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IJS vs. VBR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IJS vs. VBR

Last updated Aug 2, 2026
Documentation

IJS (iShares S&P SmallCap 600 Value ETF) and VBR (Vanguard Small-Cap Value ETF) are both Small Cap Value Equities funds - IJS tracks the S&P SmallCap 600 Value Index while VBR tracks the CRSP US Small Cap Value Index. Both are passively managed. Over the past 10 years, IJS returned 10.17%/yr vs 10.75%/yr for VBR. Their 0.97 correlation means they have historically moved very closely together. IJS charges 0.25%/yr vs 0.05%/yr for VBR.

Performance

IJS vs. VBR - Performance Comparison

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

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Returns By Period

In the year-to-date period, IJS achieves a 20.25% return, which is significantly higher than VBR's 16.70% return. Over the past 10 years, IJS has underperformed VBR with an annualized return of 10.17%, while VBR has yielded a comparatively higher 10.75% annualized return.

IJS

1D
0.09%
1M
0.38%
6M
12.92%
YTD
20.25%
1Y
39.43%
3Y*
12.47%
5Y*
7.91%
10Y*
10.17%
ALL TIME*
9.94%

VBR

1D
-0.20%
1M
0.58%
6M
10.78%
YTD
16.70%
1Y
27.67%
3Y*
14.39%
5Y*
9.74%
10Y*
10.75%
ALL TIME*
9.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

IJS

iShares S&P SmallCap 600 Value ETF
$28.19M$29.28M$50.29M

VBR

Vanguard Small-Cap Value ETF
$56.96M$55.85M$67.93M

IJS vs. VBR - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IJS
iShares S&P SmallCap 600 Value ETF		20.25%6.54%7.33%14.68%-11.34%30.53%2.63%24.11%-12.86%11.35%
VBR
Vanguard Small-Cap Value ETF		16.70%9.09%12.40%16.00%-9.38%28.08%5.90%22.78%-12.28%11.81%

Correlation

The correlation between IJS and VBR is 0.95, 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.

0.95

Correlation (3Y)
Balances recent behavior with more history.

0.96

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.97

Correlation (10Y)
Provides a long-term view across more market conditions.

0.97

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2004

0.97

The correlation between IJS and VBR has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.

IJS vs. VBR - Sectors Allocation Comparison

Sectors
IJS
VBR

Financial Services

21.6%
17.5%

Consumer Cyclical

15.0%
13.6%

Industrials

12.9%
17.3%

Technology

11.5%
10.9%

Real Estate

8.3%
11.1%

Energy

7.6%
4.3%

Healthcare

6.3%
8.4%

Basic Materials

5.9%
5.3%

Consumer Defensive

5.5%
4.2%

Communication Services

3.5%
2.4%

Utilities

2.1%
4.9%

Financial Services

IJS
21.6%
VBR
17.5%

Consumer Cyclical

IJS
15.0%
VBR
13.6%

Industrials

IJS
12.9%
VBR
17.3%

Technology

IJS
11.5%
VBR
10.9%

Real Estate

IJS
8.3%
VBR
11.1%

Energy

IJS
7.6%
VBR
4.3%

Healthcare

IJS
6.3%
VBR
8.4%

Basic Materials

IJS
5.9%
VBR
5.3%

Consumer Defensive

IJS
5.5%
VBR
4.2%

Communication Services

IJS
3.5%
VBR
2.4%

Utilities

IJS
2.1%
VBR
4.9%

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

Vanguard Small-Cap Value ETF

Often compared with IJS:
IJS vs. IJRIJS vs. AVUVIJS vs. VIOVIJS vs. IWNIJS vs. VOOIJS vs. ISCVIJS vs. IWM
Often compared with VBR:
VBR vs. AVUVVBR vs. VBVBR vs. VOOVBR vs. VBKVBR vs. VTIVBR vs. VIOVVBR vs. VSIAX

Return for Risk

IJS vs. VBR — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
IJS
IJS Risk / Return Rank: 8888
Overall Rank
IJS Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
IJS Sortino Ratio Rank: 8989
Sortino Ratio Rank
IJS Omega Ratio Rank: 8585
Omega Ratio Rank
IJS Calmar Ratio Rank: 9191
Calmar Ratio Rank
IJS Martin Ratio Rank: 8989
Martin Ratio Rank
VBR
VBR Risk / Return Rank: 7979
Overall Rank
VBR Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
VBR Sortino Ratio Rank: 8080
Sortino Ratio Rank
VBR Omega Ratio Rank: 7575
Omega Ratio Rank
VBR Calmar Ratio Rank: 8181
Calmar Ratio Rank
VBR Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IJS vs. VBR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P SmallCap 600 Value ETF (IJS) and Vanguard Small-Cap Value ETF (VBR). 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.

IJSVBRDifference
Sharpe ratioReturn per unit of total volatility
2.09
1.75

+0.35

Sortino ratioReturn per unit of downside risk
3.02
2.58

+0.44

Omega ratioGain probability vs. loss probability

1.37

1.31

+0.06

Calmar ratioReturn relative to maximum drawdown

3.99

2.93

+1.06

Martin ratioReturn relative to average drawdown

13.67

10.70

+2.97

IJS vs. VBR - Sharpe Ratio Comparison

The current IJS Sharpe Ratio is 2.09, which is comparable to the VBR Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of IJS and VBR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

IJS vs. VBR - Drawdown Comparison

The maximum IJS drawdown since its inception was -60.11%, roughly equal to the maximum VBR drawdown of -61.98%. Use the drawdown chart below to compare losses from any high point for IJS and VBR.

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Drawdown Indicators

IJSVBRDifference

Max Drawdown

Largest peak-to-trough decline

-60.11%

-61.98%

+1.87%

Max Drawdown (1Y)

Largest decline over 1 year

-9.28%

-8.85%

-0.43%

Max Drawdown (3Y)

Largest decline over 3 years

-28.65%

-24.19%

-4.46%

Max Drawdown (5Y)

Largest decline over 5 years

-28.65%

-24.19%

-4.46%

Max Drawdown (10Y)

Largest decline over 10 years

-47.68%

-45.28%

-2.40%

Current Drawdown

Current decline from peak

-1.56%

-1.40%

-0.16%

Average Drawdown

Average peak-to-trough decline

-9.84%

-8.21%

-1.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

2.42%

+0.28%

Volatility

IJS vs. VBR - Volatility Comparison

iShares S&P SmallCap 600 Value ETF (IJS) has a higher volatility of 3.53% compared to Vanguard Small-Cap Value ETF (VBR) at 3.36%. This indicates that IJS's price experiences larger fluctuations and is considered to be riskier than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IJSVBRDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.53%

3.36%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

11.13%

10.22%

+0.91%

Volatility (1Y)

Calculated over the trailing 1-year period

17.74%

14.90%

+2.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.71%

19.56%

+2.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.54%

21.66%

+1.88%

IJS vs. VBR - Expense Ratio Comparison

IJS has a 0.25% expense ratio, which is higher than VBR's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

IJS vs. VBR - Dividend Comparison

IJS's dividend yield for the trailing twelve months is around 1.32%, less than VBR's 1.77% yield.

PositionTTM20252024202320222021202020192018201720162015
IJS
iShares S&P SmallCap 600 Value ETF		1.32%1.62%1.78%1.42%1.46%1.52%1.00%1.66%1.75%1.41%1.22%1.59%
VBR
Vanguard Small-Cap Value ETF		1.77%1.95%1.98%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%

Frequently Asked Questions

With a correlation of 0.95, IJS and VBR move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IJS has higher volatility (3.53%) compared to VBR (3.36%). In terms of maximum drawdown, IJS dropped -60.11% vs VBR's -61.98%.

On 10-year performance, VBR leads with 10.75% vs 10.17% for IJS. On fees, VBR is cheaper at 0.05% per year. On volatility, VBR has been the lower-risk option at 3.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VBR has performed better with a 10.75% return vs 10.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VBR is cheaper with a 0.05% expense ratio, compared with 0.25% for IJS.

VBR has the higher dividend yield at 1.77%, compared with 1.32% for IJS.

IJS tracks S&P SmallCap 600 Value Index, while VBR tracks CRSP US Small Cap Value Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.25% for IJS and 0.05% for VBR.

IJS currently has the higher Sharpe Ratio (2.09 vs 1.75), 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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