PortfoliosLab logoPortfoliosLab logo
IJR vs. AGTHX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IJR vs. AGTHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P Small-Cap ETF (IJR) and American Funds The Growth Fund of America Class A (AGTHX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IJR achieves a 19.86% return, which is significantly higher than AGTHX's 6.60% return. Over the past 10 years, IJR has underperformed AGTHX with an annualized return of 11.21%, while AGTHX has yielded a comparatively higher 15.79% annualized return.


IJR

1D
0.11%
1M
7.39%
YTD
19.86%
6M
16.97%
1Y
37.16%
3Y*
15.09%
5Y*
6.35%
10Y*
11.21%

AGTHX

1D
0.27%
1M
0.45%
YTD
6.60%
6M
7.72%
1Y
21.49%
3Y*
22.87%
5Y*
11.31%
10Y*
15.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IJR vs. AGTHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IJR
iShares Core S&P Small-Cap ETF
19.86%5.89%8.63%16.06%-16.20%26.58%11.28%22.82%-8.51%13.15%
AGTHX
American Funds The Growth Fund of America Class A
6.60%19.73%28.02%37.22%-30.75%19.32%37.83%28.16%-3.15%26.14%

Correlation

The correlation between IJR and AGTHX is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.68

Correlation (3Y)
Calculated over the trailing 3-year period

0.71

Correlation (5Y)
Calculated over the trailing 5-year period

0.77

Correlation (10Y)
Calculated over the trailing 10-year period

0.73

Correlation (All Time)
Calculated using the full available price history since May 26, 2000

0.82

The correlation between IJR and AGTHX shifts across timeframes, from 0.68 (1 year) to 0.82 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

IJR vs. AGTHX — Risk / Return Rank

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

IJR
IJR Risk / Return Rank: 7777
Overall Rank
IJR Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
IJR Sortino Ratio Rank: 7676
Sortino Ratio Rank
IJR Omega Ratio Rank: 6868
Omega Ratio Rank
IJR Calmar Ratio Rank: 8686
Calmar Ratio Rank
IJR Martin Ratio Rank: 8282
Martin Ratio Rank

AGTHX
AGTHX Risk / Return Rank: 2424
Overall Rank
AGTHX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
AGTHX Sortino Ratio Rank: 2323
Sortino Ratio Rank
AGTHX Omega Ratio Rank: 2626
Omega Ratio Rank
AGTHX Calmar Ratio Rank: 2121
Calmar Ratio Rank
AGTHX Martin Ratio Rank: 2727
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IJR vs. AGTHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Small-Cap ETF (IJR) and American Funds The Growth Fund of America Class A (AGTHX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IJRAGTHXDifference
Sharpe ratioReturn per unit of total volatility

+0.86

Sortino ratioReturn per unit of downside risk

+1.28

Omega ratioGain probability vs. loss probability

1.36

1.23

+0.13

Calmar ratioReturn relative to maximum drawdown

4.30

1.46

+2.84

Martin ratioReturn relative to average drawdown

14.44

5.60

+8.84

IJR vs. AGTHX - Sharpe Ratio Comparison

The current IJR Sharpe Ratio is 2.12, which is higher than the AGTHX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of IJR and AGTHX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

IJR vs. AGTHX - Drawdown Comparison

The maximum IJR drawdown since its inception was -58.15%, which is greater than AGTHX's maximum drawdown of -51.91%. Use the drawdown chart below to compare losses from any high point for IJR and AGTHX.


Loading charts...

Drawdown Indicators


IJRAGTHXDifference

Max Drawdown

Largest peak-to-trough decline

-58.15%

-51.91%

-6.24%

Max Drawdown (1Y)

Largest decline over 1 year

-8.68%

-13.76%

+5.08%

Max Drawdown (3Y)

Largest decline over 3 years

-28.02%

-21.57%

-6.45%

Max Drawdown (5Y)

Largest decline over 5 years

-28.02%

-36.38%

+8.36%

Max Drawdown (10Y)

Largest decline over 10 years

-44.36%

-36.38%

-7.98%

Current Drawdown

Current decline from peak

0.00%

-3.49%

+3.49%

Average Drawdown

Average peak-to-trough decline

-9.27%

-9.19%

-0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

3.59%

-1.01%

Volatility

IJR vs. AGTHX - Volatility Comparison

The current volatility for iShares Core S&P Small-Cap ETF (IJR) is 5.17%, while American Funds The Growth Fund of America Class A (AGTHX) has a volatility of 6.25%. This indicates that IJR experiences smaller price fluctuations and is considered to be less risky than AGTHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IJRAGTHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.17%

6.25%

-1.08%

Volatility (6M)

Calculated over the trailing 6-month period

11.93%

12.77%

-0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

17.67%

16.00%

+1.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.44%

20.37%

+1.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.93%

19.75%

+3.18%

IJR vs. AGTHX - Expense Ratio Comparison

IJR has a 0.06% expense ratio, which is lower than AGTHX's 0.59% expense ratio.


Dividends

IJR vs. AGTHX - Dividend Comparison

IJR's dividend yield for the trailing twelve months is around 1.42%, less than AGTHX's 10.03% yield.


PositionTTM20252024202320222021202020192018201720162015
AGTHX
American Funds The Growth Fund of America Class A
10.03%10.69%8.99%7.40%4.05%8.18%4.30%7.15%11.99%7.03%6.61%8.87%
IJR
iShares Core S&P Small-Cap ETF
1.42%1.44%2.05%1.31%1.41%1.53%1.11%1.44%1.58%1.20%1.22%1.48%

Frequently Asked Questions


IJR and AGTHX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AGTHX has higher volatility (6.25%) compared to IJR (5.17%). In terms of maximum drawdown, IJR dropped -58.15% vs AGTHX's -51.91%.

IJR currently has the higher Sharpe Ratio (2.12 vs 1.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for IJR and AGTHX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer