IJR vs. IJS
Compare and contrast key facts about iShares Core S&P Small-Cap ETF (IJR) and iShares S&P SmallCap 600 Value ETF (IJS).
IJR and IJS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IJR is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600 Index. It was launched on May 22, 2000. IJS is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600/Citigroup Value Index. It was launched on Jul 24, 2000. Both IJR and IJS 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: IJR or IJS.
Performance
IJR vs. IJS - Performance Comparison
Returns By Period
In the year-to-date period, IJR achieves a 12.58% return, which is significantly higher than IJS's 10.20% return. Over the past 10 years, IJR has outperformed IJS with an annualized return of 9.63%, while IJS has yielded a comparatively lower 8.58% annualized return.
IJR
12.58%
1.52%
10.07%
28.46%
9.96%
9.63%
IJS
10.20%
2.25%
11.09%
26.71%
9.17%
8.58%
Key characteristics
| IJR | IJS | |
|---|---|---|
| Sharpe Ratio | 1.33 | 1.16 |
| Sortino Ratio | 2.00 | 1.77 |
| Omega Ratio | 1.24 | 1.21 |
| Calmar Ratio | 1.45 | 1.52 |
| Martin Ratio | 7.50 | 5.33 |
| Ulcer Index | 3.54% | 4.60% |
| Daily Std Dev | 20.02% | 21.18% |
| Max Drawdown | -58.15% | -60.11% |
| Current Drawdown | -4.54% | -4.32% |
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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%.
Correlation
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.
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.
Dividends
IJR vs. IJS - Dividend Comparison
IJR's dividend yield for the trailing twelve months is around 1.25%, less than IJS's 1.44% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJR iShares Core S&P Small-Cap ETF | 1.25% | 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 | 1.44% | 1.42% | 1.47% | 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.
Volatility
IJR vs. IJS - Volatility Comparison
iShares Core S&P Small-Cap ETF (IJR) and iShares S&P SmallCap 600 Value ETF (IJS) have volatilities of 7.73% and 7.91%, 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.