IJS vs. AVUV
Compare and contrast key facts about iShares S&P SmallCap 600 Value ETF (IJS) and Avantis U.S. Small Cap Value ETF (AVUV).
IJS and AVUV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IJS is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600/Citigroup Value Index. It was launched on Jul 24, 2000. AVUV is an actively managed fund by American Century Investments. It was launched on Sep 24, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IJS or AVUV.
Performance
IJS vs. AVUV - Performance Comparison
Returns By Period
In the year-to-date period, IJS achieves a 10.17% return, which is significantly lower than AVUV's 13.78% return.
IJS
10.17%
2.35%
11.81%
24.72%
9.55%
8.55%
AVUV
13.78%
2.79%
9.08%
27.70%
16.32%
N/A
Key characteristics
| IJS | AVUV | |
|---|---|---|
| Sharpe Ratio | 1.19 | 1.33 |
| Sortino Ratio | 1.82 | 2.03 |
| Omega Ratio | 1.22 | 1.25 |
| Calmar Ratio | 1.57 | 2.56 |
| Martin Ratio | 5.45 | 6.72 |
| Ulcer Index | 4.62% | 4.18% |
| Daily Std Dev | 21.07% | 21.10% |
| Max Drawdown | -60.11% | -49.42% |
| Current Drawdown | -4.35% | -3.75% |
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IJS vs. AVUV - Expense Ratio Comparison
Both IJS and AVUV have an expense ratio of 0.25%, 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 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.
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.
Dividends
IJS vs. AVUV - Dividend Comparison
IJS's dividend yield for the trailing twelve months is around 1.44%, less than AVUV's 1.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJS iShares S&P SmallCap 600 Value ETF | 1.44% | 1.42% | 1.47% | 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 | 1.55% | 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%. Use the drawdown chart below to compare losses from any high point for IJS and AVUV. For additional features, visit the drawdowns tool.
Volatility
IJS vs. AVUV - Volatility Comparison
The current volatility for iShares S&P SmallCap 600 Value ETF (IJS) is 7.56%, while Avantis U.S. Small Cap Value ETF (AVUV) has a volatility of 8.44%. This indicates that IJS experiences smaller price fluctuations and is considered to be less risky than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.