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IJS vs. VNQI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IJS vs. VNQI

Last updated Apr 5, 2026

Compare and contrast key facts about iShares S&P SmallCap 600 Value ETF (IJS) and Vanguard Global ex-U.S. Real Estate ETF (VNQI).

IJS and VNQI 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. VNQI is a passively managed fund by Vanguard that tracks the performance of the S&P Global ex-U.S. Property Index. It was launched on Nov 1, 2010. Both IJS and VNQI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

IJS vs. VNQI - 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 Global ex-U.S. Real Estate ETF (VNQI). 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 4.77% return, which is significantly higher than VNQI's -2.23% return. Over the past 10 years, IJS has outperformed VNQI with an annualized return of 9.52%, while VNQI has yielded a comparatively lower 2.56% annualized 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%

VNQI

1D
-0.29%
1M
-5.88%
YTD
-2.23%
6M
-2.00%
1Y
20.36%
3Y*
7.76%
5Y*
-0.35%
10Y*
2.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IJS vs. VNQI - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IJS
iShares S&P SmallCap 600 Value ETF		4.77%6.54%7.33%14.68%-11.34%30.53%2.63%24.11%-12.86%11.35%
VNQI
Vanguard Global ex-U.S. Real Estate ETF		-2.23%21.38%-2.22%6.99%-22.94%5.93%-7.22%21.59%-9.44%26.91%

Correlation

The correlation between IJS and VNQI is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined. Holding both can reduce overall portfolio volatility compared to holding either one alone.

IJS vs. VNQI - Expense Ratio Comparison

IJS has a 0.25% expense ratio, which is higher than VNQI's 0.12% 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%.

IJS
iShares S&P SmallCap 600 Value ETF
VNQI
Vanguard Global ex-U.S. Real Estate ETF

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 Global ex-U.S. Real Estate ETF

Often compared with IJS:
IJS vs. IJRIJS vs. AVUVIJS vs. VBRIJS vs. VIOVIJS vs. IWNIJS vs. VOOIJS vs. IWM
Often compared with VNQI:
VNQI vs. VNQVNQI vs. REETVNQI vs. SCHHVNQI vs. HAUZVNQI vs. SCHDVNQI vs. RWXVNQI vs. RWO

Return for Risk

IJS vs. VNQI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IJS
IJS Risk / Return Rank: 4747
Overall Rank
IJS Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IJS Sortino Ratio Rank: 5050
Sortino Ratio Rank
IJS Omega Ratio Rank: 4545
Omega Ratio Rank
IJS Calmar Ratio Rank: 4545
Calmar Ratio Rank
IJS Martin Ratio Rank: 4545
Martin Ratio Rank
VNQI
VNQI Risk / Return Rank: 4545
Overall Rank
VNQI Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
VNQI Sortino Ratio Rank: 5353
Sortino Ratio Rank
VNQI Omega Ratio Rank: 5151
Omega Ratio Rank
VNQI Calmar Ratio Rank: 3131
Calmar Ratio Rank
VNQI Martin Ratio Rank: 3636
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. VNQI - 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 Global ex-U.S. Real Estate ETF (VNQI). 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.

IJSVNQIDifference

Sharpe ratio

Return per unit of total volatility

0.93

1.05

-0.12

Sortino ratio

Return per unit of downside risk

1.43

1.50

-0.07

Omega ratio

Gain probability vs. loss probability

1.19

1.21

-0.02

Calmar ratio

Return relative to maximum drawdown

1.51

1.05

+0.46

Martin ratio

Return relative to average drawdown

5.68

4.47

+1.21

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IJS vs. VNQI - Sharpe Ratio Comparison

The current IJS Sharpe Ratio is 0.93, which is comparable to the VNQI Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of IJS and VNQI, 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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Sharpe Ratios by Period

IJSVNQIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

1.05

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

-0.02

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.16

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.20

+0.19

Drawdowns

IJS vs. VNQI - Drawdown Comparison

The maximum IJS drawdown since its inception was -60.11%, which is greater than VNQI's maximum drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for IJS and VNQI.

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Drawdown Indicators

IJSVNQIDifference

Max Drawdown

Largest peak-to-trough decline

-60.11%

-38.35%

-21.76%

Max Drawdown (1Y)

Largest decline over 1 year

-9.28%

-14.78%

+5.50%

Max Drawdown (5Y)

Largest decline over 5 years

-28.65%

-35.75%

+7.10%

Max Drawdown (10Y)

Largest decline over 10 years

-47.68%

-38.35%

-9.33%

Current Drawdown

Current decline from peak

-5.84%

-11.70%

+5.86%

Average Drawdown

Average peak-to-trough decline

-9.95%

-10.92%

+0.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.17%

3.48%

+0.69%

Volatility

IJS vs. VNQI - Volatility Comparison

The current volatility for iShares S&P SmallCap 600 Value ETF (IJS) is 5.31%, while Vanguard Global ex-U.S. Real Estate ETF (VNQI) has a volatility of 6.27%. This indicates that IJS experiences smaller price fluctuations and is considered to be less risky than VNQI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IJSVNQIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.31%

6.27%

-0.96%

Volatility (6M)

Calculated over the trailing 6-month period

13.50%

9.56%

+3.94%

Volatility (1Y)

Calculated over the trailing 1-year period

23.75%

14.37%

+9.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.13%

15.28%

+6.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.60%

15.96%

+7.64%

Dividends

IJS vs. VNQI - Dividend Comparison

IJS's dividend yield for the trailing twelve months is around 1.42%, less than VNQI's 4.81% yield.

TTM20252024202320222021202020192018201720162015
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%
VNQI
Vanguard Global ex-U.S. Real Estate ETF		4.81%4.70%5.16%3.74%0.57%6.48%0.93%7.58%4.62%3.86%5.18%2.86%