VSTCX vs. IWM
Compare and contrast key facts about Vanguard Strategic Small-Cap Equity Fund (VSTCX) and iShares Russell 2000 ETF (IWM).
VSTCX is managed by Vanguard. It was launched on Apr 24, 2006. IWM is a passively managed fund by iShares that tracks the performance of the Russell 2000 Index. It was launched on May 22, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSTCX or IWM.
Key characteristics
| VSTCX | IWM | |
|---|---|---|
| YTD Return | 20.76% | 16.57% |
| 1Y Return | 37.38% | 31.36% |
| 3Y Return (Ann) | 7.69% | 0.43% |
| 5Y Return (Ann) | 13.95% | 9.29% |
| 10Y Return (Ann) | 10.23% | 8.66% |
| Sharpe Ratio | 1.87 | 1.50 |
| Sortino Ratio | 2.72 | 2.19 |
| Omega Ratio | 1.33 | 1.26 |
| Calmar Ratio | 3.47 | 1.24 |
| Martin Ratio | 11.18 | 8.38 |
| Ulcer Index | 3.36% | 3.77% |
| Daily Std Dev | 20.06% | 21.01% |
| Max Drawdown | -62.50% | -59.05% |
| Current Drawdown | -2.94% | -4.04% |
Correlation
The correlation between VSTCX 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.
Performance
VSTCX vs. IWM - Performance Comparison
In the year-to-date period, VSTCX achieves a 20.76% return, which is significantly higher than IWM's 16.57% return. Over the past 10 years, VSTCX has outperformed IWM with an annualized return of 10.23%, while IWM has yielded a comparatively lower 8.66% 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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VSTCX vs. IWM - Expense Ratio Comparison
VSTCX has a 0.26% expense ratio, which is higher than IWM's 0.19% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
VSTCX vs. IWM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Strategic Small-Cap Equity Fund (VSTCX) 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.
Dividends
VSTCX vs. IWM - Dividend Comparison
VSTCX's dividend yield for the trailing twelve months is around 0.96%, less than IWM's 1.11% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSTCX Vanguard Strategic Small-Cap Equity Fund | 0.96% | 1.16% | 1.16% | 1.30% | 1.24% | 1.19% | 1.34% | 1.11% | 1.35% | 1.17% | 0.80% | 0.77% |
IWM iShares Russell 2000 ETF | 1.11% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% | 1.26% | 1.23% |
Drawdowns
VSTCX vs. IWM - Drawdown Comparison
The maximum VSTCX drawdown since its inception was -62.50%, which is greater than IWM's maximum drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for VSTCX and IWM. For additional features, visit the drawdowns tool.
Volatility
VSTCX vs. IWM - Volatility Comparison
The current volatility for Vanguard Strategic Small-Cap Equity Fund (VSTCX) is 6.97%, while iShares Russell 2000 ETF (IWM) has a volatility of 7.51%. This indicates that VSTCX 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.