FRVLX vs. IJS
Compare and contrast key facts about Franklin Small Cap Value Fund (FRVLX) and iShares S&P SmallCap 600 Value ETF (IJS).
FRVLX is managed by Franklin Templeton. It was launched on Mar 11, 1996. 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.
Performance
FRVLX vs. IJS - Performance Comparison
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FRVLX vs. IJS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FRVLX Franklin Small Cap Value Fund | 4.47% | 7.36% | 13.16% | 12.81% | -10.25% | 22.51% | 5.45% | 26.08% | -12.92% | 9.91% |
IJS iShares S&P SmallCap 600 Value ETF | 4.54% | 6.54% | 7.33% | 14.68% | -11.34% | 30.53% | 2.63% | 24.11% | -12.86% | 11.35% |
Returns By Period
The year-to-date returns for both investments are quite close, with FRVLX having a 4.47% return and IJS slightly higher at 4.54%. Both investments have delivered pretty close results over the past 10 years, with FRVLX having a 9.39% annualized return and IJS not far behind at 9.36%.
FRVLX
- 1D
- 2.79%
- 1M
- -6.87%
- YTD
- 4.47%
- 6M
- 6.96%
- 1Y
- 19.62%
- 3Y*
- 11.93%
- 5Y*
- 5.28%
- 10Y*
- 9.39%
IJS
- 1D
- 0.19%
- 1M
- -3.67%
- YTD
- 4.54%
- 6M
- 7.24%
- 1Y
- 23.46%
- 3Y*
- 10.04%
- 5Y*
- 4.76%
- 10Y*
- 9.36%
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FRVLX vs. IJS - Expense Ratio Comparison
FRVLX has a 1.00% expense ratio, which is higher than IJS's 0.25% expense ratio.
Return for Risk
FRVLX vs. IJS — Risk / Return Rank
FRVLX
IJS
FRVLX vs. IJS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Small Cap Value Fund (FRVLX) 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.
| FRVLX | IJS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.87 | 0.99 | -0.13 |
Sortino ratioReturn per unit of downside risk | 1.35 | 1.51 | -0.16 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.20 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 1.51 | -0.18 |
Martin ratioReturn relative to average drawdown | 4.57 | 5.68 | -1.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FRVLX | IJS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | 0.99 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.22 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.40 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.39 | +0.03 |
Correlation
The correlation between FRVLX and IJS is 0.94, 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.
Dividends
FRVLX vs. IJS - Dividend Comparison
FRVLX's dividend yield for the trailing twelve months is around 7.65%, more than IJS's 1.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRVLX Franklin Small Cap Value Fund | 7.65% | 7.99% | 8.45% | 4.54% | 3.21% | 7.55% | 2.20% | 6.31% | 18.48% | 8.06% | 4.76% | 11.04% |
IJS iShares S&P SmallCap 600 Value ETF | 1.42% | 1.62% | 1.78% | 1.42% | 1.46% | 1.52% | 1.00% | 1.66% | 1.75% | 1.41% | 1.22% | 1.59% |
Drawdowns
FRVLX vs. IJS - Drawdown Comparison
The maximum FRVLX drawdown since its inception was -60.27%, roughly equal to the maximum IJS drawdown of -60.11%. Use the drawdown chart below to compare losses from any high point for FRVLX and IJS.
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Drawdown Indicators
| FRVLX | IJS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.27% | -60.11% | -0.16% |
Max Drawdown (1Y)Largest decline over 1 year | -14.98% | -15.68% | +0.70% |
Max Drawdown (5Y)Largest decline over 5 years | -25.09% | -28.65% | +3.56% |
Max Drawdown (10Y)Largest decline over 10 years | -44.10% | -47.68% | +3.58% |
Current DrawdownCurrent decline from peak | -9.25% | -6.05% | -3.20% |
Average DrawdownAverage peak-to-trough decline | -10.36% | -9.95% | -0.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.35% | 4.16% | +0.19% |
Volatility
FRVLX vs. IJS - Volatility Comparison
Franklin Small Cap Value Fund (FRVLX) has a higher volatility of 6.55% compared to iShares S&P SmallCap 600 Value ETF (IJS) at 5.36%. This indicates that FRVLX'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
| FRVLX | IJS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.55% | 5.36% | +1.19% |
Volatility (6M)Calculated over the trailing 6-month period | 13.28% | 13.52% | -0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.37% | 23.75% | -0.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.57% | 22.14% | -0.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.76% | 23.61% | -0.85% |