IJJ vs. TSCV
IJJ (iShares S&P Mid-Cap 400 Value ETF) and TSCV (Thrivent Small Cap Value ETF) are both exchange-traded funds - IJJ is a Mid Cap Value Equities fund tracking the S&P MidCap 400 Value Index, while TSCV is a Small Cap Value Equities fund actively managed by Thrivent. IJJ is passively managed, while TSCV is actively managed. Their correlation of 0.95 suggests significant overlap in exposure. IJJ charges 0.18%/yr vs 0.60%/yr for TSCV.
Performance
IJJ vs. TSCV - Performance Comparison
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Returns By Period
In the year-to-date period, IJJ achieves a 8.95% return, which is significantly lower than TSCV's 15.89% return.
IJJ
- 1D
- -0.36%
- 1M
- 1.82%
- YTD
- 8.95%
- 6M
- 9.26%
- 1Y
- 20.64%
- 3Y*
- 13.80%
- 5Y*
- 7.43%
- 10Y*
- 10.32%
TSCV
- 1D
- -0.29%
- 1M
- 1.16%
- YTD
- 15.89%
- 6M
- 14.99%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IJJ vs. TSCV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IJJ iShares S&P Mid-Cap 400 Value ETF | 8.95% | 5.99% |
TSCV Thrivent Small Cap Value ETF | 15.89% | 6.24% |
Correlation
The correlation between IJJ and TSCV is 0.95, 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 Nov 18, 2025 | 0.95 |
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Return for Risk
IJJ vs. TSCV — Risk / Return Rank
IJJ
TSCV
IJJ vs. TSCV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P Mid-Cap 400 Value ETF (IJJ) and Thrivent Small Cap Value ETF (TSCV). 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 | TSCV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.24 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.96 | — | — |
| Martin ratioReturn relative to average drawdown | 6.76 | — | — |
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 | TSCV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 2.84 | -2.36 |
Drawdowns
IJJ vs. TSCV - Drawdown Comparison
The maximum IJJ drawdown since its inception was -58.00%, which is greater than TSCV's maximum drawdown of -10.17%. Use the drawdown chart below to compare losses from any high point for IJJ and TSCV.
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Drawdown Indicators
| IJJ | TSCV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.00% | -10.17% | -47.83% |
Max Drawdown (1Y)Largest decline over 1 year | -10.59% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -22.68% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -22.68% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -46.11% | — | — |
Current DrawdownCurrent decline from peak | -0.36% | -0.70% | +0.34% |
Average DrawdownAverage peak-to-trough decline | -7.94% | -2.11% | -5.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | — | — |
Volatility
IJJ vs. TSCV - Volatility Comparison
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Volatility by Period
| IJJ | TSCV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.81% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 10.67% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 15.33% | 16.80% | -1.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.57% | 16.80% | +2.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.04% | 16.80% | +5.24% |
IJJ vs. TSCV - Expense Ratio Comparison
IJJ has a 0.18% expense ratio, which is lower than TSCV's 0.60% expense ratio.
Dividends
IJJ vs. TSCV - Dividend Comparison
IJJ's dividend yield for the trailing twelve months is around 1.64%, more than TSCV's 0.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJJ iShares S&P Mid-Cap 400 Value ETF | 1.64% | 1.79% | 1.81% | 1.68% | 1.97% | 1.62% | 1.78% | 1.70% | 2.01% | 1.52% | 1.67% | 1.83% |
TSCV Thrivent Small Cap Value ETF | 0.24% | 0.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.95, IJJ and TSCV 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.
On fees, IJJ is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IJJ is cheaper with a 0.18% expense ratio, compared with 0.60% for TSCV.
IJJ has the higher dividend yield at 1.64%, compared with 0.24% for TSCV.
IJJ is categorized as Mid Cap Value Equities, while TSCV is Small Cap Value Equities. They also come from different issuers: iShares and Thrivent. Their fees differ too: 0.18% for IJJ and 0.60% for TSCV.
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