9.15%0.13%4.14%

Correlation

The correlation between SCZ and BBTBX is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.41

Correlation (3Y)
Calculated over the trailing 3-year period

0.33

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (10Y)
Calculated over the trailing 10-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Oct 31, 2013

0.02

Over the past year, SCZ and BBTBX have become more correlated (0.41) than their long-term average of 0.02, meaning their price movements have been converging.

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Return for Risk

SCZ vs. BBTBX — Risk / Return Rank

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

SCZ
SCZ Risk / Return Rank: 4646
Overall Rank
SCZ Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SCZ Sortino Ratio Rank: 4747
Sortino Ratio Rank
SCZ Omega Ratio Rank: 4747
Omega Ratio Rank
SCZ Calmar Ratio Rank: 4242
Calmar Ratio Rank
SCZ Martin Ratio Rank: 4747
Martin Ratio Rank

BBTBX
BBTBX Risk / Return Rank: 1818
Overall Rank
BBTBX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
BBTBX Sortino Ratio Rank: 1818
Sortino Ratio Rank
BBTBX Omega Ratio Rank: 1717
Omega Ratio Rank
BBTBX Calmar Ratio Rank: 2121
Calmar Ratio Rank
BBTBX Martin Ratio Rank: 1818
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. BBTBX - 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 Bond Fund (BBTBX). 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.


SCZBBTBXDifference
Sharpe ratioReturn per unit of total volatility

+0.37

Sortino ratioReturn per unit of downside risk

+0.50

Omega ratioGain probability vs. loss probability

1.27

1.19

+0.08

Calmar ratioReturn relative to maximum drawdown

1.89

1.52

+0.37

Martin ratioReturn relative to average drawdown

7.18

4.34

+2.84

SCZ vs. BBTBX - Sharpe Ratio Comparison

The current SCZ Sharpe Ratio is 1.47, which is higher than the BBTBX Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of SCZ and BBTBX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SCZBBTBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

1.10

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.01

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.36

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.37

-0.11

Drawdowns

SCZ vs. BBTBX - Drawdown Comparison

The maximum SCZ drawdown since its inception was -61.86%, which is greater than BBTBX's maximum drawdown of -18.54%. Use the drawdown chart below to compare losses from any high point for SCZ and BBTBX.


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Drawdown Indicators


SCZBBTBXDifference

Max Drawdown

Largest peak-to-trough decline

-61.86%

-18.54%

-43.32%

Max Drawdown (1Y)

Largest decline over 1 year

-11.43%

-2.97%

-8.46%

Max Drawdown (3Y)

Largest decline over 3 years

-15.06%

-6.32%

-8.74%

Max Drawdown (5Y)

Largest decline over 5 years

-36.87%

-18.54%

-18.33%

Max Drawdown (10Y)

Largest decline over 10 years

-41.07%

-18.54%

-22.53%

Current Drawdown

Current decline from peak

-3.23%

-1.94%

-1.29%

Average Drawdown

Average peak-to-trough decline

-13.06%

-3.91%

-9.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

1.02%

+1.98%

Volatility

SCZ vs. BBTBX - Volatility Comparison

iShares MSCI EAFE Small-Cap ETF (SCZ) has a higher volatility of 4.69% compared to Bridge Builder Core Bond Fund (BBTBX) at 1.34%. This indicates that SCZ's price experiences larger fluctuations and is considered to be riskier than BBTBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCZBBTBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.69%

1.34%

+3.35%

Volatility (6M)

Calculated over the trailing 6-month period

12.26%

2.96%

+9.30%

Volatility (1Y)

Calculated over the trailing 1-year period

14.71%

4.10%

+10.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.78%

5.97%

+10.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.45%

4.94%

+12.51%

SCZ vs. BBTBX - Expense Ratio Comparison

SCZ has a 0.40% expense ratio, which is higher than BBTBX's 0.13% expense ratio.


Dividends

SCZ vs. BBTBX - Dividend Comparison

SCZ's dividend yield for the trailing twelve months is around 3.05%, less than BBTBX's 4.09% yield.


PositionTTM20252024202320222021202020192018201720162015
BBTBX
Bridge Builder Core Bond Fund
4.09%4.58%3.92%2.86%2.26%2.38%4.73%3.39%3.02%2.67%0.95%0.17%
SCZ
iShares MSCI EAFE Small-Cap ETF
3.05%3.30%3.50%2.96%1.99%2.96%1.52%3.52%2.79%2.38%2.82%2.06%

Frequently Asked Questions


SCZ and BBTBX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCZ has higher volatility (4.69%) compared to BBTBX (1.34%). In terms of maximum drawdown, SCZ dropped -61.86% vs BBTBX's -18.54%.

SCZ currently has the higher Sharpe Ratio (1.47 vs 1.10), 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.

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