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iShares S&P SmallCap 600 Growth ETF (IJT)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US4642878874
CUSIP
464287887
Issuer
iShares
Inception Date
Jul 24, 2000
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
S&P SmallCap 600/Citigroup Growth Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Micro-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares S&P SmallCap 600 Growth ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

iShares S&P SmallCap 600 Growth ETF (IJT) has returned 2.67% so far this year and 17.28% over the past 12 months. Over the last ten years, IJT has returned 9.81% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


iShares S&P SmallCap 600 Growth ETF

1D
3.50%
1M
-4.80%
YTD
2.67%
6M
2.72%
1Y
17.28%
3Y*
10.70%
5Y*
3.10%
10Y*
9.81%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jul 28, 2000, IJT's average daily return is +0.05%, while the average monthly return is +0.87%. At this rate, your investment would double in approximately 6.7 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +17.3%, while the worst month was Oct 2008 at -21.5%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.

On a daily basis, IJT closed higher 53% of trading days. The best single day was May 7, 2010 with a return of +24.7%, while the worst single day was May 6, 2010 at -24.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.74%2.97%-4.80%2.67%
20253.89%-5.82%-5.81%-2.84%6.03%3.97%0.49%5.45%0.60%-1.32%2.47%-1.06%5.26%
2024-2.61%4.14%3.19%-4.69%5.48%-2.02%10.18%-1.93%0.90%-3.56%11.15%-9.25%9.33%
20237.34%-0.97%-4.04%-2.97%0.19%7.83%5.15%-3.48%-5.63%-5.12%7.46%12.17%17.11%
2022-10.22%0.44%0.13%-9.41%1.46%-8.24%11.88%-4.69%-9.14%9.89%4.41%-7.06%-21.32%
20216.22%4.48%1.33%1.83%0.01%1.67%-0.26%2.18%-3.53%4.21%-2.16%4.86%22.37%

Benchmark Metrics

iShares S&P SmallCap 600 Growth ETF has an annualized alpha of 3.30%, beta of 1.06, and R² of 0.72 versus S&P 500 Index. Calculated based on daily prices since July 31, 2000.

  • This ETF captured 120.10% of S&P 500 Index gains and 105.16% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • This ETF generated an annualized alpha of 3.30% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • With beta of 1.06 and R² of 0.72, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
3.30%
Beta
1.06
0.72
Upside Capture
120.10%
Downside Capture
105.16%

Expense Ratio

IJT has an expense ratio of 0.25%, which is considered low.


Return for Risk

Risk / Return Rank

IJT ranks 45 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


IJT Risk / Return Rank: 4545
Overall Rank
IJT Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
IJT Sortino Ratio Rank: 4343
Sortino Ratio Rank
IJT Omega Ratio Rank: 3939
Omega Ratio Rank
IJT Calmar Ratio Rank: 4949
Calmar Ratio Rank
IJT Martin Ratio Rank: 5454
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares S&P SmallCap 600 Growth ETF (IJT) and compare them to a chosen benchmark (S&P 500 Index).


IJTBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.78

0.90

-0.11

Sortino ratio

Return per unit of downside risk

1.25

1.39

-0.13

Omega ratio

Gain probability vs. loss probability

1.16

1.21

-0.05

Calmar ratio

Return relative to maximum drawdown

1.31

1.40

-0.09

Martin ratio

Return relative to average drawdown

5.40

6.61

-1.20

Explore IJT risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

iShares S&P SmallCap 600 Growth ETF provided a 0.86% dividend yield over the last twelve months, with an annual payout of $1.25 per share.


0.60%0.70%0.80%0.90%1.00%1.10%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.25$1.28$1.44$1.28$1.17$0.87$0.78$0.88$0.74$0.73$0.77$0.71

Dividend yield

0.86%0.91%1.06%1.02%1.08%0.63%0.68%0.92%0.92%0.86%1.03%1.14%

Monthly Dividends

The table displays the monthly dividend distributions for iShares S&P SmallCap 600 Growth ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.22$0.22
2025$0.00$0.00$0.25$0.00$0.00$0.29$0.00$0.00$0.31$0.00$0.00$0.42$1.28
2024$0.00$0.00$0.22$0.00$0.00$0.35$0.00$0.00$0.52$0.00$0.00$0.35$1.44
2023$0.00$0.00$0.29$0.00$0.00$0.30$0.00$0.00$0.40$0.00$0.00$0.28$1.28
2022$0.00$0.00$0.22$0.00$0.00$0.22$0.00$0.00$0.36$0.00$0.00$0.37$1.17
2021$0.00$0.00$0.16$0.00$0.00$0.14$0.00$0.00$0.36$0.00$0.00$0.21$0.87

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the iShares S&P SmallCap 600 Growth ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares S&P SmallCap 600 Growth ETF was 57.61%, occurring on Mar 9, 2009. Recovery took 452 trading sessions.

The current iShares S&P SmallCap 600 Growth ETF drawdown is 5.90%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-57.61%Oct 11, 2007354Mar 9, 2009452Dec 21, 2010806
-42.03%Sep 4, 2018390Mar 23, 2020166Nov 16, 2020556
-36.44%Sep 5, 2000525Oct 9, 2002288Dec 1, 2003813
-29.24%Nov 9, 2021221Sep 26, 2022452Jul 16, 2024673
-27.41%Nov 26, 202490Apr 8, 2025194Jan 15, 2026284

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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