VSCAX vs. VTI
Compare and contrast key facts about Invesco Small Cap Value Fund (VSCAX) and Vanguard Total Stock Market ETF (VTI).
VSCAX is managed by Invesco. It was launched on Jun 21, 1999. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSCAX or VTI.
Performance
VSCAX vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, VSCAX achieves a 30.58% return, which is significantly higher than VTI's 25.64% return. Over the past 10 years, VSCAX has underperformed VTI with an annualized return of 1.73%, while VTI has yielded a comparatively higher 12.67% annualized return.
VSCAX
30.58%
7.37%
13.97%
38.73%
14.02%
1.73%
VTI
25.64%
2.57%
14.24%
32.95%
15.11%
12.67%
Key characteristics
| VSCAX | VTI | |
|---|---|---|
| Sharpe Ratio | 1.91 | 2.68 |
| Sortino Ratio | 2.49 | 3.57 |
| Omega Ratio | 1.34 | 1.49 |
| Calmar Ratio | 2.07 | 3.91 |
| Martin Ratio | 10.17 | 17.13 |
| Ulcer Index | 3.89% | 1.96% |
| Daily Std Dev | 20.65% | 12.51% |
| Max Drawdown | -72.32% | -55.45% |
| Current Drawdown | -0.64% | -0.84% |
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VSCAX vs. VTI - Expense Ratio Comparison
VSCAX has a 1.12% expense ratio, which is higher than VTI's 0.03% expense ratio.
Correlation
The correlation between VSCAX and VTI is 0.85, 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
VSCAX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Small Cap Value Fund (VSCAX) and Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
VSCAX's dividend yield for the trailing twelve months is around 0.43%, less than VTI's 1.27% 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% |
VTI Vanguard Total Stock Market ETF | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
VSCAX vs. VTI - Drawdown Comparison
The maximum VSCAX drawdown since its inception was -72.32%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VSCAX and VTI. For additional features, visit the drawdowns tool.
Volatility
VSCAX vs. VTI - Volatility Comparison
Invesco Small Cap Value Fund (VSCAX) has a higher volatility of 7.16% compared to Vanguard Total Stock Market ETF (VTI) at 4.19%. This indicates that VSCAX's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.