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IJR vs. VTSAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IJR vs. VTSAX

Last updated Jun 13, 2026

IJR (iShares Core S&P Small-Cap ETF) and VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares) are both funds - IJR is a Small Cap Blend Equities fund tracking the S&P SmallCap 600 Index, while VTSAX is a Large Cap Blend Equities fund managed by Vanguard. Over the past 10 years, IJR returned 11.16%/yr vs 14.93%/yr for VTSAX. Their correlation of 0.88 suggests significant overlap in exposure. IJR charges 0.06%/yr vs 0.04%/yr for VTSAX.

Performance

IJR vs. VTSAX - 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 Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IJR achieves a 19.73% return, which is significantly higher than VTSAX's 9.11% return. Over the past 10 years, IJR has underperformed VTSAX with an annualized return of 11.16%, while VTSAX has yielded a comparatively higher 14.93% annualized return.

IJR

1D
0.97%
1M
5.53%
YTD
19.73%
6M
16.47%
1Y
37.01%
3Y*
14.75%
5Y*
6.25%
10Y*
11.16%

VTSAX

1D
1.88%
1M
-0.74%
YTD
9.11%
6M
9.18%
1Y
25.67%
3Y*
20.72%
5Y*
12.09%
10Y*
14.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IJR vs. VTSAX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IJR
iShares Core S&P Small-Cap ETF		19.73%5.89%8.63%16.06%-16.20%26.58%11.28%22.82%-8.51%13.15%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares		9.11%17.12%23.23%26.51%-19.52%25.72%20.98%30.79%-5.18%21.16%

Correlation

The correlation between IJR and VTSAX is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.78

Correlation (3Y)
Calculated over the trailing 3-year period

0.79

Correlation (5Y)
Calculated over the trailing 5-year period

0.83

Correlation (10Y)
Calculated over the trailing 10-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2000

0.88

The correlation between IJR and VTSAX has been stable across timeframes, ranging from 0.78 to 0.88 - a consistent structural relationship.

IJR vs. VTSAX - Sectors Allocation Comparison

Sectors
IJR
VTSAX

Financial Services

16.8%
11.9%

Industrials

15.5%
9.5%

Technology

15.5%
33.3%

Consumer Cyclical

13.4%
9.8%

Healthcare

11.1%
9.1%

Real Estate

7.6%
2.4%

Energy

5.9%
3.8%

Basic Materials

5.1%
2.0%

Communication Services

3.6%
10.1%

Consumer Defensive

3.5%
4.7%

Utilities

2.0%
2.7%

Financial Services

IJR
16.8%
VTSAX
11.9%

Industrials

IJR
15.5%
VTSAX
9.5%

Technology

IJR
15.5%
VTSAX
33.3%

Consumer Cyclical

IJR
13.4%
VTSAX
9.8%

Healthcare

IJR
11.1%
VTSAX
9.1%

Real Estate

IJR
7.6%
VTSAX
2.4%

Energy

IJR
5.9%
VTSAX
3.8%

Basic Materials

IJR
5.1%
VTSAX
2.0%

Communication Services

IJR
3.6%
VTSAX
10.1%

Consumer Defensive

IJR
3.5%
VTSAX
4.7%

Utilities

IJR
2.0%
VTSAX
2.7%

Compare stocks, funds, or ETFs

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iShares Core S&P Small-Cap ETF

Vanguard Total Stock Market Index Fund Admiral Shares

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Return for Risk

IJR vs. VTSAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IJR
IJR Risk / Return Rank: 7474
Overall Rank
IJR Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
IJR Sortino Ratio Rank: 7272
Sortino Ratio Rank
IJR Omega Ratio Rank: 6464
Omega Ratio Rank
IJR Calmar Ratio Rank: 8484
Calmar Ratio Rank
IJR Martin Ratio Rank: 7979
Martin Ratio Rank
VTSAX
VTSAX Risk / Return Rank: 7272
Overall Rank
VTSAX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VTSAX Sortino Ratio Rank: 6767
Sortino Ratio Rank
VTSAX Omega Ratio Rank: 6666
Omega Ratio Rank
VTSAX Calmar Ratio Rank: 7474
Calmar Ratio Rank
VTSAX Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IJR vs. VTSAX - 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 Total Stock Market Index Fund Admiral Shares (VTSAX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

IJRVTSAXDifference
Sharpe ratioReturn per unit of total volatility
1.94
1.94

0.00

Sortino ratioReturn per unit of downside risk
2.80
2.65

+0.15

Omega ratioGain probability vs. loss probability

1.33

1.35

-0.02

Calmar ratioReturn relative to maximum drawdown

3.97

2.77

+1.21

Martin ratioReturn relative to average drawdown

13.35

12.46

+0.90

IJR vs. VTSAX - Sharpe Ratio Comparison

The current IJR Sharpe Ratio is 1.94, which is comparable to the VTSAX Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of IJR and VTSAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

IJR vs. VTSAX - Drawdown Comparison

The maximum IJR drawdown since its inception was -58.15%, which is greater than VTSAX's maximum drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for IJR and VTSAX.

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Drawdown Indicators

IJRVTSAXDifference

Max Drawdown

Largest peak-to-trough decline

-58.15%

-55.33%

-2.82%

Max Drawdown (1Y)

Largest decline over 1 year

-8.68%

-8.92%

+0.24%

Max Drawdown (3Y)

Largest decline over 3 years

-28.02%

-19.36%

-8.66%

Max Drawdown (5Y)

Largest decline over 5 years

-28.02%

-25.36%

-2.66%

Max Drawdown (10Y)

Largest decline over 10 years

-44.36%

-34.97%

-9.39%

Current Drawdown

Current decline from peak

0.00%

-2.56%

+2.56%

Average Drawdown

Average peak-to-trough decline

-9.27%

-9.00%

-0.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

1.98%

+0.61%

Volatility

IJR vs. VTSAX - Volatility Comparison

iShares Core S&P Small-Cap ETF (IJR) has a higher volatility of 5.18% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.60%. This indicates that IJR's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IJRVTSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.18%

4.60%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

11.97%

9.93%

+2.04%

Volatility (1Y)

Calculated over the trailing 1-year period

17.76%

12.71%

+5.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.43%

17.43%

+4.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.92%

18.44%

+4.48%

IJR vs. VTSAX - Expense Ratio Comparison

IJR has a 0.06% expense ratio, which is higher than VTSAX'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%.

Dividends

IJR vs. VTSAX - Dividend Comparison

IJR's dividend yield for the trailing twelve months is around 1.11%, more than VTSAX's 1.02% yield.

PositionTTM20252024202320222021202020192018201720162015
IJR
iShares Core S&P Small-Cap ETF		1.11%1.44%2.05%1.31%1.41%1.53%1.11%1.44%1.58%1.20%1.22%1.48%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares		1.02%1.11%1.26%1.42%1.65%1.20%1.41%1.76%2.03%1.71%1.92%1.98%

Frequently Asked Questions

IJR and VTSAX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IJR has higher volatility (5.18%) compared to VTSAX (4.60%). In terms of maximum drawdown, IJR dropped -58.15% vs VTSAX's -55.33%.

IJR currently has the higher Sharpe Ratio (1.94 vs 1.94), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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