IJS vs. SASMX
IJS (iShares S&P SmallCap 600 Value ETF) and SASMX (ClearBridge Small Cap Growth Fund) are both funds - IJS is a Small Cap Value Equities fund tracking the S&P SmallCap 600 Value Index, while SASMX is a Small Cap Growth Equities fund managed by Franklin Templeton. Over the past 10 years, IJS returned 10.48%/yr vs 12.72%/yr for SASMX. Their correlation of 0.85 suggests significant overlap in exposure. IJS charges 0.25%/yr vs 1.16%/yr for SASMX.
Performance
IJS vs. SASMX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with IJS having a 17.37% return and SASMX slightly lower at 17.29%. Over the past 10 years, IJS has underperformed SASMX with an annualized return of 10.48%, while SASMX has yielded a comparatively higher 12.72% annualized return.
IJS
- 1D
- -0.23%
- 1M
- 2.94%
- YTD
- 17.37%
- 6M
- 16.01%
- 1Y
- 37.29%
- 3Y*
- 15.33%
- 5Y*
- 6.10%
- 10Y*
- 10.48%
SASMX
- 1D
- 0.91%
- 1M
- 6.14%
- YTD
- 17.29%
- 6M
- 14.43%
- 1Y
- 26.53%
- 3Y*
- 15.54%
- 5Y*
- 2.31%
- 10Y*
- 12.72%
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 | 17.37% | 6.54% | 7.33% | 14.68% | -11.34% | 30.53% | 2.63% | 24.11% | -12.86% | 11.35% |
SASMX ClearBridge Small Cap Growth Fund | 17.29% | 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 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Jul 28, 2000 | 0.85 |
The correlation between IJS and SASMX has been stable across timeframes, ranging from 0.75 to 0.85 - a consistent structural relationship.
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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.
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 | SASMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.71 | ||
| Sortino ratioReturn per unit of downside risk | +1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.23 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 4.04 | 2.03 | +2.01 |
| Martin ratioReturn relative to average drawdown | 13.28 | 7.29 | +5.99 |
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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 (3Y)Largest decline over 3 years | -28.65% | -26.25% | -2.40% |
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 | -1.64% | 0.00% | -1.64% |
Average DrawdownAverage peak-to-trough decline | -9.87% | -14.06% | +4.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 3.85% | -1.03% |
Volatility
IJS vs. SASMX - Volatility Comparison
The current volatility for iShares S&P SmallCap 600 Value ETF (IJS) is 4.85%, while ClearBridge Small Cap Growth Fund (SASMX) has a volatility of 6.64%. 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 | 4.85% | 6.64% | -1.79% |
Volatility (6M)Calculated over the trailing 6-month period | 11.82% | 16.53% | -4.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.34% | 21.14% | -2.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.94% | 24.74% | -2.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.59% | 23.90% | -0.31% |
IJS vs. SASMX - Expense Ratio Comparison
IJS has a 0.25% expense ratio, which is lower than SASMX's 1.16% expense ratio.
Dividends
IJS vs. SASMX - Dividend Comparison
IJS's dividend yield for the trailing twelve months is around 1.36%, less than SASMX's 17.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJS iShares S&P SmallCap 600 Value ETF | 1.36% | 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 | 17.31% | 20.31% | 17.01% | 0.43% | 0.00% | 11.84% | 7.04% | 7.62% | 15.70% | 3.55% | 3.01% | 1.26% |
Frequently Asked Questions
IJS and SASMX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SASMX has higher volatility (6.64%) compared to IJS (4.85%). In terms of maximum drawdown, IJS dropped -60.11% vs SASMX's -54.81%.
IJS currently has the higher Sharpe Ratio (2.05 vs 1.33), 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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