Correlation
The correlation between IJS and FRVLX is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
IJS vs. FRVLX
Compare and contrast key facts about iShares S&P SmallCap 600 Value ETF (IJS) and Franklin Small Cap Value Fund (FRVLX).
IJS is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600/Citigroup Value Index. It was launched on Jul 24, 2000. FRVLX is managed by Franklin Templeton. It was launched on Mar 11, 1996.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IJS or FRVLX.
Performance
IJS vs. FRVLX - Performance Comparison
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Key characteristics
IJS:
0.02
FRVLX:
0.18
IJS:
0.09
FRVLX:
0.32
IJS:
1.01
FRVLX:
1.04
IJS:
-0.05
FRVLX:
0.09
IJS:
-0.14
FRVLX:
0.26
IJS:
10.46%
FRVLX:
9.30%
IJS:
24.72%
FRVLX:
25.06%
IJS:
-60.11%
FRVLX:
-60.27%
IJS:
-17.74%
FRVLX:
-13.54%
Returns By Period
In the year-to-date period, IJS achieves a -11.00% return, which is significantly lower than FRVLX's -5.11% return. Over the past 10 years, IJS has underperformed FRVLX with an annualized return of 6.66%, while FRVLX has yielded a comparatively higher 7.41% annualized return.
IJS
-11.00%
4.21%
-17.08%
0.49%
0.74%
12.25%
6.66%
FRVLX
-5.11%
5.69%
-12.63%
4.44%
4.54%
12.35%
7.41%
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IJS vs. FRVLX - Expense Ratio Comparison
IJS has a 0.25% expense ratio, which is lower than FRVLX's 1.00% expense ratio.
Risk-Adjusted Performance
IJS vs. FRVLX — Risk-Adjusted Performance Rank
IJS
FRVLX
IJS vs. FRVLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P SmallCap 600 Value ETF (IJS) and Franklin Small Cap Value Fund (FRVLX). 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.
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Dividends
IJS vs. FRVLX - Dividend Comparison
IJS's dividend yield for the trailing twelve months is around 2.00%, less than FRVLX's 7.29% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJS iShares S&P SmallCap 600 Value ETF | 2.00% | 1.78% | 1.42% | 1.47% | 1.52% | 1.00% | 1.66% | 1.75% | 1.41% | 1.22% | 1.59% | 1.41% |
FRVLX Franklin Small Cap Value Fund | 7.29% | 6.92% | 4.54% | 3.21% | 9.96% | 2.20% | 6.31% | 18.48% | 8.81% | 4.98% | 11.69% | 9.65% |
Drawdowns
IJS vs. FRVLX - Drawdown Comparison
The maximum IJS drawdown since its inception was -60.11%, roughly equal to the maximum FRVLX drawdown of -60.27%. Use the drawdown chart below to compare losses from any high point for IJS and FRVLX.
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Volatility
IJS vs. FRVLX - Volatility Comparison
iShares S&P SmallCap 600 Value ETF (IJS) has a higher volatility of 7.21% compared to Franklin Small Cap Value Fund (FRVLX) at 6.84%. This indicates that IJS's price experiences larger fluctuations and is considered to be riskier than FRVLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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