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.
Performance
VSCAX vs. IWM - Performance Comparison
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VSCAX vs. IWM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VSCAX Invesco Small Cap Value Fund | 6.56% | 17.70% | 24.54% | 22.84% | 4.31% | 36.34% | 10.81% | 32.02% | -25.64% | 18.17% |
IWM iShares Russell 2000 ETF | 0.93% | 12.66% | 11.38% | 16.83% | -20.48% | 14.54% | 20.03% | 25.39% | -11.12% | 14.58% |
Returns By Period
In the year-to-date period, VSCAX achieves a 6.56% return, which is significantly higher than IWM's 0.93% return. Over the past 10 years, VSCAX has outperformed IWM with an annualized return of 15.32%, while IWM has yielded a comparatively lower 9.76% annualized return.
VSCAX
- 1D
- -1.86%
- 1M
- -10.13%
- YTD
- 6.56%
- 6M
- 13.85%
- 1Y
- 33.30%
- 3Y*
- 24.38%
- 5Y*
- 17.26%
- 10Y*
- 15.32%
IWM
- 1D
- 3.50%
- 1M
- -4.96%
- YTD
- 0.93%
- 6M
- 3.02%
- 1Y
- 25.66%
- 3Y*
- 12.94%
- 5Y*
- 3.34%
- 10Y*
- 9.76%
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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.
Return for Risk
VSCAX vs. IWM — Risk / Return Rank
VSCAX
IWM
VSCAX vs. IWM - Risk-Adjusted Trends 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.
| VSCAX | IWM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 1.11 | +0.17 |
Sortino ratioReturn per unit of downside risk | 1.79 | 1.66 | +0.13 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.21 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.64 | 1.82 | -0.18 |
Martin ratioReturn relative to average drawdown | 6.36 | 6.76 | -0.40 |
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
| VSCAX | IWM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 1.11 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.15 | +0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.43 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.34 | +0.17 |
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.
Dividends
VSCAX vs. IWM - Dividend Comparison
VSCAX's dividend yield for the trailing twelve months is around 8.65%, more than IWM's 1.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSCAX Invesco Small Cap Value Fund | 8.65% | 9.22% | 7.90% | 4.93% | 10.12% | 16.90% | 0.30% | 2.53% | 28.45% | 16.65% | 1.71% | 11.08% |
IWM iShares Russell 2000 ETF | 1.02% | 1.04% | 1.15% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% |
Drawdowns
VSCAX vs. IWM - Drawdown Comparison
The maximum VSCAX drawdown since its inception was -57.77%, roughly equal to the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for VSCAX and IWM.
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Drawdown Indicators
| VSCAX | IWM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.77% | -59.05% | +1.28% |
Max Drawdown (1Y)Largest decline over 1 year | -16.56% | -13.74% | -2.82% |
Max Drawdown (5Y)Largest decline over 5 years | -25.29% | -31.91% | +6.62% |
Max Drawdown (10Y)Largest decline over 10 years | -57.77% | -41.13% | -16.64% |
Current DrawdownCurrent decline from peak | -11.43% | -7.91% | -3.52% |
Average DrawdownAverage peak-to-trough decline | -8.94% | -10.83% | +1.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.49% | 3.70% | +0.79% |
Volatility
VSCAX vs. IWM - Volatility Comparison
Invesco Small Cap Value Fund (VSCAX) has a higher volatility of 8.31% compared to iShares Russell 2000 ETF (IWM) at 7.47%. This indicates that VSCAX's price experiences larger fluctuations and is considered to be riskier than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VSCAX | IWM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.31% | 7.47% | +0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 16.64% | 14.47% | +2.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.77% | 23.18% | +2.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.13% | 22.55% | +0.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.70% | 22.99% | +3.71% |