IJS vs. ISCV
Compare and contrast key facts about iShares S&P SmallCap 600 Value ETF (IJS) and iShares Morningstar Small Cap Value ETF (ISCV).
IJS and ISCV 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. ISCV is a passively managed fund by iShares that tracks the performance of the Morningstar US Small Cap Broad Value Extended Index. It was launched on Jun 28, 2004. Both IJS and ISCV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IJS or ISCV.
Performance
IJS vs. ISCV - Performance Comparison
Returns By Period
In the year-to-date period, IJS achieves a 11.86% return, which is significantly lower than ISCV's 14.96% return. Over the past 10 years, IJS has outperformed ISCV with an annualized return of 8.60%, while ISCV has yielded a comparatively lower 7.05% annualized return.
IJS
11.86%
6.58%
16.31%
27.75%
9.83%
8.60%
ISCV
14.96%
5.86%
15.52%
30.04%
10.30%
7.05%
Key characteristics
| IJS | ISCV | |
|---|---|---|
| Sharpe Ratio | 1.34 | 1.61 |
| Sortino Ratio | 2.02 | 2.34 |
| Omega Ratio | 1.24 | 1.29 |
| Calmar Ratio | 1.82 | 0.31 |
| Martin Ratio | 6.12 | 8.33 |
| Ulcer Index | 4.63% | 3.70% |
| Daily Std Dev | 21.08% | 19.15% |
| Max Drawdown | -60.11% | -100.00% |
| Current Drawdown | -2.88% | -99.99% |
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IJS vs. ISCV - Expense Ratio Comparison
IJS has a 0.25% expense ratio, which is higher than ISCV's 0.06% 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 ISCV is 0.96, 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. ISCV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P SmallCap 600 Value ETF (IJS) and iShares Morningstar Small Cap Value ETF (ISCV). 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. ISCV - Dividend Comparison
IJS's dividend yield for the trailing twelve months is around 1.42%, less than ISCV's 1.89% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJS iShares S&P SmallCap 600 Value ETF | 1.42% | 1.42% | 1.47% | 1.52% | 1.00% | 1.66% | 1.75% | 1.41% | 1.22% | 1.59% | 1.41% | 1.18% |
ISCV iShares Morningstar Small Cap Value ETF | 1.89% | 2.21% | 2.12% | 1.95% | 2.01% | 2.36% | 2.48% | 1.74% | 2.49% | 2.60% | 2.40% | 1.81% |
Drawdowns
IJS vs. ISCV - Drawdown Comparison
The maximum IJS drawdown since its inception was -60.11%, smaller than the maximum ISCV drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for IJS and ISCV. For additional features, visit the drawdowns tool.
Volatility
IJS vs. ISCV - Volatility Comparison
iShares S&P SmallCap 600 Value ETF (IJS) has a higher volatility of 7.60% compared to iShares Morningstar Small Cap Value ETF (ISCV) at 6.44%. This indicates that IJS's price experiences larger fluctuations and is considered to be riskier than ISCV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.