IJS vs. BSMC
Compare and contrast key facts about iShares S&P SmallCap 600 Value ETF (IJS) and Brandes U.S. Small-Mid Cap Value ETF (BSMC).
IJS and BSMC 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. BSMC is an actively managed fund by Brandes. It was launched on Oct 3, 2023.
Performance
IJS vs. BSMC - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with IJS having a 4.77% return and BSMC slightly higher at 5.00%.
IJS
- 1D
- 0.22%
- 1M
- 0.37%
- YTD
- 4.77%
- 6M
- 6.54%
- 1Y
- 37.59%
- 3Y*
- 10.12%
- 5Y*
- 4.81%
- 10Y*
- 9.52%
BSMC
- 1D
- 0.12%
- 1M
- -2.98%
- YTD
- 5.00%
- 6M
- 7.97%
- 1Y
- 36.21%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IJS vs. BSMC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IJS iShares S&P SmallCap 600 Value ETF | 4.77% | 6.54% | 7.33% | 19.98% |
BSMC Brandes U.S. Small-Mid Cap Value ETF | 5.00% | 15.52% | 10.21% | 11.69% |
Correlation
The correlation between IJS and BSMC is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they'll tend to fall together during downturns. For meaningful risk reduction, look for holdings with correlations below 0.5.
IJS vs. BSMC - Expense Ratio Comparison
IJS has a 0.25% expense ratio, which is lower than BSMC's 0.70% expense ratio.
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Return for Risk
IJS vs. BSMC — Risk / Return Rank
IJS
BSMC
IJS vs. BSMC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P SmallCap 600 Value ETF (IJS) and Brandes U.S. Small-Mid Cap Value ETF (BSMC). 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.
| IJS | BSMC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 1.23 | -0.30 |
Sortino ratioReturn per unit of downside risk | 1.43 | 1.84 | -0.42 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.24 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 1.94 | -0.43 |
Martin ratioReturn relative to average drawdown | 5.68 | 7.86 | -2.18 |
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
| IJS | BSMC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 1.23 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 1.08 | -0.69 |
Drawdowns
IJS vs. BSMC - Drawdown Comparison
The maximum IJS drawdown since its inception was -60.11%, which is greater than BSMC's maximum drawdown of -19.15%. Use the drawdown chart below to compare losses from any high point for IJS and BSMC.
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Drawdown Indicators
| IJS | BSMC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.11% | -19.15% | -40.96% |
Max Drawdown (1Y)Largest decline over 1 year | -9.28% | -9.02% | -0.26% |
Max Drawdown (5Y)Largest decline over 5 years | -28.65% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -47.68% | — | — |
Current DrawdownCurrent decline from peak | -5.84% | -5.66% | -0.18% |
Average DrawdownAverage peak-to-trough decline | -9.95% | -2.71% | -7.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.17% | 3.12% | +1.05% |
Volatility
IJS vs. BSMC - Volatility Comparison
iShares S&P SmallCap 600 Value ETF (IJS) and Brandes U.S. Small-Mid Cap Value ETF (BSMC) have volatilities of 5.31% and 5.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IJS | BSMC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.31% | 5.28% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 13.50% | 10.43% | +3.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.75% | 19.31% | +4.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.13% | 16.24% | +5.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.60% | 16.24% | +7.36% |
Dividends
IJS vs. BSMC - Dividend Comparison
IJS's dividend yield for the trailing twelve months is around 1.42%, more than BSMC's 0.99% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJS iShares S&P SmallCap 600 Value ETF | 1.42% | 1.62% | 1.78% | 1.42% | 1.46% | 1.52% | 1.00% | 1.66% | 1.75% | 1.41% | 1.22% | 1.59% |
BSMC Brandes U.S. Small-Mid Cap Value ETF | 0.99% | 1.17% | 1.02% | 0.15% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |