IJS vs. SMIG
Compare and contrast key facts about iShares S&P SmallCap 600 Value ETF (IJS) and Bahl & Gaynor Small/Mid Cap Income Growth ETF (SMIG).
IJS and SMIG 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. SMIG is an actively managed fund by Bahl & Gaynor. It was launched on Aug 25, 2021.
Performance
IJS vs. SMIG - 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 SMIG's 2.49% 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%
SMIG
- 1D
- -0.17%
- 1M
- -4.43%
- YTD
- 2.49%
- 6M
- 0.06%
- 1Y
- 13.50%
- 3Y*
- 10.11%
- 5Y*
- —
- 10Y*
- —
IJS vs. SMIG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IJS iShares S&P SmallCap 600 Value ETF | 4.77% | 6.54% | 7.33% | 14.68% | -11.34% | 4.82% |
SMIG Bahl & Gaynor Small/Mid Cap Income Growth ETF | 2.49% | 0.78% | 17.63% | 13.62% | -11.83% | 5.51% |
Correlation
The correlation between IJS and SMIG is 0.89, 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. SMIG - Expense Ratio Comparison
IJS has a 0.25% expense ratio, which is lower than SMIG's 0.60% expense ratio.
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Return for Risk
IJS vs. SMIG — Risk / Return Rank
IJS
SMIG
IJS vs. SMIG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P SmallCap 600 Value ETF (IJS) and Bahl & Gaynor Small/Mid Cap Income Growth ETF (SMIG). 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 | SMIG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 0.20 | +0.73 |
Sortino ratioReturn per unit of downside risk | 1.43 | 0.39 | +1.03 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.05 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 0.34 | +1.18 |
Martin ratioReturn relative to average drawdown | 5.68 | 1.08 | +4.61 |
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 | SMIG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 0.20 | +0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.34 | +0.04 |
Drawdowns
IJS vs. SMIG - Drawdown Comparison
The maximum IJS drawdown since its inception was -60.11%, which is greater than SMIG's maximum drawdown of -19.65%. Use the drawdown chart below to compare losses from any high point for IJS and SMIG.
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Drawdown Indicators
| IJS | SMIG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.11% | -19.65% | -40.46% |
Max Drawdown (1Y)Largest decline over 1 year | -9.28% | -8.52% | -0.76% |
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 | -5.84% | -6.91% | +1.07% |
Average DrawdownAverage peak-to-trough decline | -9.95% | -6.72% | -3.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.17% | 3.72% | +0.45% |
Volatility
IJS vs. SMIG - Volatility Comparison
iShares S&P SmallCap 600 Value ETF (IJS) has a higher volatility of 5.31% compared to Bahl & Gaynor Small/Mid Cap Income Growth ETF (SMIG) at 3.98%. This indicates that IJS's price experiences larger fluctuations and is considered to be riskier than SMIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IJS | SMIG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.31% | 3.98% | +1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 13.50% | 8.33% | +5.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.75% | 15.95% | +7.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.13% | 16.31% | +5.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.60% | 16.31% | +7.29% |
Dividends
IJS vs. SMIG - Dividend Comparison
IJS's dividend yield for the trailing twelve months is around 1.42%, less than SMIG's 1.85% 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% |
SMIG Bahl & Gaynor Small/Mid Cap Income Growth ETF | 1.85% | 1.82% | 1.75% | 1.91% | 2.00% | 0.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |