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

Correlation

The correlation between IJR and SCHA is 0.98, 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.


-0.50.00.51.01.0

Performance

IJR vs. SCHA - Performance Comparison

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

420.00%440.00%460.00%480.00%500.00%520.00%AugustSeptemberOctoberNovemberDecember2025
485.93%
490.72%
IJR
SCHA

Key characteristics

Sharpe Ratio

IJR:

0.90

SCHA:

1.07

Sortino Ratio

IJR:

1.39

SCHA:

1.57

Omega Ratio

IJR:

1.17

SCHA:

1.19

Calmar Ratio

IJR:

1.49

SCHA:

1.46

Martin Ratio

IJR:

4.47

SCHA:

5.40

Ulcer Index

IJR:

3.95%

SCHA:

3.80%

Daily Std Dev

IJR:

19.55%

SCHA:

19.09%

Max Drawdown

IJR:

-58.15%

SCHA:

-42.41%

Current Drawdown

IJR:

-6.51%

SCHA:

-5.67%

Returns By Period

In the year-to-date period, IJR achieves a 2.40% return, which is significantly lower than SCHA's 2.67% return. Both investments have delivered pretty close results over the past 10 years, with IJR having a 9.55% annualized return and SCHA not far behind at 9.39%.


IJR

YTD

2.40%

1M

2.52%

6M

5.19%

1Y

15.41%

5Y*

8.42%

10Y*

9.55%

SCHA

YTD

2.67%

1M

2.79%

6M

7.39%

1Y

19.76%

5Y*

8.68%

10Y*

9.39%

*Annualized

Compare stocks, funds, or ETFs

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


IJR vs. SCHA - Expense Ratio Comparison

IJR has a 0.07% expense ratio, which is higher than SCHA's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


IJR
iShares Core S&P Small-Cap ETF
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%
Expense ratio chart for SCHA: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

IJR vs. SCHA — 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 3939
Overall Rank
The Sharpe Ratio Rank of IJR is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of IJR is 3535
Sortino Ratio Rank
The Omega Ratio Rank of IJR is 3333
Omega Ratio Rank
The Calmar Ratio Rank of IJR is 5252
Calmar Ratio Rank
The Martin Ratio Rank of IJR is 4242
Martin Ratio Rank

SCHA
The Risk-Adjusted Performance Rank of SCHA is 4545
Overall Rank
The Sharpe Ratio Rank of SCHA is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHA is 4141
Sortino Ratio Rank
The Omega Ratio Rank of SCHA is 4040
Omega Ratio Rank
The Calmar Ratio Rank of SCHA is 5252
Calmar Ratio Rank
The Martin Ratio Rank of SCHA is 5050
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. SCHA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Small-Cap ETF (IJR) and Schwab U.S. Small-Cap ETF (SCHA). 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 ratio
The chart of Sharpe ratio for IJR, currently valued at 0.90, compared to the broader market0.002.004.000.901.07
The chart of Sortino ratio for IJR, currently valued at 1.39, compared to the broader market0.005.0010.001.391.57
The chart of Omega ratio for IJR, currently valued at 1.17, compared to the broader market1.002.003.001.171.19
The chart of Calmar ratio for IJR, currently valued at 1.49, compared to the broader market0.005.0010.0015.0020.001.491.46
The chart of Martin ratio for IJR, currently valued at 4.47, compared to the broader market0.0020.0040.0060.0080.00100.004.475.40
IJR
SCHA

The current IJR Sharpe Ratio is 0.90, which is comparable to the SCHA Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of IJR and SCHA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.90
1.07
IJR
SCHA

Dividends

IJR vs. SCHA - Dividend Comparison

IJR's dividend yield for the trailing twelve months is around 2.00%, more than SCHA's 1.47% yield.


TTM20242023202220212020201920182017201620152014
IJR
iShares Core S&P Small-Cap ETF
2.00%2.05%1.31%1.41%1.53%1.11%1.44%1.58%1.20%1.21%1.48%1.23%
SCHA
Schwab U.S. Small-Cap ETF
1.47%1.51%2.56%1.90%1.48%1.52%2.78%1.62%1.78%2.62%2.25%1.80%

Drawdowns

IJR vs. SCHA - Drawdown Comparison

The maximum IJR drawdown since its inception was -58.15%, which is greater than SCHA's maximum drawdown of -42.41%. Use the drawdown chart below to compare losses from any high point for IJR and SCHA. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-6.51%
-5.67%
IJR
SCHA

Volatility

IJR vs. SCHA - Volatility Comparison

iShares Core S&P Small-Cap ETF (IJR) and Schwab U.S. Small-Cap ETF (SCHA) have volatilities of 5.97% and 6.27%, 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.


4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
5.97%
6.27%
IJR
SCHA
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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