IJS vs. VISVX
IJS (iShares S&P SmallCap 600 Value ETF) and VISVX (Vanguard Small Cap Value Index Fund) are both Small Cap Value Equities funds - IJS tracks the S&P SmallCap 600 Value Index while VISVX tracks the CRSP US Small Cap Value Index. Both are passively managed. Over the past 10 years, IJS returned 10.48%/yr vs 10.83%/yr for VISVX. With a 0.97 correlation, they move nearly in lockstep. IJS charges 0.25%/yr vs 0.19%/yr for VISVX.
Performance
IJS vs. VISVX - Performance Comparison
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Returns By Period
In the year-to-date period, IJS achieves a 17.37% return, which is significantly higher than VISVX's 13.38% return. Both investments have delivered pretty close results over the past 10 years, with IJS having a 10.48% annualized return and VISVX not far ahead at 10.83%.
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%
VISVX
- 1D
- 0.19%
- 1M
- 2.69%
- YTD
- 13.38%
- 6M
- 11.86%
- 1Y
- 26.29%
- 3Y*
- 16.56%
- 5Y*
- 8.60%
- 10Y*
- 10.83%
IJS vs. VISVX - 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% |
VISVX Vanguard Small Cap Value Index Fund | 13.38% | 8.27% | 11.21% | 16.92% | -9.43% | 27.97% | 5.68% | 22.61% | -12.35% | 11.67% |
Correlation
The correlation between IJS and VISVX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Jul 28, 2000 | 0.97 |
The correlation between IJS and VISVX has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.
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Return for Risk
IJS vs. VISVX — Risk / Return Rank
IJS
VISVX
IJS vs. VISVX - 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 Index Fund (VISVX). 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 | VISVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.31 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 4.04 | 3.13 | +0.90 |
| Martin ratioReturn relative to average drawdown | 13.28 | 11.10 | +2.18 |
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Drawdowns
IJS vs. VISVX - Drawdown Comparison
The maximum IJS drawdown since its inception was -60.11%, roughly equal to the maximum VISVX drawdown of -62.15%. Use the drawdown chart below to compare losses from any high point for IJS and VISVX.
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Drawdown Indicators
| IJS | VISVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.11% | -62.15% | +2.04% |
Max Drawdown (1Y)Largest decline over 1 year | -9.28% | -8.87% | -0.41% |
Max Drawdown (3Y)Largest decline over 3 years | -28.65% | -24.60% | -4.05% |
Max Drawdown (5Y)Largest decline over 5 years | -28.65% | -24.60% | -4.05% |
Max Drawdown (10Y)Largest decline over 10 years | -47.68% | -45.39% | -2.29% |
Current DrawdownCurrent decline from peak | -1.64% | -1.02% | -0.62% |
Average DrawdownAverage peak-to-trough decline | -9.87% | -9.01% | -0.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 2.50% | +0.32% |
Volatility
IJS vs. VISVX - Volatility Comparison
iShares S&P SmallCap 600 Value ETF (IJS) has a higher volatility of 4.85% compared to Vanguard Small Cap Value Index Fund (VISVX) at 4.02%. This indicates that IJS's price experiences larger fluctuations and is considered to be riskier than VISVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IJS | VISVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.85% | 4.02% | +0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 11.82% | 10.65% | +1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.34% | 15.35% | +2.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.94% | 19.73% | +2.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.59% | 21.84% | +1.75% |
IJS vs. VISVX - Expense Ratio Comparison
IJS has a 0.25% expense ratio, which is higher than VISVX's 0.19% 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. VISVX - Dividend Comparison
IJS's dividend yield for the trailing twelve months is around 1.36%, less than VISVX's 1.62% 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% |
VISVX Vanguard Small Cap Value Index Fund | 1.62% | 1.28% | 1.86% | 1.98% | 1.90% | 1.63% | 1.58% | 1.95% | 2.20% | 1.68% | 1.42% | 1.85% |
Frequently Asked Questions
With a correlation of 0.96, IJS and VISVX 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 (4.85%) compared to VISVX (4.02%). In terms of maximum drawdown, IJS dropped -60.11% vs VISVX's -62.15%.
IJS currently has the higher Sharpe Ratio (2.05 vs 1.81), 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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