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IJS vs. VPL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IJS vs. VPL

Last updated Jun 24, 2026

IJS (iShares S&P SmallCap 600 Value ETF) and VPL (Vanguard FTSE Pacific ETF) are both exchange-traded funds - IJS is a Small Cap Value Equities fund tracking the S&P SmallCap 600 Value Index, while VPL is a Asia Pacific Equities fund tracking the FTSE Developed Asia Pacific Index. Both are passively managed. Over the past 10 years, IJS returned 10.48%/yr vs 10.76%/yr for VPL. A 0.66 correlation means they provide meaningful diversification when combined. IJS charges 0.25%/yr vs 0.08%/yr for VPL.

Performance

IJS vs. VPL - 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 FTSE Pacific ETF (VPL). 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 17.37% return, which is significantly lower than VPL's 25.73% return. Both investments have delivered pretty close results over the past 10 years, with IJS having a 10.48% annualized return and VPL not far ahead at 10.76%.

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%

VPL

1D
-5.86%
1M
1.56%
YTD
25.73%
6M
25.83%
1Y
47.86%
3Y*
22.03%
5Y*
9.86%
10Y*
10.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IJS vs. VPL - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
VPL
Vanguard FTSE Pacific ETF		25.73%32.66%1.68%15.58%-15.20%1.10%16.65%18.16%-14.40%28.85%

Correlation

The correlation between IJS and VPL is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.57

Correlation (3Y)
Calculated over the trailing 3-year period

0.61

Correlation (5Y)
Calculated over the trailing 5-year period

0.64

Correlation (10Y)
Calculated over the trailing 10-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Mar 10, 2005

0.66

The correlation between IJS and VPL has been stable across timeframes, ranging from 0.57 to 0.66 - a consistent structural relationship.

IJS vs. VPL - Sectors Allocation Comparison

Sectors
IJS
VPL

Financial Services

19.4%
19.3%

Consumer Cyclical

15.4%
9.6%

Technology

13.4%
22.6%

Industrials

11.6%
20.5%

Real Estate

8.6%
4.3%

Healthcare

7.3%
5.0%

Energy

7.0%
1.6%

Basic Materials

6.9%
7.3%

Communication Services

4.4%
4.8%

Consumer Defensive

3.9%
3.5%

Utilities

2.1%
1.6%

Financial Services

IJS
19.4%
VPL
19.3%

Consumer Cyclical

IJS
15.4%
VPL
9.6%

Technology

IJS
13.4%
VPL
22.6%

Industrials

IJS
11.6%
VPL
20.5%

Real Estate

IJS
8.6%
VPL
4.3%

Healthcare

IJS
7.3%
VPL
5.0%

Energy

IJS
7.0%
VPL
1.6%

Basic Materials

IJS
6.9%
VPL
7.3%

Communication Services

IJS
4.4%
VPL
4.8%

Consumer Defensive

IJS
3.9%
VPL
3.5%

Utilities

IJS
2.1%
VPL
1.6%

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 FTSE Pacific ETF

Often compared with IJS:
IJS vs. IJRIJS vs. AVUVIJS vs. VBRIJS vs. VIOVIJS vs. IWNIJS vs. VOOIJS vs. ISCV
Often compared with VPL:
VPL vs. AAXJVPL vs. VEAVPL vs. VWOVPL vs. VXUSVPL vs. IPACVPL vs. VGKVPL vs. VEU

Return for Risk

IJS vs. VPL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IJS
IJS Risk / Return Rank: 6969
Overall Rank
IJS Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
IJS Sortino Ratio Rank: 6767
Sortino Ratio Rank
IJS Omega Ratio Rank: 6060
Omega Ratio Rank
IJS Calmar Ratio Rank: 8080
Calmar Ratio Rank
IJS Martin Ratio Rank: 7373
Martin Ratio Rank
VPL
VPL Risk / Return Rank: 7070
Overall Rank
VPL Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VPL Sortino Ratio Rank: 6161
Sortino Ratio Rank
VPL Omega Ratio Rank: 7272
Omega Ratio Rank
VPL Calmar Ratio Rank: 7474
Calmar Ratio Rank
VPL Martin Ratio Rank: 7575
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. VPL - 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 FTSE Pacific ETF (VPL). 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.

IJSVPLDifference
Sharpe ratioReturn per unit of total volatility
2.05
2.16

-0.12

Sortino ratioReturn per unit of downside risk
2.93
2.76

+0.18

Omega ratioGain probability vs. loss probability

1.35

1.40

-0.05

Calmar ratioReturn relative to maximum drawdown

4.04

3.61

+0.43

Martin ratioReturn relative to average drawdown

13.28

13.71

-0.43

IJS vs. VPL - Sharpe Ratio Comparison

The current IJS Sharpe Ratio is 2.05, which is comparable to the VPL Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of IJS and VPL, 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. VPL - Drawdown Comparison

The maximum IJS drawdown since its inception was -60.11%, which is greater than VPL's maximum drawdown of -55.49%. Use the drawdown chart below to compare losses from any high point for IJS and VPL.

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Drawdown Indicators

IJSVPLDifference

Max Drawdown

Largest peak-to-trough decline

-60.11%

-55.49%

-4.62%

Max Drawdown (1Y)

Largest decline over 1 year

-9.28%

-13.33%

+4.05%

Max Drawdown (3Y)

Largest decline over 3 years

-28.65%

-16.35%

-12.30%

Max Drawdown (5Y)

Largest decline over 5 years

-28.65%

-31.09%

+2.44%

Max Drawdown (10Y)

Largest decline over 10 years

-47.68%

-33.90%

-13.78%

Current Drawdown

Current decline from peak

-1.64%

-5.86%

+4.22%

Average Drawdown

Average peak-to-trough decline

-9.87%

-11.61%

+1.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

3.50%

-0.68%

Volatility

IJS vs. VPL - Volatility Comparison

The current volatility for iShares S&P SmallCap 600 Value ETF (IJS) is 4.85%, while Vanguard FTSE Pacific ETF (VPL) has a volatility of 11.91%. This indicates that IJS experiences smaller price fluctuations and is considered to be less risky than VPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IJSVPLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.85%

11.91%

-7.06%

Volatility (6M)

Calculated over the trailing 6-month period

11.82%

19.95%

-8.13%

Volatility (1Y)

Calculated over the trailing 1-year period

18.34%

22.25%

-3.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.94%

17.93%

+4.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.59%

17.52%

+6.07%

IJS vs. VPL - Expense Ratio Comparison

IJS has a 0.25% expense ratio, which is higher than VPL's 0.08% 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. VPL - Dividend Comparison

IJS's dividend yield for the trailing twelve months is around 1.36%, less than VPL's 2.66% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
VPL
Vanguard FTSE Pacific ETF		2.66%4.01%3.15%3.12%2.75%3.19%1.81%2.84%3.06%2.57%2.65%2.43%

Frequently Asked Questions

IJS and VPL have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VPL has higher volatility (11.91%) compared to IJS (4.85%). In terms of maximum drawdown, IJS dropped -60.11% vs VPL's -55.49%.

On 10-year performance, VPL leads with 10.76% vs 10.48% for IJS. On fees, VPL is cheaper at 0.08% per year. On volatility, IJS has been the lower-risk option at 4.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VPL has performed better with a 10.76% return vs 10.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VPL is cheaper with a 0.08% expense ratio, compared with 0.25% for IJS.

VPL has the higher dividend yield at 2.66%, compared with 1.36% for IJS.

IJS is categorized as Small Cap Value Equities, while VPL is Asia Pacific Equities. IJS tracks S&P SmallCap 600 Value Index, while VPL tracks FTSE Developed Asia Pacific Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.25% for IJS and 0.08% for VPL.

VPL currently has the higher Sharpe Ratio (2.16 vs 2.05), 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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