IJT vs. DFAT
Compare and contrast key facts about iShares S&P SmallCap 600 Growth ETF (IJT) and Dimensional U.S. Targeted Value ETF (DFAT).
IJT and DFAT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IJT is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600/Citigroup Growth Index. It was launched on Jul 24, 2000. DFAT is an actively managed fund by Dimensional. It was launched on Jun 14, 2021.
Performance
IJT vs. DFAT - Performance Comparison
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IJT vs. DFAT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IJT iShares S&P SmallCap 600 Growth ETF | 2.67% | 5.26% | 9.33% | 17.11% | -21.32% | 5.62% |
DFAT Dimensional U.S. Targeted Value ETF | 5.24% | 8.73% | 7.80% | 20.86% | -6.23% | 5.08% |
Returns By Period
In the year-to-date period, IJT achieves a 2.67% return, which is significantly lower than DFAT's 5.24% return.
IJT
- 1D
- 3.50%
- 1M
- -4.80%
- YTD
- 2.67%
- 6M
- 2.72%
- 1Y
- 17.28%
- 3Y*
- 10.70%
- 5Y*
- 3.10%
- 10Y*
- 9.81%
DFAT
- 1D
- 2.01%
- 1M
- -3.73%
- YTD
- 5.24%
- 6M
- 8.08%
- 1Y
- 23.33%
- 3Y*
- 13.66%
- 5Y*
- —
- 10Y*
- —
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IJT vs. DFAT - Expense Ratio Comparison
IJT has a 0.25% expense ratio, which is lower than DFAT's 0.28% expense ratio.
Return for Risk
IJT vs. DFAT — Risk / Return Rank
IJT
DFAT
IJT vs. DFAT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P SmallCap 600 Growth ETF (IJT) and Dimensional U.S. Targeted Value ETF (DFAT). 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.
| IJT | DFAT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 1.05 | -0.26 |
Sortino ratioReturn per unit of downside risk | 1.25 | 1.57 | -0.32 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.22 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 1.60 | -0.29 |
Martin ratioReturn relative to average drawdown | 5.40 | 5.87 | -0.47 |
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
| IJT | DFAT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 1.05 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.39 | -0.01 |
Correlation
The correlation between IJT and DFAT is 0.94, 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
IJT vs. DFAT - Dividend Comparison
IJT's dividend yield for the trailing twelve months is around 0.86%, less than DFAT's 1.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJT iShares S&P SmallCap 600 Growth ETF | 0.86% | 0.91% | 1.06% | 1.02% | 1.08% | 0.63% | 0.68% | 0.92% | 0.92% | 0.86% | 1.03% | 1.14% |
DFAT Dimensional U.S. Targeted Value ETF | 1.56% | 1.55% | 1.31% | 1.34% | 1.34% | 1.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IJT vs. DFAT - Drawdown Comparison
The maximum IJT drawdown since its inception was -57.61%, which is greater than DFAT's maximum drawdown of -26.12%. Use the drawdown chart below to compare losses from any high point for IJT and DFAT.
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Drawdown Indicators
| IJT | DFAT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.61% | -26.12% | -31.49% |
Max Drawdown (1Y)Largest decline over 1 year | -13.92% | -14.60% | +0.68% |
Max Drawdown (5Y)Largest decline over 5 years | -29.24% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -42.03% | — | — |
Current DrawdownCurrent decline from peak | -5.90% | -6.07% | +0.17% |
Average DrawdownAverage peak-to-trough decline | -10.37% | -6.42% | -3.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 3.99% | -0.61% |
Volatility
IJT vs. DFAT - Volatility Comparison
iShares S&P SmallCap 600 Growth ETF (IJT) has a higher volatility of 7.28% compared to Dimensional U.S. Targeted Value ETF (DFAT) at 5.24%. This indicates that IJT's price experiences larger fluctuations and is considered to be riskier than DFAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IJT | DFAT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.28% | 5.24% | +2.04% |
Volatility (6M)Calculated over the trailing 6-month period | 13.11% | 12.13% | +0.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.19% | 22.40% | -0.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.57% | 21.72% | -0.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.01% | 21.72% | +1.29% |