IJJ vs. VBR
Compare and contrast key facts about iShares S&P MidCap 400 Value ETF (IJJ) and Vanguard Small-Cap Value ETF (VBR).
IJJ and VBR 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. VBR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Value Index. It was launched on Jan 26, 2004. Both IJJ and VBR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IJJ or VBR.
Performance
IJJ vs. VBR - Performance Comparison
Returns By Period
In the year-to-date period, IJJ achieves a 14.89% return, which is significantly lower than VBR's 17.18% return. Both investments have delivered pretty close results over the past 10 years, with IJJ having a 9.39% annualized return and VBR not far behind at 9.33%.
IJJ
14.89%
3.21%
12.35%
28.30%
11.63%
9.39%
VBR
17.18%
2.89%
11.59%
30.82%
11.73%
9.33%
Key characteristics
| IJJ | VBR | |
|---|---|---|
| Sharpe Ratio | 1.69 | 1.79 |
| Sortino Ratio | 2.44 | 2.56 |
| Omega Ratio | 1.30 | 1.32 |
| Calmar Ratio | 2.65 | 3.41 |
| Martin Ratio | 9.33 | 9.97 |
| Ulcer Index | 2.95% | 2.98% |
| Daily Std Dev | 16.27% | 16.60% |
| Max Drawdown | -58.00% | -62.01% |
| Current Drawdown | -2.63% | -2.87% |
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IJJ vs. VBR - Expense Ratio Comparison
IJJ has a 0.25% expense ratio, which is higher than VBR's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between IJJ and VBR is 0.97, 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.
Risk-Adjusted Performance
IJJ vs. VBR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P MidCap 400 Value ETF (IJJ) and Vanguard Small-Cap Value ETF (VBR). 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.
Dividends
IJJ vs. VBR - Dividend Comparison
IJJ's dividend yield for the trailing twelve months is around 1.67%, less than VBR's 1.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJJ iShares S&P MidCap 400 Value ETF | 1.67% | 1.68% | 1.97% | 1.62% | 1.78% | 1.70% | 2.01% | 1.52% | 1.67% | 1.83% | 1.65% | 1.48% |
VBR Vanguard Small-Cap Value ETF | 1.92% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
Drawdowns
IJJ vs. VBR - Drawdown Comparison
The maximum IJJ drawdown since its inception was -58.00%, smaller than the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for IJJ and VBR. For additional features, visit the drawdowns tool.
Volatility
IJJ vs. VBR - Volatility Comparison
iShares S&P MidCap 400 Value ETF (IJJ) and Vanguard Small-Cap Value ETF (VBR) have volatilities of 5.53% and 5.58%, 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.