IJS vs. FISVX
Compare and contrast key facts about iShares S&P SmallCap 600 Value ETF (IJS) and Fidelity Small Cap Value Index Fund (FISVX).
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. FISVX is managed by Fidelity. It was launched on Jul 11, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IJS or FISVX.
Performance
IJS vs. FISVX - Performance Comparison
Returns By Period
In the year-to-date period, IJS achieves a 10.07% return, which is significantly lower than FISVX's 13.14% return.
IJS
10.07%
4.43%
12.31%
26.28%
9.48%
8.54%
FISVX
13.14%
3.84%
11.56%
29.14%
9.40%
N/A
Key characteristics
| IJS | FISVX | |
|---|---|---|
| Sharpe Ratio | 1.17 | 1.29 |
| Sortino Ratio | 1.79 | 1.96 |
| Omega Ratio | 1.21 | 1.23 |
| Calmar Ratio | 1.54 | 1.46 |
| Martin Ratio | 5.32 | 6.74 |
| Ulcer Index | 4.62% | 4.06% |
| Daily Std Dev | 21.07% | 21.27% |
| Max Drawdown | -60.11% | -44.66% |
| Current Drawdown | -4.43% | -4.31% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IJS vs. FISVX - Expense Ratio Comparison
IJS has a 0.25% expense ratio, which is higher than FISVX's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between IJS and FISVX is 0.98, 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. FISVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P SmallCap 600 Value ETF (IJS) and Fidelity Small Cap Value Index Fund (FISVX). 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. FISVX - Dividend Comparison
IJS's dividend yield for the trailing twelve months is around 1.45%, less than FISVX's 1.63% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJS iShares S&P SmallCap 600 Value ETF | 1.45% | 1.42% | 1.47% | 1.52% | 1.00% | 1.66% | 1.75% | 1.41% | 1.22% | 1.59% | 1.41% | 1.18% |
FISVX Fidelity Small Cap Value Index Fund | 1.63% | 2.06% | 1.94% | 1.58% | 1.33% | 0.55% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IJS vs. FISVX - Drawdown Comparison
The maximum IJS drawdown since its inception was -60.11%, which is greater than FISVX's maximum drawdown of -44.66%. Use the drawdown chart below to compare losses from any high point for IJS and FISVX. For additional features, visit the drawdowns tool.
Volatility
IJS vs. FISVX - Volatility Comparison
iShares S&P SmallCap 600 Value ETF (IJS) and Fidelity Small Cap Value Index Fund (FISVX) have volatilities of 7.54% and 7.75%, 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.