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IJS vs. AVUV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


IJSAVUV
YTD Return0.06%4.71%
1Y Return13.81%30.57%
3Y Return (Ann)2.75%11.63%
Sharpe Ratio0.691.56
Daily Std Dev21.08%20.22%
Max Drawdown-60.11%-49.42%
Current Drawdown-3.56%0.00%

Correlation

0.97
-1.001.00

The correlation between IJS and AVUV 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.

Performance

IJS vs. AVUV - Performance Comparison

In the year-to-date period, IJS achieves a 0.06% return, which is significantly lower than AVUV's 4.71% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


20.00%40.00%60.00%80.00%100.00%OctoberNovemberDecember2024FebruaryMarch
46.06%
100.78%
IJS
AVUV

Compare stocks, funds, or ETFs


iShares S&P SmallCap 600 Value ETF

Avantis U.S. Small Cap Value ETF

IJS vs. AVUV - Expense Ratio Comparison

Both IJS and AVUV have an expense ratio of 0.25%.

IJS
iShares S&P SmallCap 600 Value ETF
0.50%1.00%1.50%2.00%0.25%
0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

IJS vs. AVUV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P SmallCap 600 Value ETF (IJS) and Avantis U.S. Small Cap Value ETF (AVUV). 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
IJS
iShares S&P SmallCap 600 Value ETF
0.69
AVUV
Avantis U.S. Small Cap Value ETF
1.56

IJS vs. AVUV - Sharpe Ratio Comparison

The current IJS Sharpe Ratio is 0.69, which is lower than the AVUV Sharpe Ratio of 1.56. The chart below compares the 12-month rolling Sharpe Ratio of IJS and AVUV.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50OctoberNovemberDecember2024FebruaryMarch
0.69
1.56
IJS
AVUV

Dividends

IJS vs. AVUV - Dividend Comparison

IJS's dividend yield for the trailing twelve months is around 1.46%, less than AVUV's 1.57% yield.


TTM20232022202120202019201820172016201520142013
IJS
iShares S&P SmallCap 600 Value ETF
1.46%1.42%1.46%1.52%1.00%1.66%1.75%1.41%1.22%1.59%1.41%1.18%
AVUV
Avantis U.S. Small Cap Value ETF
1.57%1.65%1.74%1.28%1.21%0.38%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IJS vs. AVUV - Drawdown Comparison

The maximum IJS drawdown since its inception was -60.11%, which is greater than AVUV's maximum drawdown of -49.42%. The drawdown chart below compares losses from any high point along the way for IJS and AVUV


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-3.56%
0
IJS
AVUV

Volatility

IJS vs. AVUV - Volatility Comparison

iShares S&P SmallCap 600 Value ETF (IJS) has a higher volatility of 4.75% compared to Avantis U.S. Small Cap Value ETF (AVUV) at 4.30%. This indicates that IJS's price experiences larger fluctuations and is considered to be riskier than AVUV based on this measure. 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%OctoberNovemberDecember2024FebruaryMarch
4.75%
4.30%
IJS
AVUV