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IJS vs. VBR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


IJSVBR
YTD Return0.06%7.16%
1Y Return13.81%25.85%
3Y Return (Ann)2.75%7.75%
5Y Return (Ann)8.55%10.61%
10Y Return (Ann)7.76%8.89%
Sharpe Ratio0.691.60
Daily Std Dev21.08%17.07%
Max Drawdown-60.11%-62.01%
Current Drawdown-3.56%0.00%

Correlation

0.97
-1.001.00

The correlation between IJS and VBR is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

IJS vs. VBR - Performance Comparison

In the year-to-date period, IJS achieves a 0.06% return, which is significantly lower than VBR's 7.16% return. Over the past 10 years, IJS has underperformed VBR with an annualized return of 7.76%, while VBR has yielded a comparatively higher 8.89% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


350.00%400.00%450.00%500.00%OctoberNovemberDecember2024FebruaryMarch
440.06%
495.06%
IJS
VBR

Compare stocks, funds, or ETFs


iShares S&P SmallCap 600 Value ETF

Vanguard Small-Cap Value ETF

IJS vs. VBR - Expense Ratio Comparison

IJS has a 0.25% expense ratio, which is higher than VBR's 0.07% expense ratio.

IJS
iShares S&P SmallCap 600 Value ETF
0.50%1.00%1.50%2.00%0.25%
0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

IJS vs. VBR - Risk-Adjusted Performance 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
IJS
iShares S&P SmallCap 600 Value ETF
0.69
VBR
Vanguard Small-Cap Value ETF
1.60

IJS vs. VBR - Sharpe Ratio Comparison

The current IJS Sharpe Ratio is 0.69, which is lower than the VBR Sharpe Ratio of 1.60. The chart below compares the 12-month rolling Sharpe Ratio of IJS and VBR.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50OctoberNovemberDecember2024FebruaryMarch
0.69
1.60
IJS
VBR

Dividends

IJS vs. VBR - Dividend Comparison

IJS's dividend yield for the trailing twelve months is around 1.46%, less than VBR's 2.01% yield.


TTM20232022202120202019201820172016201520142013
IJS
iShares S&P SmallCap 600 Value ETF
1.46%1.42%1.46%1.52%1.00%1.66%1.75%1.41%1.22%1.59%1.41%1.18%
VBR
Vanguard Small-Cap Value ETF
2.01%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%1.77%1.87%

Drawdowns

IJS vs. VBR - Drawdown Comparison

The maximum IJS drawdown since its inception was -60.11%, roughly equal to the maximum VBR drawdown of -62.01%. The drawdown chart below compares losses from any high point along the way for IJS and VBR


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-3.56%
0
IJS
VBR

Volatility

IJS vs. VBR - Volatility Comparison

iShares S&P SmallCap 600 Value ETF (IJS) has a higher volatility of 4.75% compared to Vanguard Small-Cap Value ETF (VBR) at 3.44%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%OctoberNovemberDecember2024FebruaryMarch
4.75%
3.44%
IJS
VBR