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IJS vs. VTV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IJS vs. VTV

Last updated Aug 2, 2026
Documentation

IJS (iShares S&P SmallCap 600 Value ETF) and VTV (Vanguard Value ETF) are both exchange-traded funds - IJS is a Small Cap Value Equities fund tracking the S&P SmallCap 600 Value Index, while VTV is a Large Cap Value Equities fund tracking the CRSP US Large Cap Value Index. Both are passively managed. Over the past 10 years, IJS returned 10.17%/yr vs 12.57%/yr for VTV. Their correlation of 0.84 means they have usually moved in the same direction. IJS charges 0.25%/yr vs 0.04%/yr for VTV.

Performance

IJS vs. VTV - 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 Value ETF (VTV). 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 20.25% return, which is significantly higher than VTV's 16.37% return. Over the past 10 years, IJS has underperformed VTV with an annualized return of 10.17%, while VTV has yielded a comparatively higher 12.57% annualized return.

IJS

1D
0.09%
1M
0.38%
6M
12.92%
YTD
20.25%
1Y
39.43%
3Y*
12.47%
5Y*
7.91%
10Y*
10.17%
ALL TIME*
9.94%

VTV

1D
-0.27%
1M
0.36%
6M
11.27%
YTD
16.37%
1Y
27.94%
3Y*
17.12%
5Y*
12.29%
10Y*
12.57%
ALL TIME*
9.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

IJS

iShares S&P SmallCap 600 Value ETF
$28.19M$29.28M$50.29M

VTV

Vanguard Value ETF
$688.19M$688.42M$619.05M

IJS vs. VTV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IJS
iShares S&P SmallCap 600 Value ETF		20.25%6.54%7.33%14.68%-11.34%30.53%2.63%24.11%-12.86%11.35%
VTV
Vanguard Value ETF		16.37%15.27%15.95%9.32%-2.09%26.53%2.33%25.66%-5.47%17.15%

Correlation

The correlation between IJS and VTV is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.76

Correlation (3Y)
Balances recent behavior with more history.

0.81

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.83

Correlation (10Y)
Provides a long-term view across more market conditions.

0.82

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2004

0.84

The correlation between IJS and VTV has been stable across timeframes, ranging from 0.76 to 0.84 - a consistent structural relationship.

IJS vs. VTV - Sectors Allocation Comparison

Sectors
IJS
VTV

Financial Services

21.6%
22.4%

Consumer Cyclical

15.0%
3.9%

Industrials

12.9%
14.3%

Technology

11.5%
15.3%

Real Estate

8.3%
2.5%

Energy

7.6%
6.9%

Healthcare

6.3%
15.2%

Basic Materials

5.9%
3.0%

Consumer Defensive

5.5%
8.7%

Communication Services

3.5%
2.9%

Utilities

2.1%
4.8%

Financial Services

IJS
21.6%
VTV
22.4%

Consumer Cyclical

IJS
15.0%
VTV
3.9%

Industrials

IJS
12.9%
VTV
14.3%

Technology

IJS
11.5%
VTV
15.3%

Real Estate

IJS
8.3%
VTV
2.5%

Energy

IJS
7.6%
VTV
6.9%

Healthcare

IJS
6.3%
VTV
15.2%

Basic Materials

IJS
5.9%
VTV
3.0%

Consumer Defensive

IJS
5.5%
VTV
8.7%

Communication Services

IJS
3.5%
VTV
2.9%

Utilities

IJS
2.1%
VTV
4.8%

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 Value ETF

Often compared with IJS:
IJS vs. IJRIJS vs. AVUVIJS vs. VBRIJS vs. VIOVIJS vs. IWNIJS vs. VOOIJS vs. ISCV
Often compared with VTV:
VTV vs. VOOVTV vs. SCHDVTV vs. VTIVTV vs. VUGVTV vs. VYMVTV vs. SCHVVTV vs. VIG

Return for Risk

IJS vs. VTV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
IJS
IJS Risk / Return Rank: 8888
Overall Rank
IJS Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
IJS Sortino Ratio Rank: 8989
Sortino Ratio Rank
IJS Omega Ratio Rank: 8585
Omega Ratio Rank
IJS Calmar Ratio Rank: 9191
Calmar Ratio Rank
IJS Martin Ratio Rank: 8989
Martin Ratio Rank
VTV
VTV Risk / Return Rank: 9393
Overall Rank
VTV Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
VTV Sortino Ratio Rank: 9494
Sortino Ratio Rank
VTV Omega Ratio Rank: 9393
Omega Ratio Rank
VTV Calmar Ratio Rank: 9292
Calmar Ratio Rank
VTV Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IJS vs. VTV - 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 Value ETF (VTV). 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.

IJSVTVDifference
Sharpe ratioReturn per unit of total volatility
2.09
2.62

-0.52

Sortino ratioReturn per unit of downside risk
3.02
3.74

-0.72

Omega ratioGain probability vs. loss probability

1.37

1.47

-0.11

Calmar ratioReturn relative to maximum drawdown

3.99

4.24

-0.26

Martin ratioReturn relative to average drawdown

13.67

16.42

-2.75

IJS vs. VTV - Sharpe Ratio Comparison

The current IJS Sharpe Ratio is 2.09, which is comparable to the VTV Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of IJS and VTV, 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. VTV - Drawdown Comparison

The maximum IJS drawdown since its inception was -60.11%, roughly equal to the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for IJS and VTV.

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Drawdown Indicators

IJSVTVDifference

Max Drawdown

Largest peak-to-trough decline

-60.11%

-59.27%

-0.84%

Max Drawdown (1Y)

Largest decline over 1 year

-9.28%

-6.35%

-2.93%

Max Drawdown (3Y)

Largest decline over 3 years

-28.65%

-14.52%

-14.13%

Max Drawdown (5Y)

Largest decline over 5 years

-28.65%

-17.04%

-11.61%

Max Drawdown (10Y)

Largest decline over 10 years

-47.68%

-36.78%

-10.90%

Current Drawdown

Current decline from peak

-1.56%

-1.36%

-0.20%

Average Drawdown

Average peak-to-trough decline

-9.84%

-7.82%

-2.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

1.64%

+1.06%

Volatility

IJS vs. VTV - Volatility Comparison

iShares S&P SmallCap 600 Value ETF (IJS) has a higher volatility of 3.53% compared to Vanguard Value ETF (VTV) at 2.62%. This indicates that IJS's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IJSVTVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.53%

2.62%

+0.91%

Volatility (6M)

Calculated over the trailing 6-month period

11.13%

7.72%

+3.41%

Volatility (1Y)

Calculated over the trailing 1-year period

17.74%

10.36%

+7.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.71%

13.82%

+7.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.54%

16.61%

+6.93%

IJS vs. VTV - Expense Ratio Comparison

IJS has a 0.25% expense ratio, which is higher than VTV's 0.04% 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. VTV - Dividend Comparison

IJS's dividend yield for the trailing twelve months is around 1.32%, less than VTV's 1.86% yield.

PositionTTM20252024202320222021202020192018201720162015
IJS
iShares S&P SmallCap 600 Value ETF		1.32%1.62%1.78%1.42%1.46%1.52%1.00%1.66%1.75%1.41%1.22%1.59%
VTV
Vanguard Value ETF		1.86%2.05%2.31%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%

Frequently Asked Questions

IJS and VTV have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IJS has higher volatility (3.53%) compared to VTV (2.62%). In terms of maximum drawdown, IJS dropped -60.11% vs VTV's -59.27%.

On 10-year performance, VTV leads with 12.57% vs 10.17% for IJS. On fees, VTV is cheaper at 0.04% per year. On volatility, VTV has been the lower-risk option at 2.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VTV has performed better with a 12.57% return vs 10.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTV is cheaper with a 0.04% expense ratio, compared with 0.25% for IJS.

VTV has the higher dividend yield at 1.86%, compared with 1.32% for IJS.

IJS is categorized as Small Cap Value Equities, while VTV is Large Cap Value Equities. IJS tracks S&P SmallCap 600 Value Index, while VTV tracks CRSP US Large Cap Value Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.25% for IJS and 0.04% for VTV.

VTV currently has the higher Sharpe Ratio (2.62 vs 2.09), 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.

Portfolio Optimizer

Find the right allocation for IJS and VTV

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