PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
IJS vs. TY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IJS vs. TY

Last updated Jun 24, 2026

IJS (iShares S&P SmallCap 600 Value ETF) is Small Cap Value Equities fund tracking the S&P SmallCap 600 Value Index, while TY (Tri-Continental Corporation) is a stock. Over the past 10 years, IJS returned 10.48%/yr vs 14.62%/yr for TY. A 0.76 correlation means they provide meaningful diversification when combined.

Performance

IJS vs. TY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P SmallCap 600 Value ETF (IJS) and Tri-Continental Corporation (TY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IJS achieves a 17.37% return, which is significantly higher than TY's 9.43% return. Over the past 10 years, IJS has underperformed TY with an annualized return of 10.48%, while TY has yielded a comparatively higher 14.62% 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%

TY

1D
-0.57%
1M
1.60%
YTD
9.43%
6M
9.26%
1Y
25.57%
3Y*
19.75%
5Y*
10.83%
10Y*
14.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IJS vs. TY - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
TY
Tri-Continental Corporation		9.43%16.12%22.01%17.86%-16.32%29.45%12.38%28.60%-5.84%28.47%

Correlation

The correlation between IJS and TY is 0.65, 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

0.65

Correlation (3Y)
Calculated over the trailing 3-year period

0.69

Correlation (5Y)
Calculated over the trailing 5-year period

0.74

Correlation (10Y)
Calculated over the trailing 10-year period

0.71

Correlation (All Time)
Calculated using the full available price history since Jul 28, 2000

0.76

The correlation between IJS and TY shifts across timeframes, from 0.65 (1 year) to 0.76 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares S&P SmallCap 600 Value ETF

Tri-Continental Corporation

Often compared with IJS:
IJS vs. IJRIJS vs. AVUVIJS vs. VBRIJS vs. VIOVIJS vs. IWNIJS vs. VOOIJS vs. ISCV
Often compared with TY:
TY vs. SPYTY vs. ADXTY vs. QQQTY vs. VTITY vs. PDITY vs. GOFTY vs. CGGR

Return for Risk

IJS vs. TY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IJS
IJS Risk / Return Rank: 6969
Overall Rank
IJS Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
IJS Sortino Ratio Rank: 6767
Sortino Ratio Rank
IJS Omega Ratio Rank: 6060
Omega Ratio Rank
IJS Calmar Ratio Rank: 8080
Calmar Ratio Rank
IJS Martin Ratio Rank: 7373
Martin Ratio Rank
TY
TY Risk / Return Rank: 9292
Overall Rank
TY Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
TY Sortino Ratio Rank: 9393
Sortino Ratio Rank
TY Omega Ratio Rank: 9393
Omega Ratio Rank
TY Calmar Ratio Rank: 8888
Calmar Ratio Rank
TY Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IJS vs. TY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P SmallCap 600 Value ETF (IJS) and Tri-Continental Corporation (TY). 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.

IJSTYDifference
Sharpe ratioReturn per unit of total volatility
2.05
2.58

-0.53

Sortino ratioReturn per unit of downside risk
2.93
3.62

-0.69

Omega ratioGain probability vs. loss probability

1.35

1.48

-0.13

Calmar ratioReturn relative to maximum drawdown

4.04

3.78

+0.25

Martin ratioReturn relative to average drawdown

13.28

15.97

-2.69

IJS vs. TY - Sharpe Ratio Comparison

The current IJS Sharpe Ratio is 2.05, which is comparable to the TY Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of IJS and TY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

IJS vs. TY - Drawdown Comparison

The maximum IJS drawdown since its inception was -60.11%, smaller than the maximum TY drawdown of -67.71%. Use the drawdown chart below to compare losses from any high point for IJS and TY.

Loading charts...

Drawdown Indicators

IJSTYDifference

Max Drawdown

Largest peak-to-trough decline

-60.11%

-67.71%

+7.60%

Max Drawdown (1Y)

Largest decline over 1 year

-9.28%

-6.79%

-2.49%

Max Drawdown (3Y)

Largest decline over 3 years

-28.65%

-16.09%

-12.56%

Max Drawdown (5Y)

Largest decline over 5 years

-28.65%

-20.78%

-7.87%

Max Drawdown (10Y)

Largest decline over 10 years

-47.68%

-38.57%

-9.11%

Current Drawdown

Current decline from peak

-1.64%

-1.45%

-0.19%

Average Drawdown

Average peak-to-trough decline

-9.87%

-15.59%

+5.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

1.60%

+1.22%

Volatility

IJS vs. TY - Volatility Comparison

iShares S&P SmallCap 600 Value ETF (IJS) has a higher volatility of 4.85% compared to Tri-Continental Corporation (TY) at 3.58%. This indicates that IJS's price experiences larger fluctuations and is considered to be riskier than TY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

IJSTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.85%

3.58%

+1.27%

Volatility (6M)

Calculated over the trailing 6-month period

11.82%

8.04%

+3.78%

Volatility (1Y)

Calculated over the trailing 1-year period

18.34%

9.95%

+8.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.94%

14.24%

+7.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.59%

16.52%

+7.07%

Dividends

IJS vs. TY - Dividend Comparison

IJS's dividend yield for the trailing twelve months is around 1.36%, less than TY's 10.68% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
TY
Tri-Continental Corporation		10.68%11.97%10.61%4.36%8.71%14.13%6.25%6.86%8.13%4.69%4.12%4.05%

Frequently Asked Questions

IJS and TY have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IJS has higher volatility (4.85%) compared to TY (3.58%). In terms of maximum drawdown, IJS dropped -60.11% vs TY's -67.71%.

TY currently has the higher Sharpe Ratio (2.58 vs 2.05), 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.

Portfolio Optimizer

Find the right allocation for IJS and TY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer