VSCAX vs. VTWG
Compare and contrast key facts about Invesco Small Cap Value Fund (VSCAX) and Vanguard Russell 2000 Growth ETF (VTWG).
VSCAX is managed by Invesco. It was launched on Jun 21, 1999. VTWG is a passively managed fund by Vanguard that tracks the performance of the Russell 2000 Growth Index. It was launched on Sep 20, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSCAX or VTWG.
Key characteristics
| VSCAX | VTWG | |
|---|---|---|
| YTD Return | 30.28% | 22.87% |
| 1Y Return | 44.35% | 46.11% |
| 3Y Return (Ann) | 6.10% | -0.74% |
| 5Y Return (Ann) | 13.72% | 9.59% |
| 10Y Return (Ann) | 1.91% | 9.24% |
| Sharpe Ratio | 2.14 | 2.11 |
| Sortino Ratio | 2.75 | 2.94 |
| Omega Ratio | 1.38 | 1.36 |
| Calmar Ratio | 2.00 | 1.29 |
| Martin Ratio | 11.51 | 11.45 |
| Ulcer Index | 3.86% | 4.04% |
| Daily Std Dev | 20.79% | 21.89% |
| Max Drawdown | -72.32% | -42.07% |
| Current Drawdown | -0.86% | -6.13% |
Correlation
The correlation between VSCAX and VTWG is 0.83, 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. VTWG - Performance Comparison
In the year-to-date period, VSCAX achieves a 30.28% return, which is significantly higher than VTWG's 22.87% return. Over the past 10 years, VSCAX has underperformed VTWG with an annualized return of 1.91%, while VTWG has yielded a comparatively higher 9.24% 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. VTWG - Expense Ratio Comparison
VSCAX has a 1.12% expense ratio, which is higher than VTWG's 0.15% expense ratio.
Risk-Adjusted Performance
VSCAX vs. VTWG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Small Cap Value Fund (VSCAX) and Vanguard Russell 2000 Growth ETF (VTWG). 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. VTWG - Dividend Comparison
VSCAX's dividend yield for the trailing twelve months is around 0.43%, less than VTWG's 0.55% 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% |
VTWG Vanguard Russell 2000 Growth ETF | 0.55% | 0.79% | 0.71% | 0.54% | 0.48% | 0.72% | 0.72% | 0.64% | 0.96% | 0.72% | 0.62% | 0.56% |
Drawdowns
VSCAX vs. VTWG - Drawdown Comparison
The maximum VSCAX drawdown since its inception was -72.32%, which is greater than VTWG's maximum drawdown of -42.07%. Use the drawdown chart below to compare losses from any high point for VSCAX and VTWG. For additional features, visit the drawdowns tool.
Volatility
VSCAX vs. VTWG - Volatility Comparison
Invesco Small Cap Value Fund (VSCAX) and Vanguard Russell 2000 Growth ETF (VTWG) have volatilities of 6.88% and 6.97%, 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.