SMLF vs. VBR
Compare and contrast key facts about iShares MSCI USA Small-Cap Multifactor ETF (SMLF) and Vanguard Small-Cap Value ETF (VBR).
SMLF and VBR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SMLF is a passively managed fund by iShares that tracks the performance of the MSCI USA Small Cap Diversified Multi-Factor. It was launched on Apr 28, 2015. VBR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Value Index. It was launched on Jan 26, 2004. Both SMLF and VBR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SMLF or VBR.
Performance
SMLF vs. VBR - Performance Comparison
Returns By Period
In the year-to-date period, SMLF achieves a 22.98% return, which is significantly higher than VBR's 19.13% return.
SMLF
22.98%
7.55%
16.70%
38.08%
13.08%
N/A
VBR
19.13%
5.18%
15.07%
32.19%
12.09%
9.41%
Key characteristics
| SMLF | VBR | |
|---|---|---|
| Sharpe Ratio | 2.17 | 1.98 |
| Sortino Ratio | 3.03 | 2.80 |
| Omega Ratio | 1.37 | 1.35 |
| Calmar Ratio | 3.91 | 4.00 |
| Martin Ratio | 13.05 | 11.06 |
| Ulcer Index | 2.98% | 2.98% |
| Daily Std Dev | 17.89% | 16.65% |
| Max Drawdown | -41.89% | -62.01% |
| Current Drawdown | -1.20% | -1.25% |
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SMLF vs. VBR - Expense Ratio Comparison
SMLF has a 0.30% expense ratio, which is higher than VBR's 0.07% expense ratio.
Correlation
The correlation between SMLF and VBR is 0.89, 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.
Risk-Adjusted Performance
SMLF vs. VBR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Small-Cap Multifactor ETF (SMLF) and Vanguard Small-Cap Value ETF (VBR). 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.
Dividends
SMLF vs. VBR - Dividend Comparison
SMLF's dividend yield for the trailing twelve months is around 0.84%, less than VBR's 1.89% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SMLF iShares MSCI USA Small-Cap Multifactor ETF | 0.84% | 1.13% | 1.23% | 1.07% | 1.32% | 1.39% | 1.16% | 0.93% | 0.78% | 0.79% | 0.00% | 0.00% |
VBR Vanguard Small-Cap Value ETF | 1.89% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
Drawdowns
SMLF vs. VBR - Drawdown Comparison
The maximum SMLF drawdown since its inception was -41.89%, smaller than the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for SMLF and VBR. For additional features, visit the drawdowns tool.
Volatility
SMLF vs. VBR - Volatility Comparison
iShares MSCI USA Small-Cap Multifactor ETF (SMLF) has a higher volatility of 6.18% compared to Vanguard Small-Cap Value ETF (VBR) at 5.73%. This indicates that SMLF's price experiences larger fluctuations and is considered to be riskier than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.