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IJT vs. DUSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IJT vs. DUSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P SmallCap 600 Growth ETF (IJT) and Dimensional U.S. Small Cap Growth ETF (DUSG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


IJT

1D
-0.69%
1M
3.20%
6M
15.03%
YTD
22.84%
1Y
27.49%
3Y*
14.13%
5Y*
7.56%
10Y*
11.03%

DUSG

1D
-0.70%
1M
1.36%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IJT vs. DUSG - Yearly Performance Comparison


Correlation

The correlation between IJT and DUSG is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 6, 2026

0.92

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Return for Risk

IJT vs. DUSG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IJT
IJT Risk / Return Rank: 6565
Overall Rank
IJT Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IJT Sortino Ratio Rank: 6363
Sortino Ratio Rank
IJT Omega Ratio Rank: 5555
Omega Ratio Rank
IJT Calmar Ratio Rank: 7575
Calmar Ratio Rank
IJT Martin Ratio Rank: 7373
Martin Ratio Rank

DUSG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

IJT vs. DUSG - 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. Small Cap Growth ETF (DUSG). 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.


IJTDUSGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.27

Calmar ratioReturn relative to maximum drawdown

3.04

Martin ratioReturn relative to average drawdown

10.49

IJT vs. DUSG - Sharpe Ratio Comparison


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Drawdowns

IJT vs. DUSG - Drawdown Comparison

The maximum IJT drawdown since its inception was -57.61%, which is greater than DUSG's maximum drawdown of -4.19%. Use the drawdown chart below to compare losses from any high point for IJT and DUSG.


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Drawdown Indicators


IJTDUSGDifference

Max Drawdown

Largest peak-to-trough decline

-57.61%

-4.19%

-53.42%

Max Drawdown (1Y)

Largest decline over 1 year

-9.08%

Max Drawdown (3Y)

Largest decline over 3 years

-27.41%

Max Drawdown (5Y)

Largest decline over 5 years

-29.24%

Max Drawdown (10Y)

Largest decline over 10 years

-42.03%

Current Drawdown

Current decline from peak

-3.20%

-2.35%

-0.85%

Average Drawdown

Average peak-to-trough decline

-10.27%

-1.16%

-9.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

Volatility

IJT vs. DUSG - Volatility Comparison


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Volatility by Period


IJTDUSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

Volatility (6M)

Calculated over the trailing 6-month period

13.08%

Volatility (1Y)

Calculated over the trailing 1-year period

17.79%

14.58%

+3.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.52%

14.58%

+6.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.98%

14.58%

+8.40%

IJT vs. DUSG - Expense Ratio Comparison

IJT has a 0.18% expense ratio, which is lower than DUSG's 0.32% expense ratio.


Dividends

IJT vs. DUSG - Dividend Comparison

IJT's dividend yield for the trailing twelve months is around 0.70%, more than DUSG's 0.14% yield.


PositionTTM20252024202320222021202020192018201720162015
DUSG
Dimensional U.S. Small Cap Growth ETF
0.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IJT
iShares S&P SmallCap 600 Growth ETF
0.70%0.91%1.06%1.02%1.08%0.63%0.68%0.92%0.92%0.86%1.03%1.14%

Frequently Asked Questions


With a correlation of 0.92, IJT and DUSG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, IJT is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IJT is cheaper with a 0.18% expense ratio, compared with 0.32% for DUSG.

IJT has the higher dividend yield at 0.70%, compared with 0.14% for DUSG.

They also come from different issuers: iShares and Dimensional Fund Advisors. Their fees differ too: 0.18% for IJT and 0.32% for DUSG.

Portfolio Optimizer

Find the right allocation for IJT and DUSG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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