SMLF vs. VSTCX
Compare and contrast key facts about iShares MSCI USA Small-Cap Multifactor ETF (SMLF) and Vanguard Strategic Small-Cap Equity Fund (VSTCX).
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. VSTCX is managed by Vanguard. It was launched on Apr 24, 2006.
Performance
SMLF vs. VSTCX - Performance Comparison
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SMLF vs. VSTCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SMLF iShares MSCI USA Small-Cap Multifactor ETF | 1.08% | 12.30% | 16.33% | 19.99% | -12.19% | 26.53% | 8.38% | 21.56% | -8.42% | 12.70% |
VSTCX Vanguard Strategic Small-Cap Equity Fund | -0.83% | 15.20% | 15.40% | 21.34% | -13.00% | 33.53% | 8.38% | 22.18% | -11.87% | 9.21% |
Returns By Period
In the year-to-date period, SMLF achieves a 1.08% return, which is significantly higher than VSTCX's -0.83% return. Both investments have delivered pretty close results over the past 10 years, with SMLF having a 11.24% annualized return and VSTCX not far behind at 10.96%.
SMLF
- 1D
- 3.34%
- 1M
- -4.37%
- YTD
- 1.08%
- 6M
- 2.12%
- 1Y
- 22.93%
- 3Y*
- 15.22%
- 5Y*
- 8.55%
- 10Y*
- 11.24%
VSTCX
- 1D
- -1.06%
- 1M
- -6.50%
- YTD
- -0.83%
- 6M
- 2.92%
- 1Y
- 26.01%
- 3Y*
- 15.69%
- 5Y*
- 9.42%
- 10Y*
- 10.96%
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SMLF vs. VSTCX - Expense Ratio Comparison
SMLF has a 0.30% expense ratio, which is higher than VSTCX's 0.26% expense ratio.
Return for Risk
SMLF vs. VSTCX — Risk / Return Rank
SMLF
VSTCX
SMLF vs. VSTCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Small-Cap Multifactor ETF (SMLF) and Vanguard Strategic Small-Cap Equity Fund (VSTCX). 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.
| SMLF | VSTCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 1.15 | -0.13 |
Sortino ratioReturn per unit of downside risk | 1.55 | 1.69 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.23 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 1.59 | -0.03 |
Martin ratioReturn relative to average drawdown | 6.74 | 7.00 | -0.26 |
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
| SMLF | VSTCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 1.15 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.43 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.47 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.35 | +0.14 |
Correlation
The correlation between SMLF and VSTCX is 0.91, 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
SMLF vs. VSTCX - Dividend Comparison
SMLF's dividend yield for the trailing twelve months is around 1.17%, less than VSTCX's 7.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SMLF iShares MSCI USA Small-Cap Multifactor ETF | 1.17% | 1.14% | 1.33% | 1.13% | 1.23% | 1.07% | 1.33% | 1.39% | 1.17% | 0.93% | 0.78% | 0.79% |
VSTCX Vanguard Strategic Small-Cap Equity Fund | 7.61% | 7.55% | 9.66% | 2.50% | 7.44% | 19.92% | 1.24% | 4.14% | 11.74% | 5.76% | 1.35% | 2.33% |
Drawdowns
SMLF vs. VSTCX - Drawdown Comparison
The maximum SMLF drawdown since its inception was -41.89%, smaller than the maximum VSTCX drawdown of -62.50%. Use the drawdown chart below to compare losses from any high point for SMLF and VSTCX.
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Drawdown Indicators
| SMLF | VSTCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.89% | -62.50% | +20.61% |
Max Drawdown (1Y)Largest decline over 1 year | -14.59% | -14.47% | -0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -26.28% | -27.47% | +1.19% |
Max Drawdown (10Y)Largest decline over 10 years | -41.89% | -48.08% | +6.19% |
Current DrawdownCurrent decline from peak | -5.66% | -7.95% | +2.29% |
Average DrawdownAverage peak-to-trough decline | -6.68% | -10.73% | +4.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 3.29% | +0.09% |
Volatility
SMLF vs. VSTCX - Volatility Comparison
iShares MSCI USA Small-Cap Multifactor ETF (SMLF) has a higher volatility of 7.09% compared to Vanguard Strategic Small-Cap Equity Fund (VSTCX) at 6.04%. This indicates that SMLF's price experiences larger fluctuations and is considered to be riskier than VSTCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SMLF | VSTCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.09% | 6.04% | +1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 13.36% | 12.99% | +0.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.67% | 22.55% | +0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.14% | 22.01% | -0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.75% | 23.44% | -1.69% |