VSIIX vs. IMCG
Compare and contrast key facts about Vanguard Small-Cap Value Index Fund Institutional Shares (VSIIX) and iShares Morningstar Mid-Cap Growth ETF (IMCG).
VSIIX is managed by Vanguard. It was launched on Dec 7, 1999. IMCG is a passively managed fund by iShares that tracks the performance of the Morningstar US Mid Cap Broad Growth Index. It was launched on Jun 28, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSIIX or IMCG.
Key characteristics
| VSIIX | IMCG | |
|---|---|---|
| YTD Return | 19.11% | 22.20% |
| 1Y Return | 38.34% | 39.37% |
| 3Y Return (Ann) | 6.88% | 2.04% |
| 5Y Return (Ann) | 11.98% | 14.11% |
| 10Y Return (Ann) | 9.58% | 12.37% |
| Sharpe Ratio | 2.22 | 2.72 |
| Sortino Ratio | 3.16 | 3.73 |
| Omega Ratio | 1.39 | 1.47 |
| Calmar Ratio | 3.13 | 1.60 |
| Martin Ratio | 13.03 | 14.44 |
| Ulcer Index | 2.92% | 2.72% |
| Daily Std Dev | 17.17% | 14.45% |
| Max Drawdown | -62.05% | -58.96% |
| Current Drawdown | -1.23% | -0.56% |
Correlation
The correlation between VSIIX and IMCG 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
VSIIX vs. IMCG - Performance Comparison
In the year-to-date period, VSIIX achieves a 19.11% return, which is significantly lower than IMCG's 22.20% return. Over the past 10 years, VSIIX has underperformed IMCG with an annualized return of 9.58%, while IMCG has yielded a comparatively higher 12.37% 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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VSIIX vs. IMCG - Expense Ratio Comparison
Both VSIIX and IMCG have an expense ratio of 0.06%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
VSIIX vs. IMCG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Value Index Fund Institutional Shares (VSIIX) and iShares Morningstar Mid-Cap Growth ETF (IMCG). 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
VSIIX vs. IMCG - Dividend Comparison
VSIIX's dividend yield for the trailing twelve months is around 1.89%, more than IMCG's 0.77% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSIIX Vanguard Small-Cap Value Index Fund Institutional Shares | 1.89% | 2.12% | 2.04% | 1.76% | 1.69% | 2.07% | 2.36% | 1.80% | 1.77% | 1.99% | 1.78% | 1.88% |
IMCG iShares Morningstar Mid-Cap Growth ETF | 0.77% | 0.85% | 0.91% | 0.41% | 0.09% | 0.30% | 0.35% | 0.45% | 0.52% | 0.38% | 0.60% | 0.36% |
Drawdowns
VSIIX vs. IMCG - Drawdown Comparison
The maximum VSIIX drawdown since its inception was -62.05%, which is greater than IMCG's maximum drawdown of -58.96%. Use the drawdown chart below to compare losses from any high point for VSIIX and IMCG. For additional features, visit the drawdowns tool.
Volatility
VSIIX vs. IMCG - Volatility Comparison
Vanguard Small-Cap Value Index Fund Institutional Shares (VSIIX) has a higher volatility of 5.80% compared to iShares Morningstar Mid-Cap Growth ETF (IMCG) at 4.44%. This indicates that VSIIX's price experiences larger fluctuations and is considered to be riskier than IMCG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.