IJR vs. VBK
Compare and contrast key facts about iShares Core S&P Small-Cap ETF (IJR) and Vanguard Small-Cap Growth ETF (VBK).
IJR and VBK 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. VBK is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Growth Index. It was launched on Jan 26, 2004. Both IJR and VBK 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 VBK.
Performance
IJR vs. VBK - Performance Comparison
Returns By Period
In the year-to-date period, IJR achieves a 12.58% return, which is significantly lower than VBK's 16.51% return. Both investments have delivered pretty close results over the past 10 years, with IJR having a 9.63% annualized return and VBK not far behind at 9.26%.
IJR
12.58%
1.52%
10.07%
28.46%
9.96%
9.63%
VBK
16.51%
2.36%
10.13%
32.92%
8.57%
9.26%
Key characteristics
| IJR | VBK | |
|---|---|---|
| Sharpe Ratio | 1.33 | 1.68 |
| Sortino Ratio | 2.00 | 2.34 |
| Omega Ratio | 1.24 | 1.28 |
| Calmar Ratio | 1.45 | 1.05 |
| Martin Ratio | 7.50 | 8.55 |
| Ulcer Index | 3.54% | 3.65% |
| Daily Std Dev | 20.02% | 18.62% |
| Max Drawdown | -58.15% | -58.69% |
| Current Drawdown | -4.54% | -6.57% |
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IJR vs. VBK - Expense Ratio Comparison
Both IJR and VBK have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between IJR and VBK is 0.92, 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. VBK - 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 Growth ETF (VBK). 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. VBK - Dividend Comparison
IJR's dividend yield for the trailing twelve months is around 1.25%, more than VBK's 0.61% 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% |
VBK Vanguard Small-Cap Growth ETF | 0.61% | 0.68% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.82% | 1.08% | 0.98% | 1.01% | 0.65% |
Drawdowns
IJR vs. VBK - Drawdown Comparison
The maximum IJR drawdown since its inception was -58.15%, roughly equal to the maximum VBK drawdown of -58.69%. Use the drawdown chart below to compare losses from any high point for IJR and VBK. For additional features, visit the drawdowns tool.
Volatility
IJR vs. VBK - Volatility Comparison
iShares Core S&P Small-Cap ETF (IJR) has a higher volatility of 7.73% compared to Vanguard Small-Cap Growth ETF (VBK) at 5.90%. This indicates that IJR's price experiences larger fluctuations and is considered to be riskier than VBK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.