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

Correlation

The correlation between IJR and VB 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.


-0.50.00.51.01.0

Performance

IJR vs. VB - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
12.48%
13.40%
IJR
VB

Key characteristics

Sharpe Ratio

IJR:

0.48

VB:

0.90

Sortino Ratio

IJR:

0.82

VB:

1.32

Omega Ratio

IJR:

1.10

VB:

1.16

Calmar Ratio

IJR:

0.78

VB:

1.32

Martin Ratio

IJR:

2.44

VB:

4.56

Ulcer Index

IJR:

3.83%

VB:

3.34%

Daily Std Dev

IJR:

19.63%

VB:

17.02%

Max Drawdown

IJR:

-58.15%

VB:

-59.57%

Current Drawdown

IJR:

-6.98%

VB:

-6.00%

Returns By Period

In the year-to-date period, IJR achieves a 10.67% return, which is significantly lower than VB's 16.41% return. Both investments have delivered pretty close results over the past 10 years, with IJR having a 9.00% annualized return and VB not far ahead at 9.18%.


IJR

YTD

10.67%

1M

-6.08%

6M

12.48%

1Y

8.80%

5Y*

8.76%

10Y*

9.00%

VB

YTD

16.41%

1M

-5.39%

6M

13.40%

1Y

15.02%

5Y*

9.74%

10Y*

9.18%

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IJR vs. VB - Expense Ratio Comparison

IJR has a 0.07% expense ratio, which is higher than VB's 0.05% 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%.


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 VB: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

IJR vs. VB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Small-Cap ETF (IJR) and Vanguard Small-Cap ETF (VB). 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 chart of Sharpe ratio for IJR, currently valued at 0.48, compared to the broader market0.002.004.000.480.90
The chart of Sortino ratio for IJR, currently valued at 0.82, compared to the broader market-2.000.002.004.006.008.0010.0012.000.821.32
The chart of Omega ratio for IJR, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.001.101.16
The chart of Calmar ratio for IJR, currently valued at 0.78, compared to the broader market0.005.0010.0015.000.781.32
The chart of Martin ratio for IJR, currently valued at 2.44, compared to the broader market0.0020.0040.0060.0080.00100.002.444.56
IJR
VB

The current IJR Sharpe Ratio is 0.48, which is lower than the VB Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of IJR and VB, 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.48
0.90
IJR
VB

Dividends

IJR vs. VB - Dividend Comparison

IJR's dividend yield for the trailing twelve months is around 2.01%, more than VB's 1.28% yield.


TTM20232022202120202019201820172016201520142013
IJR
iShares Core S&P Small-Cap ETF
2.01%1.31%1.41%1.53%1.11%1.44%1.58%1.20%1.21%1.48%1.23%1.00%
VB
Vanguard Small-Cap ETF
1.28%1.55%1.59%1.24%1.14%1.39%1.67%1.35%1.50%1.48%1.43%1.31%

Drawdowns

IJR vs. VB - Drawdown Comparison

The maximum IJR drawdown since its inception was -58.15%, roughly equal to the maximum VB drawdown of -59.57%. Use the drawdown chart below to compare losses from any high point for IJR and VB. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.98%
-6.00%
IJR
VB

Volatility

IJR vs. VB - Volatility Comparison

iShares Core S&P Small-Cap ETF (IJR) and Vanguard Small-Cap ETF (VB) have volatilities of 5.03% and 4.95%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
5.03%
4.95%
IJR
VB