IJS vs. DFSVX
Compare and contrast key facts about iShares S&P SmallCap 600 Value ETF (IJS) and DFA U.S. Small Cap Value Portfolio I (DFSVX).
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. DFSVX is managed by Dimensional. It was launched on Mar 2, 1993.
Performance
IJS vs. DFSVX - Performance Comparison
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IJS vs. DFSVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IJS iShares S&P SmallCap 600 Value ETF | 4.34% | 6.54% | 7.33% | 14.68% | -11.34% | 30.53% | 2.63% | 24.11% | -12.86% | 11.35% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 4.70% | 8.37% | 9.58% | 19.02% | -3.57% | 39.97% | 2.24% | 18.15% | -15.13% | 6.82% |
Returns By Period
In the year-to-date period, IJS achieves a 4.34% return, which is significantly lower than DFSVX's 4.70% return. Over the past 10 years, IJS has underperformed DFSVX with an annualized return of 9.34%, while DFSVX has yielded a comparatively higher 10.61% annualized return.
IJS
- 1D
- 2.19%
- 1M
- -3.37%
- YTD
- 4.34%
- 6M
- 7.80%
- 1Y
- 23.41%
- 3Y*
- 9.98%
- 5Y*
- 4.72%
- 10Y*
- 9.34%
DFSVX
- 1D
- -0.56%
- 1M
- -5.28%
- YTD
- 4.70%
- 6M
- 8.23%
- 1Y
- 23.60%
- 3Y*
- 13.98%
- 5Y*
- 9.57%
- 10Y*
- 10.61%
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IJS vs. DFSVX - Expense Ratio Comparison
IJS has a 0.25% expense ratio, which is lower than DFSVX's 0.30% expense ratio.
Return for Risk
IJS vs. DFSVX — Risk / Return Rank
IJS
DFSVX
IJS vs. DFSVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P SmallCap 600 Value ETF (IJS) and DFA U.S. Small Cap Value Portfolio I (DFSVX). 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 | DFSVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 1.03 | -0.04 |
Sortino ratioReturn per unit of downside risk | 1.51 | 1.55 | -0.04 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.22 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 1.34 | +0.17 |
Martin ratioReturn relative to average drawdown | 5.74 | 4.99 | +0.75 |
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 | DFSVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 1.03 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.44 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.45 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.51 | -0.12 |
Correlation
The correlation between IJS and DFSVX 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.
Dividends
IJS vs. DFSVX - Dividend Comparison
IJS's dividend yield for the trailing twelve months is around 1.42%, less than DFSVX's 1.66% 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% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 1.66% | 1.69% | 1.47% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.18% | 4.18% | 5.29% |
Drawdowns
IJS vs. DFSVX - Drawdown Comparison
The maximum IJS drawdown since its inception was -60.11%, smaller than the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for IJS and DFSVX.
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Drawdown Indicators
| IJS | DFSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.11% | -66.70% | +6.59% |
Max Drawdown (1Y)Largest decline over 1 year | -15.68% | -15.11% | -0.57% |
Max Drawdown (5Y)Largest decline over 5 years | -28.65% | -27.69% | -0.96% |
Max Drawdown (10Y)Largest decline over 10 years | -47.68% | -52.12% | +4.44% |
Current DrawdownCurrent decline from peak | -6.22% | -7.77% | +1.55% |
Average DrawdownAverage peak-to-trough decline | -9.95% | -9.51% | -0.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.14% | 4.14% | 0.00% |
Volatility
IJS vs. DFSVX - Volatility Comparison
iShares S&P SmallCap 600 Value ETF (IJS) has a higher volatility of 5.39% compared to DFA U.S. Small Cap Value Portfolio I (DFSVX) at 5.00%. This indicates that IJS's price experiences larger fluctuations and is considered to be riskier than DFSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IJS | DFSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 5.00% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 13.52% | 12.75% | +0.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.75% | 23.31% | +0.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.14% | 21.67% | +0.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.61% | 23.92% | -0.31% |