SMMD
iShares Russell 2500 ETF
SMB
Adj. R2
0.976
Rel. Sharpe
0.740
Mkt beta
1.03
AUM
US$2.9B
MER
0.23%
Valuation
132
ETF comparison
Verified factor-similar pair
SMMD vs VIOO
These two ETFs pass the same FF6 US similarity lane: US-listed equity ETFs, same USD model basis, at least one material non-market factor, and 100% overlap in statistically significant material factor exposure.
SMB
Similarity score
83
Verified similar
Score blends exposure-level distance, factor-vector shape, market-beta closeness, and a small backtested relative-Sharpe term.
VIOO
Vanguard S&P Small-Cap 600 ETF
SMB
Adj. R2
0.980
Rel. Sharpe
1.154
Mkt beta
0.98
AUM
US$3.6B
MER
0.07%
Valuation
93
Factor Exposure Match
Blue bars compare raw factor beta magnitude. Green bars compare absolute t-stat strength. Dim bars indicate the t-stat is below 1.96.
SMB
diff -0.28
HML
diff -0.08
RMW
diff -0.21
CMA
diff -0.01
UMD
diff -0.03
Why This Pair Matches
Exposure level
81
Exposure shape
98
Mkt beta diff
0.05
Rel. Sharpe diff
0.413
This comparison focuses on measured factor exposure, not a qualitative review of each fund's portfolio-construction process. Backtested relative Sharpe is included as a secondary signal, while we continue refining a comparison metric that separates factor payoff from alpha. See methodology.
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