VSCAX vs. IWM
Compare and contrast key facts about Invesco Small Cap Value Fund (VSCAX) and iShares Russell 2000 ETF (IWM).
VSCAX is managed by Invesco. It was launched on Jun 21, 1999. IWM is a passively managed fund by iShares that tracks the performance of the Russell 2000 Index. It was launched on May 22, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSCAX or IWM.
Key characteristics
| VSCAX | IWM | |
|---|---|---|
| YTD Return | 30.53% | 19.68% |
| 1Y Return | 47.09% | 44.16% |
| 3Y Return (Ann) | 5.92% | 0.95% |
| 5Y Return (Ann) | 13.61% | 9.84% |
| 10Y Return (Ann) | 1.94% | 8.79% |
| Sharpe Ratio | 2.19 | 1.94 |
| Sortino Ratio | 2.81 | 2.78 |
| Omega Ratio | 1.39 | 1.34 |
| Calmar Ratio | 1.95 | 1.44 |
| Martin Ratio | 11.85 | 11.17 |
| Ulcer Index | 3.86% | 3.75% |
| Daily Std Dev | 20.84% | 21.57% |
| Max Drawdown | -72.32% | -59.05% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between VSCAX and IWM 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.
Performance
VSCAX vs. IWM - Performance Comparison
In the year-to-date period, VSCAX achieves a 30.53% return, which is significantly higher than IWM's 19.68% return. Over the past 10 years, VSCAX has underperformed IWM with an annualized return of 1.94%, while IWM has yielded a comparatively higher 8.79% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VSCAX vs. IWM - Expense Ratio Comparison
VSCAX has a 1.12% expense ratio, which is higher than IWM's 0.19% expense ratio.
Risk-Adjusted Performance
VSCAX vs. IWM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Small Cap Value Fund (VSCAX) and iShares Russell 2000 ETF (IWM). 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
VSCAX vs. IWM - Dividend Comparison
VSCAX's dividend yield for the trailing twelve months is around 0.43%, less than IWM's 1.08% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSCAX Invesco Small Cap Value Fund | 0.43% | 0.56% | 0.35% | 0.04% | 0.30% | 0.00% | 0.00% | 0.00% | 0.18% | 0.06% | 0.00% | 0.00% |
IWM iShares Russell 2000 ETF | 1.08% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% | 1.26% | 1.23% |
Drawdowns
VSCAX vs. IWM - Drawdown Comparison
The maximum VSCAX drawdown since its inception was -72.32%, which is greater than IWM's maximum drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for VSCAX and IWM. For additional features, visit the drawdowns tool.
Volatility
VSCAX vs. IWM - Volatility Comparison
Invesco Small Cap Value Fund (VSCAX) and iShares Russell 2000 ETF (IWM) have volatilities of 6.98% and 7.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.