PortfoliosLab logoPortfoliosLab logo
SCZ vs. IVFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCZ vs. IVFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI EAFE Small-Cap ETF (SCZ) and Federated Hermes International Strategic Value Dividend Fund (IVFIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SCZ vs. IVFIX - 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%
IVFIX
Federated Hermes International Strategic Value Dividend Fund
5.22%31.79%1.91%11.05%-2.54%11.58%-1.74%20.15%-11.96%14.63%

Returns By Period

In the year-to-date period, SCZ achieves a 1.14% return, which is significantly lower than IVFIX's 5.22% return. Over the past 10 years, SCZ has outperformed IVFIX with an annualized return of 7.69%, while IVFIX has yielded a comparatively lower 7.06% 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%

IVFIX

1D
0.21%
1M
-6.40%
YTD
5.22%
6M
10.50%
1Y
23.17%
3Y*
13.89%
5Y*
10.28%
10Y*
7.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SCZ vs. IVFIX - Expense Ratio Comparison

SCZ has a 0.40% expense ratio, which is lower than IVFIX's 0.86% expense ratio.


Return for Risk

SCZ vs. IVFIX — 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

IVFIX
IVFIX Risk / Return Rank: 9393
Overall Rank
IVFIX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
IVFIX Sortino Ratio Rank: 9090
Sortino Ratio Rank
IVFIX Omega Ratio Rank: 9090
Omega Ratio Rank
IVFIX Calmar Ratio Rank: 9797
Calmar Ratio Rank
IVFIX Martin Ratio Rank: 9797
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. IVFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Small-Cap ETF (SCZ) and Federated Hermes International Strategic Value Dividend Fund (IVFIX). 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.


SCZIVFIXDifference

Sharpe ratio

Return per unit of total volatility

1.71

1.98

-0.27

Sortino ratio

Return per unit of downside risk

2.31

2.58

-0.27

Omega ratio

Gain probability vs. loss probability

1.34

1.41

-0.06

Calmar ratio

Return relative to maximum drawdown

2.29

4.08

-1.79

Martin ratio

Return relative to average drawdown

9.00

17.43

-8.43

SCZ vs. IVFIX - Sharpe Ratio Comparison

The current SCZ Sharpe Ratio is 1.71, which is comparable to the IVFIX Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of SCZ and IVFIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SCZIVFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.71

1.98

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.83

-0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.49

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.21

+0.04

Correlation

The correlation between SCZ and IVFIX is 0.78, 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

SCZ vs. IVFIX - Dividend Comparison

SCZ's dividend yield for the trailing twelve months is around 3.26%, more than IVFIX's 3.14% 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%
IVFIX
Federated Hermes International Strategic Value Dividend Fund
3.14%3.37%4.44%4.01%3.99%3.67%3.62%3.98%4.97%4.17%3.38%3.95%

Drawdowns

SCZ vs. IVFIX - Drawdown Comparison

The maximum SCZ drawdown since its inception was -61.86%, which is greater than IVFIX's maximum drawdown of -51.49%. Use the drawdown chart below to compare losses from any high point for SCZ and IVFIX.


Loading graphics...

Drawdown Indicators


SCZIVFIXDifference

Max Drawdown

Largest peak-to-trough decline

-61.86%

-51.49%

-10.37%

Max Drawdown (1Y)

Largest decline over 1 year

-11.43%

-8.47%

-2.96%

Max Drawdown (5Y)

Largest decline over 5 years

-36.87%

-21.29%

-15.58%

Max Drawdown (10Y)

Largest decline over 10 years

-41.07%

-33.46%

-7.61%

Current Drawdown

Current decline from peak

-8.53%

-6.58%

-1.95%

Average Drawdown

Average peak-to-trough decline

-13.17%

-11.69%

-1.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

1.98%

+0.93%

Volatility

SCZ vs. IVFIX - Volatility Comparison

iShares MSCI EAFE Small-Cap ETF (SCZ) has a higher volatility of 7.37% compared to Federated Hermes International Strategic Value Dividend Fund (IVFIX) at 4.54%. This indicates that SCZ's price experiences larger fluctuations and is considered to be riskier than IVFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SCZIVFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.37%

4.54%

+2.83%

Volatility (6M)

Calculated over the trailing 6-month period

10.71%

8.10%

+2.61%

Volatility (1Y)

Calculated over the trailing 1-year period

16.38%

14.63%

+1.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.62%

12.96%

+3.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.35%

14.74%

+2.61%