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IJS vs. VV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IJS vs. VV - 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 Large-Cap ETF (VV). 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 VV's 9.78% return. Over the past 10 years, IJS has underperformed VV with an annualized return of 10.17%, while VV has yielded a comparatively higher 15.14% 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%

VV

1D
0.68%
1M
0.19%
6M
8.54%
YTD
9.78%
1Y
20.98%
3Y*
19.53%
5Y*
12.36%
10Y*
15.14%
ALL TIME*
10.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$28.19M$29.28M$50.29M
$85.99M$75.21M$96.89M

IJS vs. VV - 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%
VV
Vanguard Large-Cap ETF
9.78%18.11%25.25%27.18%-19.91%27.41%21.04%31.25%-4.46%22.00%

Correlation

The correlation between IJS and VV is 0.64, 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.

0.64

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

0.67

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

0.73

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

0.72

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

0.81

The correlation between IJS and VV shifts across timeframes, from 0.64 (1 year) to 0.81 (all time), reflecting how their relationship changes across market environments.

IJS vs. VV - Sectors Allocation Comparison


Sectors
IJS
VV

Financial Services

21.6%
11.5%

Consumer Cyclical

15.0%
9.0%

Industrials

12.9%
8.2%

Technology

11.5%
39.1%

Real Estate

8.3%
1.6%

Energy

7.6%
3.0%

Healthcare

6.3%
8.9%

Basic Materials

5.9%
1.7%

Consumer Defensive

5.5%
4.4%

Communication Services

3.5%
9.7%

Utilities

2.1%
2.5%

Financial Services

IJS
21.6%
VV
11.5%

Consumer Cyclical

IJS
15.0%
VV
9.0%

Industrials

IJS
12.9%
VV
8.2%

Technology

IJS
11.5%
VV
39.1%

Real Estate

IJS
8.3%
VV
1.6%

Energy

IJS
7.6%
VV
3.0%

Healthcare

IJS
6.3%
VV
8.9%

Basic Materials

IJS
5.9%
VV
1.7%

Consumer Defensive

IJS
5.5%
VV
4.4%

Communication Services

IJS
3.5%
VV
9.7%

Utilities

IJS
2.1%
VV
2.5%

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Return for Risk

IJS vs. VV — 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

VV
VV Risk / Return Rank: 6363
Overall Rank
VV Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
VV Sortino Ratio Rank: 6161
Sortino Ratio Rank
VV Omega Ratio Rank: 6262
Omega Ratio Rank
VV Calmar Ratio Rank: 5959
Calmar Ratio Rank
VV Martin Ratio Rank: 7171
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. VV - 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 Large-Cap ETF (VV). 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.


IJSVVDifference
Sharpe ratioReturn per unit of total volatility

+0.63

Sortino ratioReturn per unit of downside risk

+0.98

Omega ratioGain probability vs. loss probability

1.37

1.26

+0.10

Calmar ratioReturn relative to maximum drawdown

3.99

2.07

+1.92

Martin ratioReturn relative to average drawdown

13.67

8.71

+4.96

IJS vs. VV - Sharpe Ratio Comparison

The current IJS Sharpe Ratio is 2.09, which is higher than the VV Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of IJS and VV, 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. VV - Drawdown Comparison

The maximum IJS drawdown since its inception was -60.11%, which is greater than VV's maximum drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for IJS and VV.


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Drawdown Indicators


IJSVVDifference

Max Drawdown

Largest peak-to-trough decline

-60.11%

-54.81%

-5.30%

Max Drawdown (1Y)

Largest decline over 1 year

-9.28%

-9.21%

-0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-28.65%

-18.97%

-9.68%

Max Drawdown (5Y)

Largest decline over 5 years

-28.65%

-25.66%

-2.99%

Max Drawdown (10Y)

Largest decline over 10 years

-47.68%

-34.28%

-13.40%

Current Drawdown

Current decline from peak

-1.56%

-1.53%

-0.03%

Average Drawdown

Average peak-to-trough decline

-9.84%

-6.80%

-3.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

2.18%

+0.52%

Volatility

IJS vs. VV - Volatility Comparison

iShares S&P SmallCap 600 Value ETF (IJS) and Vanguard Large-Cap ETF (VV) have volatilities of 3.53% and 3.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IJSVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.53%

3.64%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

11.13%

10.18%

+0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

17.74%

13.01%

+4.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.71%

17.35%

+4.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.54%

18.21%

+5.33%

IJS vs. VV - Expense Ratio Comparison

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

IJS's dividend yield for the trailing twelve months is around 1.32%, more than VV's 1.02% 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%
VV
Vanguard Large-Cap ETF
1.02%1.08%1.24%1.41%1.66%1.19%1.46%1.81%2.09%1.75%1.98%1.96%

Frequently Asked Questions


IJS and VV have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VV has higher volatility (3.64%) compared to IJS (3.53%). In terms of maximum drawdown, IJS dropped -60.11% vs VV's -54.81%.

On 10-year performance, VV leads with 15.14% vs 10.17% for IJS. On fees, VV is cheaper at 0.04% per year. On volatility, IJS has been the lower-risk option at 3.53%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VV has performed better with a 15.14% return vs 10.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

IJS has the higher dividend yield at 1.32%, compared with 1.02% for VV.

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

IJS currently has the higher Sharpe Ratio (2.09 vs 1.47), 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

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