SIZE vs. VFQY
Compare and contrast key facts about iShares MSCI USA Size Factor ETF (SIZE) and Vanguard U.S. Quality Factor ETF (VFQY).
SIZE and VFQY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SIZE is a passively managed fund by iShares that tracks the performance of the MSCI USA Low Size Index. It was launched on Apr 16, 2013. VFQY is an actively managed fund by Vanguard. It was launched on Feb 13, 2018.
Performance
SIZE vs. VFQY - Performance Comparison
Loading graphics...
SIZE vs. VFQY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SIZE iShares MSCI USA Size Factor ETF | -0.96% | 10.51% | 14.37% | 17.78% | -15.86% | 25.05% | 16.26% | 28.97% | -7.09% |
VFQY Vanguard U.S. Quality Factor ETF | -2.43% | 10.24% | 12.93% | 22.48% | -15.74% | 27.96% | 16.97% | 25.75% | -7.85% |
Returns By Period
In the year-to-date period, SIZE achieves a -0.96% return, which is significantly higher than VFQY's -2.43% return.
SIZE
- 1D
- 2.59%
- 1M
- -5.50%
- YTD
- -0.96%
- 6M
- -0.01%
- 1Y
- 11.37%
- 3Y*
- 12.32%
- 5Y*
- 7.22%
- 10Y*
- 10.95%
VFQY
- 1D
- 2.08%
- 1M
- -5.12%
- YTD
- -2.43%
- 6M
- -0.44%
- 1Y
- 13.02%
- 3Y*
- 12.78%
- 5Y*
- 7.08%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SIZE vs. VFQY - Expense Ratio Comparison
SIZE has a 0.15% expense ratio, which is higher than VFQY's 0.13% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
SIZE vs. VFQY — Risk / Return Rank
SIZE
VFQY
SIZE vs. VFQY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Size Factor ETF (SIZE) and Vanguard U.S. Quality Factor ETF (VFQY). 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.
| SIZE | VFQY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | 0.67 | -0.06 |
Sortino ratioReturn per unit of downside risk | 1.00 | 1.09 | -0.09 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.15 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.94 | 1.06 | -0.11 |
Martin ratioReturn relative to average drawdown | 4.35 | 4.39 | -0.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SIZE | VFQY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 0.67 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.39 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.48 | +0.17 |
Correlation
The correlation between SIZE and VFQY is 0.94, 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
SIZE vs. VFQY - Dividend Comparison
SIZE's dividend yield for the trailing twelve months is around 1.56%, more than VFQY's 1.21% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SIZE iShares MSCI USA Size Factor ETF | 1.56% | 1.50% | 1.53% | 1.42% | 1.59% | 1.19% | 1.43% | 1.35% | 2.43% | 1.58% | 1.88% | 1.95% |
VFQY Vanguard U.S. Quality Factor ETF | 1.21% | 1.17% | 1.34% | 1.38% | 1.43% | 0.98% | 1.22% | 1.34% | 1.31% | 0.00% | 0.00% | 0.00% |
Drawdowns
SIZE vs. VFQY - Drawdown Comparison
The maximum SIZE drawdown since its inception was -39.15%, roughly equal to the maximum VFQY drawdown of -37.41%. Use the drawdown chart below to compare losses from any high point for SIZE and VFQY.
Loading graphics...
Drawdown Indicators
| SIZE | VFQY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.15% | -37.41% | -1.74% |
Max Drawdown (1Y)Largest decline over 1 year | -12.78% | -12.84% | +0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -24.03% | -25.93% | +1.90% |
Max Drawdown (10Y)Largest decline over 10 years | -39.15% | — | — |
Current DrawdownCurrent decline from peak | -5.59% | -6.91% | +1.32% |
Average DrawdownAverage peak-to-trough decline | -4.23% | -6.80% | +2.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 3.09% | -0.32% |
Volatility
SIZE vs. VFQY - Volatility Comparison
iShares MSCI USA Size Factor ETF (SIZE) has a higher volatility of 5.13% compared to Vanguard U.S. Quality Factor ETF (VFQY) at 4.65%. This indicates that SIZE's price experiences larger fluctuations and is considered to be riskier than VFQY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SIZE | VFQY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 4.65% | +0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 9.90% | 10.35% | -0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.91% | 19.54% | -0.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.39% | 18.39% | -1.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.67% | 21.02% | -2.35% |