VBK vs. ISCG
Compare and contrast key facts about Vanguard Small-Cap Growth ETF (VBK) and iShares Morningstar Small-Cap Growth ETF (ISCG).
VBK and ISCG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VBK is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Growth Index. It was launched on Jan 26, 2004. ISCG is a passively managed fund by iShares that tracks the performance of the Morningstar US Small Cap Broad Growth Extended Index. It was launched on Jun 28, 2004. Both VBK and ISCG 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: VBK or ISCG.
Performance
VBK vs. ISCG - Performance Comparison
Returns By Period
In the year-to-date period, VBK achieves a 16.51% return, which is significantly higher than ISCG's 15.59% return. Both investments have delivered pretty close results over the past 10 years, with VBK having a 9.26% annualized return and ISCG not far ahead at 9.37%.
VBK
16.51%
2.36%
10.13%
32.92%
8.57%
9.26%
ISCG
15.59%
0.86%
10.26%
32.19%
8.81%
9.37%
Key characteristics
| VBK | ISCG | |
|---|---|---|
| Sharpe Ratio | 1.68 | 1.58 |
| Sortino Ratio | 2.34 | 2.27 |
| Omega Ratio | 1.28 | 1.27 |
| Calmar Ratio | 1.05 | 0.30 |
| Martin Ratio | 8.55 | 9.25 |
| Ulcer Index | 3.65% | 3.25% |
| Daily Std Dev | 18.62% | 18.97% |
| Max Drawdown | -58.69% | -100.00% |
| Current Drawdown | -6.57% | -99.99% |
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VBK vs. ISCG - Expense Ratio Comparison
VBK has a 0.07% expense ratio, which is higher than ISCG's 0.06% 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%.
Correlation
The correlation between VBK and ISCG is 0.95, 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
VBK vs. ISCG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Growth ETF (VBK) and iShares Morningstar Small-Cap Growth ETF (ISCG). 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
VBK vs. ISCG - Dividend Comparison
VBK's dividend yield for the trailing twelve months is around 0.61%, more than ISCG's 0.57% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VBK Vanguard Small-Cap Growth ETF | 0.61% | 0.68% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.82% | 1.08% | 0.98% | 1.01% | 0.65% |
ISCG iShares Morningstar Small-Cap Growth ETF | 0.57% | 0.77% | 0.92% | 0.62% | 0.10% | 0.27% | 0.40% | 0.52% | 1.19% | 0.64% | 0.56% | 0.53% |
Drawdowns
VBK vs. ISCG - Drawdown Comparison
The maximum VBK drawdown since its inception was -58.69%, smaller than the maximum ISCG drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for VBK and ISCG. For additional features, visit the drawdowns tool.
Volatility
VBK vs. ISCG - Volatility Comparison
The current volatility for Vanguard Small-Cap Growth ETF (VBK) is 5.90%, while iShares Morningstar Small-Cap Growth ETF (ISCG) has a volatility of 6.46%. This indicates that VBK experiences smaller price fluctuations and is considered to be less risky than ISCG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.