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IJR vs. IJS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


IJRIJS
YTD Return-2.05%-4.86%
1Y Return15.82%10.98%
3Y Return (Ann)-0.11%-0.09%
5Y Return (Ann)7.35%6.59%
10Y Return (Ann)8.62%7.48%
Sharpe Ratio0.650.37
Daily Std Dev19.55%21.46%
Max Drawdown-58.15%-60.11%
Current Drawdown-8.74%-8.30%

Correlation

-0.50.00.51.01.0

The correlation between IJR and IJS 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.

Performance

IJR vs. IJS - Performance Comparison

In the year-to-date period, IJR achieves a -2.05% return, which is significantly higher than IJS's -4.86% return. Over the past 10 years, IJR has outperformed IJS with an annualized return of 8.62%, while IJS has yielded a comparatively lower 7.48% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
20.41%
18.76%
IJR
IJS

Compare stocks, funds, or ETFs

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


iShares Core S&P Small-Cap ETF

iShares S&P SmallCap 600 Value ETF

IJR vs. IJS - Expense Ratio Comparison

IJR has a 0.07% expense ratio, which is lower than IJS's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


IJS
iShares S&P SmallCap 600 Value ETF
Expense ratio chart for IJS: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for IJR: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

IJR vs. IJS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Small-Cap ETF (IJR) 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.


IJR
Sharpe ratio
The chart of Sharpe ratio for IJR, currently valued at 0.65, compared to the broader market-1.000.001.002.003.004.000.65
Sortino ratio
The chart of Sortino ratio for IJR, currently valued at 1.11, compared to the broader market-2.000.002.004.006.008.001.11
Omega ratio
The chart of Omega ratio for IJR, currently valued at 1.12, compared to the broader market1.001.502.001.12
Calmar ratio
The chart of Calmar ratio for IJR, currently valued at 0.52, compared to the broader market0.002.004.006.008.0010.000.52
Martin ratio
The chart of Martin ratio for IJR, currently valued at 2.08, compared to the broader market0.0010.0020.0030.0040.0050.002.08
IJS
Sharpe ratio
The chart of Sharpe ratio for IJS, currently valued at 0.37, compared to the broader market-1.000.001.002.003.004.000.37
Sortino ratio
The chart of Sortino ratio for IJS, currently valued at 0.71, compared to the broader market-2.000.002.004.006.008.000.71
Omega ratio
The chart of Omega ratio for IJS, currently valued at 1.08, compared to the broader market1.001.502.001.08
Calmar ratio
The chart of Calmar ratio for IJS, currently valued at 0.34, compared to the broader market0.002.004.006.008.0010.000.34
Martin ratio
The chart of Martin ratio for IJS, currently valued at 1.11, compared to the broader market0.0010.0020.0030.0040.0050.001.11

IJR vs. IJS - Sharpe Ratio Comparison

The current IJR Sharpe Ratio is 0.65, which is higher than the IJS Sharpe Ratio of 0.37. The chart below compares the 12-month rolling Sharpe Ratio of IJR and IJS.


Rolling 12-month Sharpe Ratio-0.500.000.501.00NovemberDecember2024FebruaryMarchApril
0.65
0.37
IJR
IJS

Dividends

IJR vs. IJS - Dividend Comparison

IJR's dividend yield for the trailing twelve months is around 1.34%, less than IJS's 1.54% yield.


TTM20232022202120202019201820172016201520142013
IJR
iShares Core S&P Small-Cap ETF
1.34%1.31%1.41%1.53%1.11%1.44%1.58%1.20%1.21%1.48%1.23%1.00%
IJS
iShares S&P SmallCap 600 Value ETF
1.54%1.42%1.46%1.52%1.00%1.66%1.75%1.41%1.22%1.59%1.41%1.18%

Drawdowns

IJR vs. IJS - Drawdown Comparison

The maximum IJR drawdown since its inception was -58.15%, roughly equal to the maximum IJS drawdown of -60.11%. Use the drawdown chart below to compare losses from any high point for IJR and IJS. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2024FebruaryMarchApril
-8.74%
-8.30%
IJR
IJS

Volatility

IJR vs. IJS - Volatility Comparison

The current volatility for iShares Core S&P Small-Cap ETF (IJR) is 5.62%, while iShares S&P SmallCap 600 Value ETF (IJS) has a volatility of 6.43%. This indicates that IJR experiences smaller price fluctuations and is considered to be less risky than IJS based on this measure. 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%NovemberDecember2024FebruaryMarchApril
5.62%
6.43%
IJR
IJS