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IJJ vs. VBR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.0
Correlation: 1.0

Performance

IJJ vs. VBR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P MidCap 400 Value ETF (IJJ) and Vanguard Small-Cap Value ETF (VBR). The values are adjusted to include any dividend payments, if applicable.

500.00%550.00%600.00%NovemberDecember2025FebruaryMarchApril
493.81%
461.36%
IJJ
VBR

Key characteristics

Sharpe Ratio

IJJ:

-0.01

VBR:

-0.20

Sortino Ratio

IJJ:

0.10

VBR:

-0.15

Omega Ratio

IJJ:

1.01

VBR:

0.98

Calmar Ratio

IJJ:

-0.01

VBR:

-0.20

Martin Ratio

IJJ:

-0.05

VBR:

-0.64

Ulcer Index

IJJ:

4.87%

VBR:

5.58%

Daily Std Dev

IJJ:

17.67%

VBR:

17.96%

Max Drawdown

IJJ:

-58.00%

VBR:

-62.01%

Current Drawdown

IJJ:

-15.75%

VBR:

-17.56%

Returns By Period

In the year-to-date period, IJJ achieves a -9.08% return, which is significantly higher than VBR's -10.10% return. Over the past 10 years, IJJ has outperformed VBR with an annualized return of 7.48%, while VBR has yielded a comparatively lower 7.06% annualized return.


IJJ

YTD

-9.08%

1M

-6.01%

6M

-6.33%

1Y

-0.56%

5Y*

19.74%

10Y*

7.48%

VBR

YTD

-10.10%

1M

-6.21%

6M

-9.23%

1Y

-3.94%

5Y*

19.44%

10Y*

7.06%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%.


IJJ
iShares S&P MidCap 400 Value ETF
Expense ratio chart for IJJ: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IJJ: 0.25%
Expense ratio chart for VBR: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VBR: 0.07%

Risk-Adjusted Performance

IJJ vs. VBR — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IJJ
The Risk-Adjusted Performance Rank of IJJ is 1717
Overall Rank
The Sharpe Ratio Rank of IJJ is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of IJJ is 1717
Sortino Ratio Rank
The Omega Ratio Rank of IJJ is 1717
Omega Ratio Rank
The Calmar Ratio Rank of IJJ is 1717
Calmar Ratio Rank
The Martin Ratio Rank of IJJ is 1818
Martin Ratio Rank

VBR
The Risk-Adjusted Performance Rank of VBR is 1010
Overall Rank
The Sharpe Ratio Rank of VBR is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of VBR is 1010
Sortino Ratio Rank
The Omega Ratio Rank of VBR is 1010
Omega Ratio Rank
The Calmar Ratio Rank of VBR is 99
Calmar Ratio Rank
The Martin Ratio Rank of VBR is 99
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for IJJ, currently valued at -0.01, compared to the broader market-1.000.001.002.003.004.005.00
IJJ: -0.01
VBR: -0.20
The chart of Sortino ratio for IJJ, currently valued at 0.10, compared to the broader market-2.000.002.004.006.008.0010.0012.00
IJJ: 0.10
VBR: -0.15
The chart of Omega ratio for IJJ, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.00
IJJ: 1.01
VBR: 0.98
The chart of Calmar ratio for IJJ, currently valued at -0.01, compared to the broader market0.005.0010.0015.00
IJJ: -0.01
VBR: -0.20
The chart of Martin ratio for IJJ, currently valued at -0.05, compared to the broader market0.0020.0040.0060.0080.00100.00
IJJ: -0.05
VBR: -0.64

The current IJJ Sharpe Ratio is -0.01, which is higher than the VBR Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of IJJ and VBR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.01
-0.20
IJJ
VBR

Dividends

IJJ vs. VBR - Dividend Comparison

IJJ's dividend yield for the trailing twelve months is around 2.07%, less than VBR's 2.38% yield.


TTM20242023202220212020201920182017201620152014
IJJ
iShares S&P MidCap 400 Value ETF
2.07%1.81%1.68%1.97%1.62%1.78%1.70%2.01%1.52%1.67%1.83%1.65%
VBR
Vanguard Small-Cap Value ETF
2.38%1.98%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%1.77%

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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.75%
-17.56%
IJJ
VBR

Volatility

IJJ vs. VBR - Volatility Comparison

iShares S&P MidCap 400 Value ETF (IJJ) and Vanguard Small-Cap Value ETF (VBR) have volatilities of 8.75% and 8.79%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2025FebruaryMarchApril
8.75%
8.79%
IJJ
VBR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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