IJJ vs. IJS
Compare and contrast key facts about iShares S&P MidCap 400 Value ETF (IJJ) and iShares S&P SmallCap 600 Value ETF (IJS).
IJJ and IJS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IJJ is a passively managed fund by iShares that tracks the performance of the S&P MidCap 400/Citigroup Value Index. It was launched on Jul 24, 2000. 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. Both IJJ and IJS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
IJJ vs. IJS - Performance Comparison
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IJJ vs. IJS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IJJ iShares S&P MidCap 400 Value ETF | 1.03% | 7.27% | 11.63% | 15.24% | -7.11% | 30.45% | 3.56% | 25.66% | -12.06% | 12.04% |
IJS iShares S&P SmallCap 600 Value ETF | 4.34% | 6.54% | 7.33% | 14.68% | -11.34% | 30.53% | 2.63% | 24.11% | -12.86% | 11.35% |
Returns By Period
In the year-to-date period, IJJ achieves a 1.03% return, which is significantly lower than IJS's 4.34% return. Over the past 10 years, IJJ has outperformed IJS with an annualized return of 9.88%, while IJS has yielded a comparatively lower 9.34% annualized return.
IJJ
- 1D
- 2.39%
- 1M
- -5.14%
- YTD
- 1.03%
- 6M
- 3.11%
- 1Y
- 12.69%
- 3Y*
- 10.82%
- 5Y*
- 7.08%
- 10Y*
- 9.88%
IJS
- 1D
- 2.19%
- 1M
- -3.37%
- YTD
- 4.34%
- 6M
- 7.80%
- 1Y
- 23.41%
- 3Y*
- 9.98%
- 5Y*
- 4.72%
- 10Y*
- 9.34%
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IJJ vs. IJS - Expense Ratio Comparison
Both IJJ and IJS have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
IJJ vs. IJS — Risk / Return Rank
IJJ
IJS
IJJ vs. IJS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P MidCap 400 Value ETF (IJJ) 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.
| IJJ | IJS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.61 | 0.99 | -0.38 |
Sortino ratioReturn per unit of downside risk | 1.01 | 1.51 | -0.50 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.20 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.91 | 1.52 | -0.61 |
Martin ratioReturn relative to average drawdown | 3.43 | 5.74 | -2.32 |
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
| IJJ | IJS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 0.99 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.21 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.40 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.39 | +0.07 |
Correlation
The correlation between IJJ 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
IJJ vs. IJS - Dividend Comparison
IJJ's dividend yield for the trailing twelve months is around 1.77%, more than IJS's 1.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJJ iShares S&P MidCap 400 Value ETF | 1.77% | 1.79% | 1.81% | 1.68% | 1.97% | 1.62% | 1.78% | 1.70% | 2.01% | 1.52% | 1.67% | 1.83% |
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
IJJ vs. IJS - Drawdown Comparison
The maximum IJJ drawdown since its inception was -58.00%, roughly equal to the maximum IJS drawdown of -60.11%. Use the drawdown chart below to compare losses from any high point for IJJ and IJS.
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Drawdown Indicators
| IJJ | IJS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.00% | -60.11% | +2.11% |
Max Drawdown (1Y)Largest decline over 1 year | -14.54% | -15.68% | +1.14% |
Max Drawdown (5Y)Largest decline over 5 years | -22.68% | -28.65% | +5.97% |
Max Drawdown (10Y)Largest decline over 10 years | -46.11% | -47.68% | +1.57% |
Current DrawdownCurrent decline from peak | -7.51% | -6.22% | -1.29% |
Average DrawdownAverage peak-to-trough decline | -7.97% | -9.95% | +1.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.85% | 4.14% | -0.29% |
Volatility
IJJ vs. IJS - Volatility Comparison
iShares S&P MidCap 400 Value ETF (IJJ) and iShares S&P SmallCap 600 Value ETF (IJS) have volatilities of 5.47% and 5.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IJJ | IJS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.47% | 5.39% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 11.56% | 13.52% | -1.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.88% | 23.75% | -2.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.64% | 22.14% | -2.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.04% | 23.61% | -1.57% |