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VSCIX vs. IWM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VSCIX and IWM is 0.86, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

VSCIX vs. IWM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Small-Cap Index Fund Institutional Shares (VSCIX) and iShares Russell 2000 ETF (IWM). The values are adjusted to include any dividend payments, if applicable.

400.00%500.00%600.00%700.00%800.00%900.00%NovemberDecember2025FebruaryMarchApril
758.47%
487.85%
VSCIX
IWM

Key characteristics

Sharpe Ratio

VSCIX:

0.03

IWM:

-0.05

Sortino Ratio

VSCIX:

0.20

IWM:

0.10

Omega Ratio

VSCIX:

1.03

IWM:

1.01

Calmar Ratio

VSCIX:

0.03

IWM:

-0.04

Martin Ratio

VSCIX:

0.10

IWM:

-0.13

Ulcer Index

VSCIX:

7.40%

IWM:

8.67%

Daily Std Dev

VSCIX:

22.36%

IWM:

24.06%

Max Drawdown

VSCIX:

-59.66%

IWM:

-59.05%

Current Drawdown

VSCIX:

-17.06%

IWM:

-19.50%

Returns By Period

In the year-to-date period, VSCIX achieves a -10.17% return, which is significantly higher than IWM's -11.95% return. Over the past 10 years, VSCIX has outperformed IWM with an annualized return of 7.37%, while IWM has yielded a comparatively lower 5.89% annualized return.


VSCIX

YTD

-10.17%

1M

-5.47%

6M

-8.32%

1Y

1.37%

5Y*

13.20%

10Y*

7.37%

IWM

YTD

-11.95%

1M

-5.58%

6M

-10.85%

1Y

-0.07%

5Y*

11.07%

10Y*

5.89%

*Annualized

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VSCIX vs. IWM - Expense Ratio Comparison

VSCIX has a 0.04% expense ratio, which is lower than IWM's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for IWM: current value is 0.19%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IWM: 0.19%
Expense ratio chart for VSCIX: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VSCIX: 0.04%

Risk-Adjusted Performance

VSCIX vs. IWM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VSCIX
The Risk-Adjusted Performance Rank of VSCIX is 2424
Overall Rank
The Sharpe Ratio Rank of VSCIX is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of VSCIX is 2626
Sortino Ratio Rank
The Omega Ratio Rank of VSCIX is 2424
Omega Ratio Rank
The Calmar Ratio Rank of VSCIX is 2424
Calmar Ratio Rank
The Martin Ratio Rank of VSCIX is 2323
Martin Ratio Rank

IWM
The Risk-Adjusted Performance Rank of IWM is 1717
Overall Rank
The Sharpe Ratio Rank of IWM is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of IWM is 1818
Sortino Ratio Rank
The Omega Ratio Rank of IWM is 1717
Omega Ratio Rank
The Calmar Ratio Rank of IWM is 1616
Calmar Ratio Rank
The Martin Ratio Rank of IWM is 1616
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VSCIX vs. IWM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Index Fund Institutional Shares (VSCIX) 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.


The chart of Sharpe ratio for VSCIX, currently valued at 0.03, compared to the broader market-1.000.001.002.003.00
VSCIX: 0.03
IWM: -0.05
The chart of Sortino ratio for VSCIX, currently valued at 0.20, compared to the broader market-2.000.002.004.006.008.00
VSCIX: 0.20
IWM: 0.10
The chart of Omega ratio for VSCIX, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.00
VSCIX: 1.03
IWM: 1.01
The chart of Calmar ratio for VSCIX, currently valued at 0.03, compared to the broader market0.002.004.006.008.0010.00
VSCIX: 0.03
IWM: -0.04
The chart of Martin ratio for VSCIX, currently valued at 0.10, compared to the broader market0.0010.0020.0030.0040.0050.00
VSCIX: 0.10
IWM: -0.13

The current VSCIX Sharpe Ratio is 0.03, which is higher than the IWM Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of VSCIX and IWM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.03
-0.05
VSCIX
IWM

Dividends

VSCIX vs. IWM - Dividend Comparison

VSCIX's dividend yield for the trailing twelve months is around 1.58%, more than IWM's 1.27% yield.


TTM20242023202220212020201920182017201620152014
VSCIX
Vanguard Small-Cap Index Fund Institutional Shares
1.58%1.31%1.56%1.55%1.25%1.15%1.40%1.68%1.36%1.50%1.49%1.44%
IWM
iShares Russell 2000 ETF
1.27%1.15%1.35%1.48%0.94%1.04%1.26%1.40%1.26%1.38%1.54%1.26%

Drawdowns

VSCIX vs. IWM - Drawdown Comparison

The maximum VSCIX drawdown since its inception was -59.66%, roughly equal to the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for VSCIX and IWM. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.06%
-19.50%
VSCIX
IWM

Volatility

VSCIX vs. IWM - Volatility Comparison

Vanguard Small-Cap Index Fund Institutional Shares (VSCIX) has a higher volatility of 14.81% compared to iShares Russell 2000 ETF (IWM) at 13.94%. This indicates that VSCIX'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.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.81%
13.94%
VSCIX
IWM