IJSSX vs. SWSSX
Compare and contrast key facts about VY JPMorgan Small Cap Core Equity Portfolio (IJSSX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX).
IJSSX is managed by Voya. It was launched on May 1, 2002. SWSSX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 2000 Index. It was launched on May 19, 1997.
Performance
IJSSX vs. SWSSX - Performance Comparison
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IJSSX vs. SWSSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IJSSX VY JPMorgan Small Cap Core Equity Portfolio | -3.90% | 3.33% | 10.74% | 12.31% | -17.82% | 18.21% | 16.30% | 54.14% | -10.86% | 15.57% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | -2.49% | 12.88% | 11.57% | 17.07% | -20.43% | 14.77% | 20.12% | 25.63% | -11.19% | 14.76% |
Returns By Period
In the year-to-date period, IJSSX achieves a -3.90% return, which is significantly lower than SWSSX's -2.49% return. Over the past 10 years, IJSSX has outperformed SWSSX with an annualized return of 10.41%, while SWSSX has yielded a comparatively lower 9.50% annualized return.
IJSSX
- 1D
- -0.93%
- 1M
- -9.03%
- YTD
- -3.90%
- 6M
- -2.68%
- 1Y
- 8.89%
- 3Y*
- 6.57%
- 5Y*
- 1.47%
- 10Y*
- 10.41%
SWSSX
- 1D
- -1.45%
- 1M
- -8.18%
- YTD
- -2.49%
- 6M
- -0.36%
- 1Y
- 21.55%
- 3Y*
- 11.83%
- 5Y*
- 3.10%
- 10Y*
- 9.50%
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IJSSX vs. SWSSX - Expense Ratio Comparison
IJSSX has a 1.11% expense ratio, which is higher than SWSSX's 0.04% expense ratio.
Return for Risk
IJSSX vs. SWSSX — Risk / Return Rank
IJSSX
SWSSX
IJSSX vs. SWSSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VY JPMorgan Small Cap Core Equity Portfolio (IJSSX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX). 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.
| IJSSX | SWSSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.33 | 0.91 | -0.58 |
Sortino ratioReturn per unit of downside risk | 0.64 | 1.40 | -0.76 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.18 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | -0.15 | 1.33 | -1.47 |
Martin ratioReturn relative to average drawdown | -0.45 | 5.02 | -5.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IJSSX | SWSSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | 0.91 | -0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 0.14 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.40 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.33 | +0.08 |
Correlation
The correlation between IJSSX and SWSSX is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
IJSSX vs. SWSSX - Dividend Comparison
IJSSX's dividend yield for the trailing twelve months is around 15.23%, more than SWSSX's 1.32% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJSSX VY JPMorgan Small Cap Core Equity Portfolio | 15.23% | 14.64% | 0.28% | 6.70% | 23.23% | 5.05% | 0.00% | 48.41% | 15.74% | 5.67% | 8.73% | 14.18% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | 1.32% | 1.29% | 1.66% | 1.49% | 1.32% | 8.88% | 2.55% | 6.12% | 10.45% | 5.22% | 4.10% | 6.92% |
Drawdowns
IJSSX vs. SWSSX - Drawdown Comparison
The maximum IJSSX drawdown since its inception was -55.02%, smaller than the maximum SWSSX drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for IJSSX and SWSSX.
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Drawdown Indicators
| IJSSX | SWSSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.02% | -60.34% | +5.32% |
Max Drawdown (1Y)Largest decline over 1 year | -14.07% | -13.90% | -0.17% |
Max Drawdown (5Y)Largest decline over 5 years | -28.04% | -31.93% | +3.89% |
Max Drawdown (10Y)Largest decline over 10 years | -42.85% | -41.81% | -1.04% |
Current DrawdownCurrent decline from peak | -11.31% | -11.00% | -0.31% |
Average DrawdownAverage peak-to-trough decline | -9.40% | -10.78% | +1.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.53% | 3.68% | +3.85% |
Volatility
IJSSX vs. SWSSX - Volatility Comparison
The current volatility for VY JPMorgan Small Cap Core Equity Portfolio (IJSSX) is 6.10%, while Schwab Small-Cap Index Fund-Select Shares (SWSSX) has a volatility of 6.59%. This indicates that IJSSX experiences smaller price fluctuations and is considered to be less risky than SWSSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IJSSX | SWSSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.10% | 6.59% | -0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 12.74% | 14.12% | -1.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.36% | 23.11% | +1.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.29% | 22.57% | -1.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.38% | 24.03% | -0.65% |