VSCIX vs. AVFIX
Compare and contrast key facts about Vanguard Small-Cap Index Fund Institutional Shares (VSCIX) and American Beacon Small Cap Value Fund (AVFIX).
VSCIX is managed by Vanguard. It was launched on Jul 7, 1997. AVFIX is managed by American Beacon. It was launched on Dec 31, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSCIX or AVFIX.
Performance
VSCIX vs. AVFIX - Performance Comparison
Returns By Period
In the year-to-date period, VSCIX achieves a 20.16% return, which is significantly higher than AVFIX's 14.23% return. Over the past 10 years, VSCIX has outperformed AVFIX with an annualized return of 9.70%, while AVFIX has yielded a comparatively lower 8.46% annualized return.
VSCIX
20.16%
6.56%
15.94%
33.97%
11.30%
9.70%
AVFIX
14.23%
5.99%
12.43%
27.75%
11.52%
8.46%
Key characteristics
| VSCIX | AVFIX | |
|---|---|---|
| Sharpe Ratio | 2.03 | 1.46 |
| Sortino Ratio | 2.82 | 2.16 |
| Omega Ratio | 1.35 | 1.26 |
| Calmar Ratio | 2.04 | 2.88 |
| Martin Ratio | 11.17 | 7.79 |
| Ulcer Index | 3.11% | 3.65% |
| Daily Std Dev | 17.12% | 19.54% |
| Max Drawdown | -59.66% | -61.40% |
| Current Drawdown | -0.95% | -1.79% |
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VSCIX vs. AVFIX - Expense Ratio Comparison
VSCIX has a 0.04% expense ratio, which is lower than AVFIX's 0.81% expense ratio.
Correlation
The correlation between VSCIX and AVFIX is 0.97, 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
VSCIX vs. AVFIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Index Fund Institutional Shares (VSCIX) and American Beacon Small Cap Value Fund (AVFIX). 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
VSCIX vs. AVFIX - Dividend Comparison
VSCIX's dividend yield for the trailing twelve months is around 1.31%, less than AVFIX's 1.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSCIX Vanguard Small-Cap Index Fund Institutional Shares | 1.31% | 1.56% | 1.55% | 1.25% | 1.15% | 1.40% | 1.68% | 1.36% | 1.50% | 1.49% | 1.44% | 1.31% |
AVFIX American Beacon Small Cap Value Fund | 1.33% | 1.52% | 1.80% | 0.85% | 0.88% | 1.18% | 0.91% | 0.56% | 0.81% | 0.89% | 0.77% | 0.51% |
Drawdowns
VSCIX vs. AVFIX - Drawdown Comparison
The maximum VSCIX drawdown since its inception was -59.66%, roughly equal to the maximum AVFIX drawdown of -61.40%. Use the drawdown chart below to compare losses from any high point for VSCIX and AVFIX. For additional features, visit the drawdowns tool.
Volatility
VSCIX vs. AVFIX - Volatility Comparison
The current volatility for Vanguard Small-Cap Index Fund Institutional Shares (VSCIX) is 5.62%, while American Beacon Small Cap Value Fund (AVFIX) has a volatility of 7.27%. This indicates that VSCIX experiences smaller price fluctuations and is considered to be less risky than AVFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.