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

Correlation

The correlation between VSCIX and IWM is 0.98, 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.


-0.50.00.51.01.0

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.

500.00%600.00%700.00%800.00%900.00%JulyAugustSeptemberOctoberNovemberDecember
861.72%
570.53%
VSCIX
IWM

Key characteristics

Sharpe Ratio

VSCIX:

1.01

IWM:

0.69

Sortino Ratio

VSCIX:

1.47

IWM:

1.10

Omega Ratio

VSCIX:

1.18

IWM:

1.13

Calmar Ratio

VSCIX:

1.50

IWM:

0.74

Martin Ratio

VSCIX:

5.30

IWM:

3.63

Ulcer Index

VSCIX:

3.25%

IWM:

3.97%

Daily Std Dev

VSCIX:

17.02%

IWM:

20.85%

Max Drawdown

VSCIX:

-59.66%

IWM:

-59.05%

Current Drawdown

VSCIX:

-7.12%

IWM:

-8.18%

Returns By Period

In the year-to-date period, VSCIX achieves a 14.92% return, which is significantly higher than IWM's 11.87% return. Over the past 10 years, VSCIX has outperformed IWM with an annualized return of 9.14%, while IWM has yielded a comparatively lower 7.83% annualized return.


VSCIX

YTD

14.92%

1M

-4.36%

6M

12.00%

1Y

14.77%

5Y*

9.43%

10Y*

9.14%

IWM

YTD

11.87%

1M

-3.62%

6M

11.47%

1Y

12.48%

5Y*

7.37%

10Y*

7.83%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%.


IWM
iShares Russell 2000 ETF
Expense ratio chart for IWM: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
Expense ratio chart for VSCIX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for VSCIX, currently valued at 1.01, compared to the broader market-1.000.001.002.003.004.001.010.69
The chart of Sortino ratio for VSCIX, currently valued at 1.47, compared to the broader market-2.000.002.004.006.008.0010.001.471.10
The chart of Omega ratio for VSCIX, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.003.501.181.13
The chart of Calmar ratio for VSCIX, currently valued at 1.50, compared to the broader market0.002.004.006.008.0010.0012.0014.001.500.74
The chart of Martin ratio for VSCIX, currently valued at 5.30, compared to the broader market0.0020.0040.0060.005.303.63
VSCIX
IWM

The current VSCIX Sharpe Ratio is 1.01, which is higher than the IWM Sharpe Ratio of 0.69. 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.01
0.69
VSCIX
IWM

Dividends

VSCIX vs. IWM - Dividend Comparison

VSCIX's dividend yield for the trailing twelve months is around 0.92%, less than IWM's 1.14% yield.


TTM20232022202120202019201820172016201520142013
VSCIX
Vanguard Small-Cap Index Fund Institutional Shares
0.92%1.56%1.55%1.25%1.15%1.40%1.68%1.36%1.50%1.49%1.44%1.31%
IWM
iShares Russell 2000 ETF
1.14%1.35%1.48%0.94%1.04%1.26%1.40%1.26%1.38%1.54%1.26%1.23%

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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.12%
-8.18%
VSCIX
IWM

Volatility

VSCIX vs. IWM - Volatility Comparison

The current volatility for Vanguard Small-Cap Index Fund Institutional Shares (VSCIX) is 5.64%, while iShares Russell 2000 ETF (IWM) has a volatility of 6.16%. This indicates that VSCIX experiences smaller price fluctuations and is considered to be less risky than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.64%
6.16%
VSCIX
IWM
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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