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

Correlation

The correlation between IJR and IJT is 0.84, 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

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P Small-Cap ETF (IJR) and iShares S&P SmallCap 600 Growth ETF (IJT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

IJR:

0.00

IJT:

0.02

Sortino Ratio

IJR:

0.14

IJT:

0.21

Omega Ratio

IJR:

1.02

IJT:

1.03

Calmar Ratio

IJR:

-0.02

IJT:

0.02

Martin Ratio

IJR:

-0.05

IJT:

0.06

Ulcer Index

IJR:

10.08%

IJT:

9.93%

Daily Std Dev

IJR:

24.25%

IJT:

24.33%

Max Drawdown

IJR:

-58.15%

IJT:

-57.61%

Current Drawdown

IJR:

-15.25%

IJT:

-13.42%

Returns By Period

In the year-to-date period, IJR achieves a -7.17% return, which is significantly lower than IJT's -3.88% return. Over the past 10 years, IJR has underperformed IJT with an annualized return of 7.78%, while IJT has yielded a comparatively higher 8.29% annualized return.


IJR

YTD

-7.17%

1M

6.80%

6M

-14.43%

1Y

0.00%

3Y*

3.07%

5Y*

11.49%

10Y*

7.78%

IJT

YTD

-3.88%

1M

7.55%

6M

-12.52%

1Y

0.49%

3Y*

4.92%

5Y*

10.50%

10Y*

8.29%

*Annualized

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iShares Core S&P Small-Cap ETF

IJR vs. IJT - Expense Ratio Comparison

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


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

IJR vs. IJT — Risk-Adjusted Performance Rank

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

IJR
The Risk-Adjusted Performance Rank of IJR is 1818
Overall Rank
The Sharpe Ratio Rank of IJR is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of IJR is 1919
Sortino Ratio Rank
The Omega Ratio Rank of IJR is 1919
Omega Ratio Rank
The Calmar Ratio Rank of IJR is 1717
Calmar Ratio Rank
The Martin Ratio Rank of IJR is 1818
Martin Ratio Rank

IJT
The Risk-Adjusted Performance Rank of IJT is 2020
Overall Rank
The Sharpe Ratio Rank of IJT is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of IJT is 2121
Sortino Ratio Rank
The Omega Ratio Rank of IJT is 2020
Omega Ratio Rank
The Calmar Ratio Rank of IJT is 1919
Calmar Ratio Rank
The Martin Ratio Rank of IJT is 1919
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.

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.


The current IJR Sharpe Ratio is 0.00, which is lower than the IJT Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of IJR and IJT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

IJR vs. IJT - Dividend Comparison

IJR's dividend yield for the trailing twelve months is around 2.22%, more than IJT's 1.13% yield.


TTM20242023202220212020201920182017201620152014
IJR
iShares Core S&P Small-Cap ETF
2.22%2.05%1.31%1.41%1.53%1.11%1.44%1.58%1.20%1.21%1.48%1.23%
IJT
iShares S&P SmallCap 600 Growth ETF
1.13%1.06%1.02%1.08%0.63%0.68%0.92%0.92%0.86%1.03%1.14%0.78%

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%. Use the drawdown chart below to compare losses from any high point for IJR and IJT.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

IJR vs. IJT - Volatility Comparison

iShares Core S&P Small-Cap ETF (IJR) has a higher volatility of 6.43% compared to iShares S&P SmallCap 600 Growth ETF (IJT) at 6.03%. 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.


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