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AIMS vs. IJR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AIMS vs. IJR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Acuitas Small Cap Active ETF (AIMS) and iShares Core S&P Small-Cap ETF (IJR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


AIMS

1D
-1.92%
1M
6.75%
6M
YTD
1Y
3Y*
5Y*
10Y*

IJR

1D
-0.72%
1M
6.12%
6M
21.24%
YTD
22.45%
1Y
31.23%
3Y*
15.27%
5Y*
7.11%
10Y*
11.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AIMS vs. IJR - Yearly Performance Comparison


Correlation

The correlation between AIMS and IJR is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (All Time)
Calculated using the full available price history since Feb 10, 2026

0.95

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Return for Risk

AIMS vs. IJR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AIMS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


IJR
IJR Risk / Return Rank: 7373
Overall Rank
IJR Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
IJR Sortino Ratio Rank: 7272
Sortino Ratio Rank
IJR Omega Ratio Rank: 6363
Omega Ratio Rank
IJR Calmar Ratio Rank: 8383
Calmar Ratio Rank
IJR Martin Ratio Rank: 7979
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.

AIMS vs. IJR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Acuitas Small Cap Active ETF (AIMS) and iShares Core S&P Small-Cap ETF (IJR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AIMSIJRDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.32

Calmar ratioReturn relative to maximum drawdown

3.69

Martin ratioReturn relative to average drawdown

12.40

AIMS vs. IJR - Sharpe Ratio Comparison


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Drawdowns

AIMS vs. IJR - Drawdown Comparison

The maximum AIMS drawdown since its inception was -9.18%, smaller than the maximum IJR drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for AIMS and IJR.


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Drawdown Indicators


AIMSIJRDifference

Max Drawdown

Largest peak-to-trough decline

-9.18%

-58.15%

+48.97%

Max Drawdown (1Y)

Largest decline over 1 year

-8.68%

Max Drawdown (3Y)

Largest decline over 3 years

-28.02%

Max Drawdown (5Y)

Largest decline over 5 years

-28.02%

Max Drawdown (10Y)

Largest decline over 10 years

-44.36%

Current Drawdown

Current decline from peak

-2.13%

-1.23%

-0.90%

Average Drawdown

Average peak-to-trough decline

-2.32%

-9.25%

+6.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

Volatility

AIMS vs. IJR - Volatility Comparison


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Volatility by Period


AIMSIJRDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.97%

Volatility (6M)

Calculated over the trailing 6-month period

12.16%

Volatility (1Y)

Calculated over the trailing 1-year period

20.01%

17.64%

+2.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.01%

21.40%

-1.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.01%

22.85%

-2.84%

AIMS vs. IJR - Expense Ratio Comparison

AIMS has a 0.75% expense ratio, which is higher than IJR's 0.06% expense ratio.


Dividends

AIMS vs. IJR - Dividend Comparison

AIMS has not paid dividends to shareholders, while IJR's dividend yield for the trailing twelve months is around 1.12%.


PositionTTM20252024202320222021202020192018201720162015
AIMS
Acuitas Small Cap Active ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IJR
iShares Core S&P Small-Cap ETF
1.12%1.44%2.05%1.31%1.41%1.53%1.11%1.44%1.58%1.20%1.22%1.48%

Frequently Asked Questions


With a correlation of 0.95, AIMS and IJR move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, IJR is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IJR is cheaper with a 0.06% expense ratio, compared with 0.75% for AIMS.

IJR has the higher dividend yield at 1.12%, compared with 0.00% for AIMS.

They also come from different issuers: Acuitas Investments and iShares. Their fees differ too: 0.75% for AIMS and 0.06% for IJR.

Portfolio Optimizer

Find the right allocation for AIMS and IJR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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