ESSC vs. IJR

Last updated Jun 4, 2026

ESSC (Eventide Small Cap ETF) and IJR (iShares Core S&P Small-Cap ETF) are both Small Cap Blend Equities funds. ESSC is actively managed, while IJR is passively managed. Their correlation of 0.93 suggests significant overlap in exposure. ESSC charges 0.49%/yr vs 0.06%/yr for IJR.

Performance

ESSC vs. IJR - Performance Comparison

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

Returns By Period

The year-to-date returns for both investments are quite close, with ESSC having a 15.03% return and IJR slightly higher at 15.38%.

ESSC

• 1D: -0.78%
• 1M: 2.91%
• YTD: 15.03%
• 6M: 14.38%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IJR

• 1D: -0.89%
• 1M: 1.67%
• YTD: 15.38%
• 6M: 14.25%
• 1Y: 31.54%
• 3Y*: 14.39%
• 5Y*: 5.64%
• 10Y*: 10.66%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ESSC vs. IJR - Yearly Performance Comparison

	2026 (YTD)	2025
ESSC Eventide Small Cap ETF	15.03%	3.65%
IJR iShares Core S&P Small-Cap ETF	15.38%	1.61%

Correlation

The correlation between ESSC and IJR is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 1, 2025	0.93

Return for Risk

ESSC vs. IJR — Risk / Return Rank

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

IJR

IJR Risk / Return Rank: 58
IJR Sharpe Ratio Rank: 52
IJR Sortino Ratio Rank: 54
IJR Omega Ratio Rank: 49
IJR Calmar Ratio Rank: 71
IJR Martin Ratio Rank: 65

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.

ESSC vs. IJR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eventide Small Cap ETF (ESSC) 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.

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

Sharpe Ratios by Period

	ESSC	IJR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.81	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.26	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.47	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.58	0.43	+1.15

Drawdowns

ESSC vs. IJR - Drawdown Comparison

The maximum ESSC drawdown since its inception was -9.51%, smaller than the maximum IJR drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for ESSC and IJR.

Drawdown Indicators

	ESSC	IJR	Difference
Max Drawdown Largest peak-to-trough decline	-9.51%	-58.15%	+48.64%
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	-1.05%	-0.91%	-0.14%
Average Drawdown Average peak-to-trough decline	-2.19%	-9.28%	+7.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.60%	—

Volatility

Volatility by Period

	ESSC	IJR	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.45%	—
Volatility (6M) Calculated over the trailing 6-month period	—	11.65%	—
Volatility (1Y) Calculated over the trailing 1-year period	19.00%	17.54%	+1.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.00%	21.41%	-2.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.00%	22.91%	-3.91%

ESSC vs. IJR - Expense Ratio Comparison

ESSC has a 0.49% expense ratio, which is higher than IJR's 0.06% expense ratio.

Dividends

ESSC vs. IJR - Dividend Comparison

ESSC's dividend yield for the trailing twelve months is around 0.16%, less than IJR's 1.15% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ESSC Eventide Small Cap ETF	0.16%	0.04%	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	1.15%	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

Can I hold both ESSC and IJR in my portfolio?

With a correlation of 0.93, ESSC 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.

Which ETF is better, ESSC or IJR?

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.

Which ETF is cheaper, ESSC or IJR?

IJR is cheaper with a 0.06% expense ratio, compared with 0.49% for ESSC.

Which ETF pays a higher dividend yield, ESSC or IJR?

IJR has the higher dividend yield at 1.15%, compared with 0.16% for ESSC.

What is the main difference between ESSC and IJR?

They also come from different issuers: Eventide and iShares. Their fees differ too: 0.49% for ESSC and 0.06% for IJR.