SMDX vs. CSB
Compare and contrast key facts about Intech S&P Small-Mid Cap Diversified Alpha ETF (SMDX) and VictoryShares US Small Cap High Dividend Volatility Wtd ETF (CSB).
SMDX and CSB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SMDX is an actively managed fund by Intech. It was launched on Feb 27, 2025. CSB is a passively managed fund by Crestview that tracks the performance of the Nasdaq Victory U.S. Small Cap High Dividend 100 Volatility Weighted Index. It was launched on Jul 8, 2015.
Performance
SMDX vs. CSB - Performance Comparison
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SMDX vs. CSB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SMDX Intech S&P Small-Mid Cap Diversified Alpha ETF | 2.96% | 14.21% |
CSB VictoryShares US Small Cap High Dividend Volatility Wtd ETF | 6.03% | 1.85% |
Returns By Period
In the year-to-date period, SMDX achieves a 2.96% return, which is significantly lower than CSB's 6.03% return.
SMDX
- 1D
- 2.77%
- 1M
- -4.72%
- YTD
- 2.96%
- 6M
- 4.62%
- 1Y
- 22.23%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CSB
- 1D
- 1.09%
- 1M
- -1.77%
- YTD
- 6.03%
- 6M
- 6.43%
- 1Y
- 11.49%
- 3Y*
- 9.80%
- 5Y*
- 4.36%
- 10Y*
- 9.66%
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SMDX vs. CSB - Expense Ratio Comparison
Both SMDX and CSB have an expense ratio of 0.35%.
Return for Risk
SMDX vs. CSB — Risk / Return Rank
SMDX
CSB
SMDX vs. CSB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Intech S&P Small-Mid Cap Diversified Alpha ETF (SMDX) and VictoryShares US Small Cap High Dividend Volatility Wtd ETF (CSB). 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.
| SMDX | CSB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 0.60 | +0.44 |
Sortino ratioReturn per unit of downside risk | 1.52 | 0.97 | +0.55 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.13 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.01 | 0.84 | +1.18 |
Martin ratioReturn relative to average drawdown | 7.55 | 2.95 | +4.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SMDX | CSB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 0.60 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.23 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.44 | +0.30 |
Correlation
The correlation between SMDX and CSB is 0.81, 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
SMDX vs. CSB - Dividend Comparison
SMDX's dividend yield for the trailing twelve months is around 0.59%, less than CSB's 3.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SMDX Intech S&P Small-Mid Cap Diversified Alpha ETF | 0.59% | 0.61% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CSB VictoryShares US Small Cap High Dividend Volatility Wtd ETF | 3.40% | 3.54% | 3.12% | 3.45% | 3.60% | 3.11% | 3.70% | 3.19% | 3.45% | 3.19% | 2.85% | 1.57% |
Drawdowns
SMDX vs. CSB - Drawdown Comparison
The maximum SMDX drawdown since its inception was -14.52%, smaller than the maximum CSB drawdown of -42.07%. Use the drawdown chart below to compare losses from any high point for SMDX and CSB.
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Drawdown Indicators
| SMDX | CSB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.52% | -42.07% | +27.55% |
Max Drawdown (1Y)Largest decline over 1 year | -12.06% | -14.18% | +2.12% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.49% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.07% | — |
Current DrawdownCurrent decline from peak | -6.13% | -3.71% | -2.42% |
Average DrawdownAverage peak-to-trough decline | -2.54% | -7.23% | +4.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 4.02% | -0.80% |
Volatility
SMDX vs. CSB - Volatility Comparison
Intech S&P Small-Mid Cap Diversified Alpha ETF (SMDX) has a higher volatility of 6.38% compared to VictoryShares US Small Cap High Dividend Volatility Wtd ETF (CSB) at 3.83%. This indicates that SMDX's price experiences larger fluctuations and is considered to be riskier than CSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SMDX | CSB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.38% | 3.83% | +2.55% |
Volatility (6M)Calculated over the trailing 6-month period | 12.20% | 10.03% | +2.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.52% | 19.08% | +2.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.98% | 18.90% | +3.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.98% | 21.32% | +0.66% |