IJR vs. VSMAX
Compare and contrast key facts about iShares Core S&P Small-Cap ETF (IJR) and Vanguard Small-Cap Index Fund Admiral Shares (VSMAX).
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. VSMAX is managed by Vanguard. It was launched on Nov 13, 2000.
Performance
IJR vs. VSMAX - Performance Comparison
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IJR vs. VSMAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IJR iShares Core S&P Small-Cap ETF | 4.11% | 5.89% | 8.63% | 16.06% | -16.20% | 26.58% | 11.28% | 22.82% | -8.51% | 13.15% |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 1.90% | 8.83% | 14.23% | 18.17% | -17.61% | 17.74% | 19.06% | 27.36% | -9.33% | 16.24% |
Returns By Period
In the year-to-date period, IJR achieves a 4.11% return, which is significantly higher than VSMAX's 1.90% return. Over the past 10 years, IJR has underperformed VSMAX with an annualized return of 9.88%, while VSMAX has yielded a comparatively higher 10.49% annualized return.
IJR
- 1D
- 0.49%
- 1M
- -4.18%
- YTD
- 4.11%
- 6M
- 5.47%
- 1Y
- 20.83%
- 3Y*
- 10.67%
- 5Y*
- 4.19%
- 10Y*
- 9.88%
VSMAX
- 1D
- 3.15%
- 1M
- -5.71%
- YTD
- 1.90%
- 6M
- 3.41%
- 1Y
- 19.29%
- 3Y*
- 13.01%
- 5Y*
- 5.34%
- 10Y*
- 10.49%
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IJR vs. VSMAX - Expense Ratio Comparison
IJR has a 0.06% expense ratio, which is higher than VSMAX'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%.
Return for Risk
IJR vs. VSMAX — Risk / Return Rank
IJR
VSMAX
IJR vs. VSMAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Small-Cap ETF (IJR) and Vanguard Small-Cap Index Fund Admiral Shares (VSMAX). 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.
| IJR | VSMAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 0.91 | +0.01 |
Sortino ratioReturn per unit of downside risk | 1.43 | 1.40 | +0.03 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.19 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.42 | 1.38 | +0.04 |
Martin ratioReturn relative to average drawdown | 5.73 | 5.95 | -0.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IJR | VSMAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 0.91 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.26 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.49 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.37 | +0.05 |
Correlation
The correlation between IJR and VSMAX 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.
Dividends
IJR vs. VSMAX - Dividend Comparison
IJR's dividend yield for the trailing twelve months is around 1.28%, less than VSMAX's 1.33% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJR iShares Core S&P Small-Cap ETF | 1.28% | 1.44% | 2.05% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.22% | 1.48% |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 1.33% | 1.33% | 1.30% | 1.56% | 1.54% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.49% | 1.48% |
Drawdowns
IJR vs. VSMAX - Drawdown Comparison
The maximum IJR drawdown since its inception was -58.15%, roughly equal to the maximum VSMAX drawdown of -59.68%. Use the drawdown chart below to compare losses from any high point for IJR and VSMAX.
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Drawdown Indicators
| IJR | VSMAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.15% | -59.68% | +1.53% |
Max Drawdown (1Y)Largest decline over 1 year | -14.85% | -14.30% | -0.55% |
Max Drawdown (5Y)Largest decline over 5 years | -28.02% | -28.14% | +0.12% |
Max Drawdown (10Y)Largest decline over 10 years | -44.36% | -41.82% | -2.54% |
Current DrawdownCurrent decline from peak | -5.26% | -6.11% | +0.85% |
Average DrawdownAverage peak-to-trough decline | -9.34% | -9.75% | +0.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.68% | 3.32% | +0.36% |
Volatility
IJR vs. VSMAX - Volatility Comparison
The current volatility for iShares Core S&P Small-Cap ETF (IJR) is 6.25%, while Vanguard Small-Cap Index Fund Admiral Shares (VSMAX) has a volatility of 6.82%. This indicates that IJR experiences smaller price fluctuations and is considered to be less risky than VSMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IJR | VSMAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.25% | 6.82% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 12.99% | 12.61% | +0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.66% | 21.80% | +0.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.51% | 20.74% | +0.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.91% | 21.54% | +1.37% |