ASVIX vs. IJS
ASVIX (American Century Small Cap Value Fund) and IJS (iShares S&P SmallCap 600 Value ETF) are both Small Cap Value Equities funds. Over the past 10 years, ASVIX returned 10.59%/yr vs 10.13%/yr for IJS. Their 0.96 correlation means they have historically moved very closely together. ASVIX charges 1.09%/yr vs 0.25%/yr for IJS.
Performance
ASVIX vs. IJS - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with ASVIX having a 21.72% return and IJS slightly higher at 22.21%. Both investments have delivered pretty close results over the past 10 years, with ASVIX having a 10.59% annualized return and IJS not far behind at 10.13%.
ASVIX
- 1D
- -0.09%
- 1M
- 1.61%
- 6M
- 14.10%
- YTD
- 21.72%
- 1Y
- 26.83%
- 3Y*
- 8.96%
- 5Y*
- 5.80%
- 10Y*
- 10.59%
- ALL TIME*
- 10.77%
IJS
- 1D
- 1.63%
- 1M
- 2.02%
- 6M
- 13.63%
- YTD
- 22.21%
- 1Y
- 41.71%
- 3Y*
- 13.61%
- 5Y*
- 8.71%
- 10Y*
- 10.13%
- ALL TIME*
- 10.00%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $28.67M | $28.65M | $50.11M |
ASVIX vs. IJS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ASVIX American Century Small Cap Value Fund | 21.72% | -3.39% | 7.12% | 16.09% | -14.48% | 37.20% | 8.94% | 33.51% | -16.99% | 10.31% |
IJS iShares S&P SmallCap 600 Value ETF | 22.21% | 6.54% | 7.33% | 14.68% | -11.34% | 30.53% | 2.63% | 24.11% | -12.86% | 11.35% |
Correlation
The correlation between ASVIX and IJS is 0.91, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.91 |
Correlation (3Y) Balances recent behavior with more history. | 0.94 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jul 28, 2000 | 0.96 |
The correlation between ASVIX and IJS has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.
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Return for Risk
ASVIX vs. IJS — Risk / Return Rank
ASVIX
IJS
ASVIX vs. IJS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Century Small Cap Value Fund (ASVIX) and iShares S&P SmallCap 600 Value ETF (IJS). 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.
| ASVIX | IJS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.99 | ||
| Sortino ratioReturn per unit of downside risk | -1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.41 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.98 | 4.51 | -2.53 |
| Martin ratioReturn relative to average drawdown | 5.50 | 15.48 | -9.97 |
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Drawdowns
ASVIX vs. IJS - Drawdown Comparison
The maximum ASVIX drawdown since its inception was -55.10%, smaller than the maximum IJS drawdown of -60.11%. Use the drawdown chart below to compare losses from any high point for ASVIX and IJS.
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Drawdown Indicators
| ASVIX | IJS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.10% | -60.11% | +5.01% |
Max Drawdown (1Y)Largest decline over 1 year | -12.23% | -9.28% | -2.95% |
Max Drawdown (3Y)Largest decline over 3 years | -27.25% | -28.65% | +1.40% |
Max Drawdown (5Y)Largest decline over 5 years | -27.25% | -28.65% | +1.40% |
Max Drawdown (10Y)Largest decline over 10 years | -43.50% | -47.68% | +4.18% |
Current DrawdownCurrent decline from peak | -1.56% | 0.00% | -1.56% |
Average DrawdownAverage peak-to-trough decline | -7.89% | -9.84% | +1.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.39% | 2.70% | +1.69% |
Volatility
ASVIX vs. IJS - Volatility Comparison
American Century Small Cap Value Fund (ASVIX) has a higher volatility of 3.99% compared to iShares S&P SmallCap 600 Value ETF (IJS) at 3.79%. This indicates that ASVIX's price experiences larger fluctuations and is considered to be riskier than IJS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASVIX | IJS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.99% | 3.79% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 11.40% | 11.23% | +0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.58% | 17.68% | -0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.78% | 21.73% | +0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.23% | 23.55% | -0.32% |
ASVIX vs. IJS - Expense Ratio Comparison
ASVIX has a 1.09% expense ratio, which is higher than IJS's 0.25% expense ratio.
Dividends
ASVIX vs. IJS - Dividend Comparison
ASVIX's dividend yield for the trailing twelve months is around 11.28%, more than IJS's 1.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASVIX American Century Small Cap Value Fund | 11.28% | 14.08% | 6.96% | 1.00% | 3.86% | 7.32% | 0.35% | 2.41% | 20.02% | 14.39% | 5.29% | 14.05% |
IJS iShares S&P SmallCap 600 Value ETF | 1.30% | 1.62% | 1.78% | 1.42% | 1.46% | 1.52% | 1.00% | 1.66% | 1.75% | 1.41% | 1.22% | 1.59% |
Frequently Asked Questions
With a correlation of 0.91, ASVIX and IJS 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.
ASVIX has higher volatility (3.99%) compared to IJS (3.79%). In terms of maximum drawdown, ASVIX dropped -55.10% vs IJS's -60.11%.
IJS currently has the higher Sharpe Ratio (2.37 vs 1.38), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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