IJS vs. MYLD
IJS (iShares S&P SmallCap 600 Value ETF) and MYLD (Cambria Micro And Smallcap Shareholder Yield ETF) are both Small Cap Value Equities funds. IJS is passively managed, while MYLD is actively managed. Over the past year, IJS returned 39.10% vs 47.21% for MYLD. Their correlation of 0.91 means they have usually moved in the same direction. IJS charges 0.25%/yr vs 0.59%/yr for MYLD.
Performance
IJS vs. MYLD - Performance Comparison
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Returns By Period
In the year-to-date period, IJS achieves a 22.70% return, which is significantly lower than MYLD's 28.17% return.
IJS
- 1D
- -1.10%
- 1M
- 2.48%
- 6M
- 11.64%
- YTD
- 22.70%
- 1Y
- 39.10%
- 3Y*
- 13.76%
- 5Y*
- 8.15%
- 10Y*
- 10.18%
- ALL TIME*
- 10.02%
MYLD
- 1D
- -0.41%
- 1M
- 5.59%
- 6M
- 14.98%
- YTD
- 28.17%
- 1Y
- 47.21%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 17.24%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $31.26M | $27.82M | $50.55M | |
| $139.26K | $97.44K | $188.29K |
IJS vs. MYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IJS iShares S&P SmallCap 600 Value ETF | 22.70% | 6.54% | 11.10% |
MYLD Cambria Micro And Smallcap Shareholder Yield ETF | 28.17% | 10.48% | 6.53% |
Correlation
The correlation between IJS and MYLD is 0.87, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.87 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2024 | 0.91 |
The correlation between IJS and MYLD has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.
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Return for Risk
IJS vs. MYLD — Risk / Return Rank
IJS
MYLD
IJS vs. MYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P SmallCap 600 Value ETF (IJS) and Cambria Micro And Smallcap Shareholder Yield ETF (MYLD). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IJS | MYLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.48 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 4.23 | 4.78 | -0.55 |
| Martin ratioReturn relative to average drawdown | 14.50 | 14.73 | -0.23 |
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Drawdowns
IJS vs. MYLD - Drawdown Comparison
The maximum IJS drawdown since its inception was -60.11%, which is greater than MYLD's maximum drawdown of -28.23%. Use the drawdown chart below to compare losses from any high point for IJS and MYLD.
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Drawdown Indicators
| IJS | MYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.11% | -28.23% | -31.88% |
Max Drawdown (1Y)Largest decline over 1 year | -9.28% | -9.92% | +0.64% |
Max Drawdown (3Y)Largest decline over 3 years | -28.65% | — | — |
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 | -1.10% | -0.41% | -0.69% |
Average DrawdownAverage peak-to-trough decline | -9.83% | -5.64% | -4.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 3.21% | -0.51% |
Volatility
IJS vs. MYLD - Volatility Comparison
The current volatility for iShares S&P SmallCap 600 Value ETF (IJS) is 4.13%, while Cambria Micro And Smallcap Shareholder Yield ETF (MYLD) has a volatility of 4.98%. This indicates that IJS experiences smaller price fluctuations and is considered to be less risky than MYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IJS | MYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.13% | 4.98% | -0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 11.35% | 11.67% | -0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.68% | 17.62% | +0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.71% | 19.71% | +2.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.55% | 19.71% | +3.84% |
IJS vs. MYLD - Expense Ratio Comparison
IJS has a 0.25% expense ratio, which is lower than MYLD's 0.59% expense ratio.
Dividends
IJS vs. MYLD - Dividend Comparison
IJS's dividend yield for the trailing twelve months is around 1.30%, less than MYLD's 2.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJS iShares S&P SmallCap 600 Value ETF | 1.30% | 1.62% | 1.78% | 1.42% | 1.46% | 1.52% | 1.00% | 1.66% | 1.75% | 1.41% | 1.22% | 1.59% |
MYLD Cambria Micro And Smallcap Shareholder Yield ETF | 2.06% | 6.22% | 3.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IJS and MYLD have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MYLD has higher volatility (4.98%) compared to IJS (4.13%). In terms of maximum drawdown, IJS dropped -60.11% vs MYLD's -28.23%.
On 1-year performance, MYLD leads with 47.21% vs 39.10% for IJS. On fees, IJS is cheaper at 0.25% per year. On volatility, IJS has been the lower-risk option at 4.13%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, MYLD has performed better with a 47.21% return vs 39.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IJS is cheaper with a 0.25% expense ratio, compared with 0.59% for MYLD.
MYLD has the higher dividend yield at 2.06%, compared with 1.30% for IJS.
They also come from different issuers: iShares and Cambria. Their fees differ too: 0.25% for IJS and 0.59% for MYLD.
MYLD currently has the higher Sharpe Ratio (2.69 vs 2.22), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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