IJS vs. SASMX
Compare and contrast key facts about iShares S&P SmallCap 600 Value ETF (IJS) and ClearBridge Small Cap Growth Fund (SASMX).
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. SASMX is managed by Franklin Templeton. It was launched on Jul 1, 1998.
Performance
IJS vs. SASMX - Performance Comparison
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Returns By Period
In the year-to-date period, IJS achieves a 4.77% return, which is significantly higher than SASMX's -0.54% return. Over the past 10 years, IJS has underperformed SASMX with an annualized return of 9.52%, while SASMX has yielded a comparatively higher 11.19% annualized 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%
SASMX
- 1D
- 0.06%
- 1M
- -4.14%
- YTD
- -0.54%
- 6M
- -3.02%
- 1Y
- 31.23%
- 3Y*
- 7.95%
- 5Y*
- 0.04%
- 10Y*
- 11.19%
IJS vs. SASMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IJS iShares S&P SmallCap 600 Value ETF | 4.77% | 6.54% | 7.33% | 14.68% | -11.34% | 30.53% | 2.63% | 24.11% | -12.86% | 11.35% |
SASMX ClearBridge Small Cap Growth Fund | -0.54% | 9.52% | 12.95% | 8.64% | -28.82% | 12.11% | 43.54% | 25.31% | 3.77% | 24.98% |
Correlation
The correlation between IJS and SASMX is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they'll tend to fall together during downturns. For meaningful risk reduction, look for holdings with correlations below 0.5.
IJS vs. SASMX - Expense Ratio Comparison
IJS has a 0.25% expense ratio, which is lower than SASMX's 1.16% expense ratio.
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Return for Risk
IJS vs. SASMX — Risk / Return Rank
IJS
SASMX
IJS vs. SASMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P SmallCap 600 Value ETF (IJS) and ClearBridge Small Cap Growth Fund (SASMX). 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 | SASMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 0.64 | +0.29 |
Sortino ratioReturn per unit of downside risk | 1.43 | 1.05 | +0.38 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.14 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 1.27 | +0.24 |
Martin ratioReturn relative to average drawdown | 5.68 | 4.13 | +1.56 |
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 | SASMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 0.64 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.00 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.47 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.41 | -0.02 |
Drawdowns
IJS vs. SASMX - Drawdown Comparison
The maximum IJS drawdown since its inception was -60.11%, which is greater than SASMX's maximum drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for IJS and SASMX.
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Drawdown Indicators
| IJS | SASMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.11% | -54.81% | -5.30% |
Max Drawdown (1Y)Largest decline over 1 year | -9.28% | -13.85% | +4.57% |
Max Drawdown (5Y)Largest decline over 5 years | -28.65% | -42.19% | +13.54% |
Max Drawdown (10Y)Largest decline over 10 years | -47.68% | -42.19% | -5.49% |
Current DrawdownCurrent decline from peak | -5.84% | -12.18% | +6.34% |
Average DrawdownAverage peak-to-trough decline | -9.95% | -14.14% | +4.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.17% | 4.29% | -0.12% |
Volatility
IJS vs. SASMX - Volatility Comparison
The current volatility for iShares S&P SmallCap 600 Value ETF (IJS) is 5.31%, while ClearBridge Small Cap Growth Fund (SASMX) has a volatility of 9.17%. This indicates that IJS experiences smaller price fluctuations and is considered to be less risky than SASMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IJS | SASMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.31% | 9.17% | -3.86% |
Volatility (6M)Calculated over the trailing 6-month period | 13.50% | 16.24% | -2.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.75% | 25.24% | -1.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.13% | 24.57% | -2.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.60% | 23.80% | -0.20% |
Dividends
IJS vs. SASMX - Dividend Comparison
IJS's dividend yield for the trailing twelve months is around 1.42%, less than SASMX's 20.42% 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% |
SASMX ClearBridge Small Cap Growth Fund | 20.42% | 20.31% | 17.01% | 0.43% | 0.00% | 11.84% | 7.04% | 7.62% | 15.70% | 3.55% | 3.01% | 1.26% |