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IJS vs. AVUV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IJS vs. AVUV

Last updated Aug 2, 2026
Documentation

IJS (iShares S&P SmallCap 600 Value ETF) and AVUV (Avantis US Small Cap Value ETF) are both Small Cap Value Equities funds. IJS is passively managed, while AVUV is actively managed. Over the past 5 years, IJS returned 7.91%/yr vs 13.16%/yr for AVUV. Their 0.96 correlation means they have historically moved very closely together. Both charge a 0.25% expense ratio.

Performance

IJS vs. AVUV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P SmallCap 600 Value ETF (IJS) and Avantis US Small Cap Value ETF (AVUV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IJS achieves a 20.25% return, which is significantly lower than AVUV's 23.62% return.

IJS

1D
0.09%
1M
0.38%
6M
12.92%
YTD
20.25%
1Y
39.43%
3Y*
12.47%
5Y*
7.91%
10Y*
10.17%
ALL TIME*
9.94%

AVUV

1D
0.03%
1M
1.43%
6M
15.37%
YTD
23.62%
1Y
40.65%
3Y*
16.14%
5Y*
13.16%
10Y*
—
ALL TIME*
16.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

AVUV

Avantis US Small Cap Value ETF
$143.14M$148.43M$155.85M

IJS

iShares S&P SmallCap 600 Value ETF
$28.19M$29.28M$50.29M

IJS vs. AVUV - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
IJS
iShares S&P SmallCap 600 Value ETF		20.25%6.54%7.33%14.68%-11.34%30.53%2.63%6.17%
AVUV
Avantis US Small Cap Value ETF		23.62%7.44%9.28%22.82%-4.91%42.20%6.43%8.54%

Correlation

The correlation between IJS and AVUV is 0.94, meaning they have usually moved in the same direction, including during past declines.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.94

Correlation (3Y)
Balances recent behavior with more history.

0.95

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.96

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2019

0.96

The correlation between IJS and AVUV has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

IJS vs. AVUV - Sectors Allocation Comparison

Sectors
IJS
AVUV

Financial Services

21.6%
27.8%

Consumer Cyclical

15.0%
18.5%

Industrials

12.9%
13.5%

Technology

11.5%
7.4%

Real Estate

8.3%
0.7%

Energy

7.6%
13.9%

Healthcare

6.3%
5.3%

Basic Materials

5.9%
4.8%

Consumer Defensive

5.5%
4.9%

Communication Services

3.5%
2.9%

Utilities

2.1%
0.2%

Financial Services

IJS
21.6%
AVUV
27.8%

Consumer Cyclical

IJS
15.0%
AVUV
18.5%

Industrials

IJS
12.9%
AVUV
13.5%

Technology

IJS
11.5%
AVUV
7.4%

Real Estate

IJS
8.3%
AVUV
0.7%

Energy

IJS
7.6%
AVUV
13.9%

Healthcare

IJS
6.3%
AVUV
5.3%

Basic Materials

IJS
5.9%
AVUV
4.8%

Consumer Defensive

IJS
5.5%
AVUV
4.9%

Communication Services

IJS
3.5%
AVUV
2.9%

Utilities

IJS
2.1%
AVUV
0.2%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares S&P SmallCap 600 Value ETF

Avantis US Small Cap Value ETF

Often compared with IJS:
IJS vs. IJRIJS vs. VBRIJS vs. VIOVIJS vs. IWNIJS vs. VOOIJS vs. ISCVIJS vs. IWM
Often compared with AVUV:
AVUV vs. VBRAVUV vs. VTIAVUV vs. IWMAVUV vs. IJRAVUV vs. DFSVAVUV vs. VIOVAVUV vs. AVUVX

Return for Risk

IJS vs. AVUV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
IJS
IJS Risk / Return Rank: 8888
Overall Rank
IJS Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
IJS Sortino Ratio Rank: 8989
Sortino Ratio Rank
IJS Omega Ratio Rank: 8585
Omega Ratio Rank
IJS Calmar Ratio Rank: 9191
Calmar Ratio Rank
IJS Martin Ratio Rank: 8989
Martin Ratio Rank
AVUV
AVUV Risk / Return Rank: 9191
Overall Rank
AVUV Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
AVUV Sortino Ratio Rank: 9191
Sortino Ratio Rank
AVUV Omega Ratio Rank: 8888
Omega Ratio Rank
AVUV Calmar Ratio Rank: 9494
Calmar Ratio Rank
AVUV Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IJS vs. AVUV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P SmallCap 600 Value ETF (IJS) and Avantis US 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.

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.

IJSAVUVDifference
Sharpe ratioReturn per unit of total volatility
2.09
2.24

-0.15

Sortino ratioReturn per unit of downside risk
3.02
3.23

-0.21

Omega ratioGain probability vs. loss probability

1.37

1.40

-0.03

Calmar ratioReturn relative to maximum drawdown

3.99

4.74

-0.76

Martin ratioReturn relative to average drawdown

13.67

14.98

-1.30

IJS vs. AVUV - Sharpe Ratio Comparison

The current IJS Sharpe Ratio is 2.09, which is comparable to the AVUV Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of IJS and AVUV, 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

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.

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Drawdown Indicators

IJSAVUVDifference

Max Drawdown

Largest peak-to-trough decline

-60.11%

-49.42%

-10.69%

Max Drawdown (1Y)

Largest decline over 1 year

-9.28%

-7.95%

-1.33%

Max Drawdown (3Y)

Largest decline over 3 years

-28.65%

-28.79%

+0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-28.65%

-28.79%

+0.14%

Max Drawdown (10Y)

Largest decline over 10 years

-47.68%

—

—

Current Drawdown

Current decline from peak

-1.56%

-0.72%

-0.84%

Average Drawdown

Average peak-to-trough decline

-9.84%

-7.78%

-2.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

2.52%

+0.18%

Volatility

IJS vs. AVUV - Volatility Comparison

iShares S&P SmallCap 600 Value ETF (IJS) has a higher volatility of 3.53% compared to Avantis US Small Cap Value ETF (AVUV) at 2.88%. 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.

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Volatility by Period

IJSAVUVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.53%

2.88%

+0.65%

Volatility (6M)

Calculated over the trailing 6-month period

11.13%

10.51%

+0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

17.74%

16.90%

+0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.71%

22.40%

-0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.54%

28.02%

-4.48%

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%.

Dividends

IJS vs. AVUV - Dividend Comparison

IJS's dividend yield for the trailing twelve months is around 1.32%, more than AVUV's 1.25% yield.

PositionTTM20252024202320222021202020192018201720162015
AVUV
Avantis US Small Cap Value ETF		1.25%1.58%1.61%1.65%1.74%1.28%1.21%0.38%0.00%0.00%0.00%0.00%
IJS
iShares S&P SmallCap 600 Value ETF		1.32%1.62%1.78%1.42%1.46%1.52%1.00%1.66%1.75%1.41%1.22%1.59%

Frequently Asked Questions

With a correlation of 0.94, IJS and AVUV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IJS has higher volatility (3.53%) compared to AVUV (2.88%). In terms of maximum drawdown, IJS dropped -60.11% vs AVUV's -49.42%.

On 5-year performance, AVUV leads with 13.16% vs 7.91% for IJS. Both ETFs have the same 0.25% expense ratio. On volatility, AVUV has been the lower-risk option at 2.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, AVUV has performed better with a 13.16% return vs 7.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IJS and AVUV have the same expense ratio: 0.25% per year.

IJS has the higher dividend yield at 1.32%, compared with 1.25% for AVUV.

They also come from different issuers: iShares and Avantis.

AVUV currently has the higher Sharpe Ratio (2.24 vs 2.09), 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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