SFCWX vs. VB

Last updated Jun 23, 2026

SFCWX (American Funds SMALLCAP World Fund Class F-3) and VB (Vanguard Small-Cap ETF) are both funds - SFCWX is a Global Equities fund managed by American Funds, while VB is a Small Cap Blend Equities fund tracking the CRSP US Small Cap Index. Over the past 5 years, SFCWX returned 3.05%/yr vs 7.39%/yr for VB. Their correlation of 0.91 suggests significant overlap in exposure. SFCWX charges 0.66%/yr vs 0.05%/yr for VB.

Performance

SFCWX vs. VB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds SMALLCAP World Fund Class F-3 (SFCWX) and Vanguard Small-Cap ETF (VB). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with SFCWX having a 16.06% return and VB slightly lower at 15.68%.

SFCWX

• 1D: 1.54%
• 1M: 3.80%
• YTD: 16.06%
• 6M: 14.65%
• 1Y: 28.35%
• 3Y*: 13.28%
• 5Y*: 3.05%
• 10Y*: —

VB

• 1D: 0.26%
• 1M: 2.83%
• YTD: 15.68%
• 6M: 13.00%
• 1Y: 30.17%
• 3Y*: 17.54%
• 5Y*: 7.39%
• 10Y*: 11.79%

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

SFCWX vs. VB - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SFCWX American Funds SMALLCAP World Fund Class F-3	16.06%	14.49%	2.72%	19.34%	-29.65%	10.54%	37.95%	31.29%	-9.45%	11.61%
VB Vanguard Small-Cap ETF	15.68%	8.87%	14.17%	18.22%	-17.51%	17.57%	19.19%	27.34%	-9.34%	9.89%

Correlation

The correlation between SFCWX and VB is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (All Time) Calculated using the full available price history since Jun 12, 2017	0.91

The correlation between SFCWX and VB has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

Return for Risk

SFCWX vs. VB — Risk / Return Rank

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

SFCWX

SFCWX Risk / Return Rank: 41
SFCWX Sharpe Ratio Rank: 38
SFCWX Sortino Ratio Rank: 40
SFCWX Omega Ratio Rank: 37
SFCWX Calmar Ratio Rank: 43
SFCWX Martin Ratio Rank: 48

VB

VB Risk / Return Rank: 60
VB Sharpe Ratio Rank: 56
VB Sortino Ratio Rank: 56
VB Omega Ratio Rank: 52
VB Calmar Ratio Rank: 69
VB Martin Ratio Rank: 69

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.

SFCWX vs. VB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds SMALLCAP World Fund Class F-3 (SFCWX) and Vanguard Small-Cap ETF (VB). 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.

	SFCWX	VB	Difference
Sharpe ratio: Return per unit of total volatility	1.68	1.82	-0.14
Sortino ratio: Return per unit of downside risk	2.44	2.59	-0.15
Omega ratio: Gain probability vs. loss probability	1.30	1.31	-0.01
Calmar ratio: Return relative to maximum drawdown	2.38	3.38	-1.00
Martin ratio: Return relative to average drawdown	9.44	12.38	-2.94

SFCWX vs. VB - Sharpe Ratio Comparison

The current SFCWX Sharpe Ratio is 1.68, which is comparable to the VB Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of SFCWX and VB, 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

SFCWX vs. VB - Drawdown Comparison

The maximum SFCWX drawdown since its inception was -39.54%, smaller than the maximum VB drawdown of -59.56%. Use the drawdown chart below to compare losses from any high point for SFCWX and VB.

Drawdown Indicators

	SFCWX	VB	Difference
Max Drawdown Largest peak-to-trough decline	-39.54%	-59.56%	+20.02%
Max Drawdown (1Y) Largest decline over 1 year	-11.81%	-8.98%	-2.83%
Max Drawdown (3Y) Largest decline over 3 years	-21.30%	-25.36%	+4.06%
Max Drawdown (5Y) Largest decline over 5 years	-39.54%	-28.15%	-11.39%
Max Drawdown (10Y) Largest decline over 10 years	—	-42.05%	—
Current Drawdown Current decline from peak	0.00%	-0.39%	+0.39%
Average Drawdown Average peak-to-trough decline	-12.38%	-8.42%	-3.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.97%	2.44%	+0.53%

Volatility

SFCWX vs. VB - Volatility Comparison

American Funds SMALLCAP World Fund Class F-3 (SFCWX) has a higher volatility of 6.69% compared to Vanguard Small-Cap ETF (VB) at 4.92%. This indicates that SFCWX's price experiences larger fluctuations and is considered to be riskier than VB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SFCWX	VB	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.69%	4.92%	+1.77%
Volatility (6M) Calculated over the trailing 6-month period	13.95%	12.21%	+1.74%
Volatility (1Y) Calculated over the trailing 1-year period	16.72%	16.66%	+0.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.37%	20.78%	-2.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.57%	21.45%	-2.88%

SFCWX vs. VB - Expense Ratio Comparison

SFCWX has a 0.66% expense ratio, which is higher than VB's 0.05% expense ratio.

Dividends

SFCWX vs. VB - Dividend Comparison

SFCWX's dividend yield for the trailing twelve months is around 4.37%, more than VB's 1.18% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SFCWX American Funds SMALLCAP World Fund Class F-3	4.37%	5.10%	0.98%	0.98%	0.34%	9.05%	1.58%	4.19%	7.01%	4.47%	0.00%	0.00%
VB Vanguard Small-Cap ETF	1.18%	1.33%	1.30%	1.55%	1.59%	1.24%	1.14%	1.39%	1.67%	1.35%	1.50%	1.48%

Frequently Asked Questions

Can I hold both SFCWX and VB in my portfolio?

With a correlation of 0.93, SFCWX and VB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, SFCWX or VB?

SFCWX has higher volatility (6.69%) compared to VB (4.92%). In terms of maximum drawdown, SFCWX dropped -39.54% vs VB's -59.56%.

Which has better risk-adjusted returns?

VB currently has the higher Sharpe Ratio (1.82 vs 1.68), 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.