IJS vs. BSVO
Compare and contrast key facts about iShares S&P SmallCap 600 Value ETF (IJS) and EA Bridgeway Omni Small-Cap Value ETF (BSVO).
IJS and BSVO 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. BSVO is an actively managed fund by Bridgeway. It was launched on Dec 31, 2010.
Performance
IJS vs. BSVO - Performance Comparison
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Returns By Period
In the year-to-date period, IJS achieves a 4.77% return, which is significantly lower than BSVO's 9.92% return.
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%
BSVO
- 1D
- 0.74%
- 1M
- 0.12%
- YTD
- 9.92%
- 6M
- 13.49%
- 1Y
- 49.20%
- 3Y*
- 15.12%
- 5Y*
- —
- 10Y*
- —
IJS vs. BSVO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IJS iShares S&P SmallCap 600 Value ETF | 4.77% | 6.54% | 7.33% | 14.67% |
BSVO EA Bridgeway Omni Small-Cap Value ETF | 9.92% | 9.21% | 4.68% | 22.38% |
Correlation
The correlation between IJS and BSVO is 0.95 — these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk. Consider pairing with a less correlated asset class instead.
IJS vs. BSVO - Expense Ratio Comparison
IJS has a 0.25% expense ratio, which is lower than BSVO's 0.47% expense ratio.
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Return for Risk
IJS vs. BSVO — Risk / Return Rank
IJS
BSVO
IJS vs. BSVO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P SmallCap 600 Value ETF (IJS) and EA Bridgeway Omni Small-Cap Value ETF (BSVO). 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 | BSVO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 1.35 | -0.42 |
Sortino ratioReturn per unit of downside risk | 1.43 | 1.95 | -0.52 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.27 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 2.25 | -0.74 |
Martin ratioReturn relative to average drawdown | 5.68 | 8.21 | -2.53 |
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 | BSVO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 1.35 | -0.42 |
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 | 0.69 | -0.30 |
Drawdowns
IJS vs. BSVO - Drawdown Comparison
The maximum IJS drawdown since its inception was -60.11%, which is greater than BSVO's maximum drawdown of -28.67%. Use the drawdown chart below to compare losses from any high point for IJS and BSVO.
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Drawdown Indicators
| IJS | BSVO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.11% | -28.67% | -31.44% |
Max Drawdown (1Y)Largest decline over 1 year | -9.28% | -8.31% | -0.97% |
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% | -3.43% | -2.41% |
Average DrawdownAverage peak-to-trough decline | -9.95% | -5.99% | -3.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.17% | 4.09% | +0.08% |
Volatility
IJS vs. BSVO - Volatility Comparison
iShares S&P SmallCap 600 Value ETF (IJS) and EA Bridgeway Omni Small-Cap Value ETF (BSVO) have volatilities of 5.31% and 5.47%, 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 | BSVO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.31% | 5.47% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 13.50% | 13.49% | +0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.75% | 23.77% | -0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.13% | 22.01% | +0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.60% | 22.01% | +1.59% |
Dividends
IJS vs. BSVO - Dividend Comparison
IJS's dividend yield for the trailing twelve months is around 1.42%, more than BSVO's 1.38% 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% |
BSVO EA Bridgeway Omni Small-Cap Value ETF | 1.38% | 1.52% | 1.61% | 1.43% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |