IJS vs. VNQI
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IJS or VNQI.
Key characteristics
| IJS | VNQI | |
|---|---|---|
| YTD Return | -4.62% | -3.43% |
| 1Y Return | 8.94% | 1.15% |
| 3Y Return (Ann) | 0.04% | -7.13% |
| 5Y Return (Ann) | 6.84% | -3.03% |
| 10Y Return (Ann) | 7.51% | 0.95% |
| Sharpe Ratio | 0.49 | 0.13 |
| Daily Std Dev | 21.25% | 15.36% |
| Max Drawdown | -60.11% | -38.35% |
| Current Drawdown | -8.07% | -24.72% |
Correlation
The correlation between IJS and VNQI is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
IJS vs. VNQI - Performance Comparison
In the year-to-date period, IJS achieves a -4.62% return, which is significantly lower than VNQI's -3.43% return. Over the past 10 years, IJS has outperformed VNQI with an annualized return of 7.51%, while VNQI has yielded a comparatively lower 0.95% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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%.
Risk-Adjusted Performance
IJS vs. VNQI - 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 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.
Dividends
IJS vs. VNQI - Dividend Comparison
IJS's dividend yield for the trailing twelve months is around 1.53%, less than VNQI's 3.87% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJS iShares S&P SmallCap 600 Value ETF | 1.53% | 1.42% | 1.46% | 1.52% | 1.00% | 1.66% | 1.75% | 1.41% | 1.22% | 1.59% | 1.41% | 1.18% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 3.87% | 3.74% | 0.57% | 6.48% | 0.93% | 7.58% | 4.62% | 3.86% | 5.18% | 2.86% | 4.11% | 3.27% |
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. For additional features, visit the drawdowns tool.
Volatility
IJS vs. VNQI - Volatility Comparison
iShares S&P SmallCap 600 Value ETF (IJS) has a higher volatility of 5.80% compared to Vanguard Global ex-U.S. Real Estate ETF (VNQI) at 4.58%. This indicates that IJS's price experiences larger fluctuations and is considered to be riskier than VNQI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.