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

Key characteristics


IJRIJT
YTD Return2.41%4.65%
1Y Return18.04%22.03%
3Y Return (Ann)2.74%2.46%
5Y Return (Ann)9.08%8.97%
10Y Return (Ann)8.76%9.24%
Sharpe Ratio0.981.27
Daily Std Dev19.26%17.93%
Max Drawdown-58.15%-57.61%
Current Drawdown-4.59%-6.66%

Correlation

0.97
-1.001.00

The correlation between IJR and IJT 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. IJT - Performance Comparison

In the year-to-date period, IJR achieves a 2.41% return, which is significantly lower than IJT's 4.65% return. Over the past 10 years, IJR has underperformed IJT with an annualized return of 8.76%, while IJT has yielded a comparatively higher 9.24% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


550.00%600.00%650.00%700.00%750.00%OctoberNovemberDecember2024FebruaryMarch
773.70%
705.53%
IJR
IJT

Compare stocks, funds, or ETFs


iShares Core S&P Small-Cap ETF

iShares S&P SmallCap 600 Growth ETF

IJR vs. IJT - Expense Ratio Comparison

IJR has a 0.07% expense ratio, which is lower than IJT's 0.25% expense ratio.

IJT
iShares S&P SmallCap 600 Growth ETF
0.50%1.00%1.50%2.00%0.25%
0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

IJR vs. IJT - 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 Growth ETF (IJT). 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
IJR
iShares Core S&P Small-Cap ETF
0.98
IJT
iShares S&P SmallCap 600 Growth ETF
1.27

IJR vs. IJT - Sharpe Ratio Comparison

The current IJR Sharpe Ratio is 0.98, which roughly equals the IJT Sharpe Ratio of 1.27. The chart below compares the 12-month rolling Sharpe Ratio of IJR and IJT.


Rolling 12-month Sharpe Ratio0.000.501.00OctoberNovemberDecember2024FebruaryMarch
0.98
1.27
IJR
IJT

Dividends

IJR vs. IJT - Dividend Comparison

IJR's dividend yield for the trailing twelve months is around 1.28%, more than IJT's 0.92% yield.


TTM20232022202120202019201820172016201520142013
IJR
iShares Core S&P Small-Cap ETF
1.28%1.31%1.41%1.53%1.11%1.44%1.58%1.20%1.21%1.48%1.23%1.00%
IJT
iShares S&P SmallCap 600 Growth ETF
0.92%1.02%1.08%0.63%0.68%0.92%0.92%0.86%1.03%1.14%0.78%0.70%

Drawdowns

IJR vs. IJT - Drawdown Comparison

The maximum IJR drawdown since its inception was -58.15%, roughly equal to the maximum IJT drawdown of -57.61%. The drawdown chart below compares losses from any high point along the way for IJR and IJT


-25.00%-20.00%-15.00%-10.00%-5.00%OctoberNovemberDecember2024FebruaryMarch
-4.59%
-6.66%
IJR
IJT

Volatility

IJR vs. IJT - Volatility Comparison

iShares Core S&P Small-Cap ETF (IJR) has a higher volatility of 4.10% compared to iShares S&P SmallCap 600 Growth ETF (IJT) at 3.73%. This indicates that IJR's price experiences larger fluctuations and is considered to be riskier than IJT 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%OctoberNovemberDecember2024FebruaryMarch
4.10%
3.73%
IJR
IJT