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

Correlation

The correlation between VSCIX and VB is 0.99, 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. VB - Performance Comparison

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

480.00%500.00%520.00%540.00%560.00%580.00%600.00%620.00%JulyAugustSeptemberOctoberNovemberDecember
567.65%
566.78%
VSCIX
VB

Key characteristics

Sharpe Ratio

VSCIX:

1.01

VB:

1.01

Sortino Ratio

VSCIX:

1.47

VB:

1.46

Omega Ratio

VSCIX:

1.18

VB:

1.18

Calmar Ratio

VSCIX:

1.50

VB:

1.49

Martin Ratio

VSCIX:

5.30

VB:

5.27

Ulcer Index

VSCIX:

3.25%

VB:

3.26%

Daily Std Dev

VSCIX:

17.02%

VB:

17.09%

Max Drawdown

VSCIX:

-59.66%

VB:

-59.58%

Current Drawdown

VSCIX:

-7.12%

VB:

-7.20%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with VSCIX at 14.92% and VB at 14.92%. Both investments have delivered pretty close results over the past 10 years, with VSCIX having a 9.14% annualized return and VB not far ahead at 9.15%.


VSCIX

YTD

14.92%

1M

-4.36%

6M

12.00%

1Y

14.77%

5Y*

9.43%

10Y*

9.14%

VB

YTD

14.92%

1M

-4.35%

6M

12.01%

1Y

14.66%

5Y*

9.44%

10Y*

9.15%

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. VB - Expense Ratio Comparison

VSCIX has a 0.04% expense ratio, which is lower than VB's 0.05% 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%.


VB
Vanguard Small-Cap ETF
Expense ratio chart for VB: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
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. VB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Index Fund Institutional Shares (VSCIX) and Vanguard Small-Cap ETF (VB). 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-1.000.001.002.003.004.001.011.01
The chart of Sortino ratio for VSCIX, currently valued at 1.47, compared to the broader market-2.000.002.004.006.008.0010.001.471.46
The chart of Omega ratio for VSCIX, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.003.501.181.18
The chart of Calmar ratio for VSCIX, currently valued at 1.50, compared to the broader market0.002.004.006.008.0010.0012.0014.001.501.49
The chart of Martin ratio for VSCIX, currently valued at 5.30, compared to the broader market0.0020.0040.0060.005.305.27
VSCIX
VB

The current VSCIX Sharpe Ratio is 1.01, which is comparable to the VB Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of VSCIX and VB, 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
1.01
VSCIX
VB

Dividends

VSCIX vs. VB - Dividend Comparison

VSCIX's dividend yield for the trailing twelve months is around 0.92%, which matches VB's 0.92% 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%
VB
Vanguard Small-Cap ETF
0.92%1.55%1.59%1.24%1.14%1.39%1.67%1.35%1.50%1.48%1.43%1.31%

Drawdowns

VSCIX vs. VB - Drawdown Comparison

The maximum VSCIX drawdown since its inception was -59.66%, roughly equal to the maximum VB drawdown of -59.58%. Use the drawdown chart below to compare losses from any high point for VSCIX and VB. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.12%
-7.20%
VSCIX
VB

Volatility

VSCIX vs. VB - Volatility Comparison

Vanguard Small-Cap Index Fund Institutional Shares (VSCIX) and Vanguard Small-Cap ETF (VB) have volatilities of 5.64% and 5.71%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.64%
5.71%
VSCIX
VB
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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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