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IJT vs. IJS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IJT vs. IJS - Performance Comparison

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

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IJT vs. IJS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IJT
iShares S&P SmallCap 600 Growth ETF
2.67%5.26%9.33%17.11%-21.32%22.37%19.22%20.98%-4.40%14.47%
IJS
iShares S&P SmallCap 600 Value ETF
4.34%6.54%7.33%14.68%-11.34%30.53%2.63%24.11%-12.86%11.35%

Returns By Period

In the year-to-date period, IJT achieves a 2.67% return, which is significantly lower than IJS's 4.34% return. Both investments have delivered pretty close results over the past 10 years, with IJT having a 9.81% annualized return and IJS not far behind at 9.34%.


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%

IJS

1D
2.19%
1M
-3.37%
YTD
4.34%
6M
7.80%
1Y
23.41%
3Y*
9.98%
5Y*
4.72%
10Y*
9.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IJT vs. IJS - Expense Ratio Comparison

Both IJT and IJS have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

IJT vs. IJS — Risk / Return Rank

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

IJT
IJT Risk / Return Rank: 5050
Overall Rank
IJT Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IJT Sortino Ratio Rank: 4848
Sortino Ratio Rank
IJT Omega Ratio Rank: 4444
Omega Ratio Rank
IJT Calmar Ratio Rank: 5555
Calmar Ratio Rank
IJT Martin Ratio Rank: 5858
Martin Ratio Rank

IJS
IJS Risk / Return Rank: 6161
Overall Rank
IJS Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
IJS Sortino Ratio Rank: 6262
Sortino Ratio Rank
IJS Omega Ratio Rank: 5757
Omega Ratio Rank
IJS Calmar Ratio Rank: 6464
Calmar Ratio Rank
IJS Martin Ratio Rank: 6262
Martin Ratio Rank
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. IJS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P SmallCap 600 Growth ETF (IJT) and iShares S&P SmallCap 600 Value ETF (IJS). 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.


IJTIJSDifference

Sharpe ratio

Return per unit of total volatility

0.78

0.99

-0.21

Sortino ratio

Return per unit of downside risk

1.25

1.51

-0.25

Omega ratio

Gain probability vs. loss probability

1.16

1.20

-0.04

Calmar ratio

Return relative to maximum drawdown

1.31

1.52

-0.21

Martin ratio

Return relative to average drawdown

5.40

5.74

-0.34

IJT vs. IJS - Sharpe Ratio Comparison

The current IJT Sharpe Ratio is 0.78, which is comparable to the IJS Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of IJT and IJS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IJTIJSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

0.99

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.21

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.40

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.39

-0.01

Correlation

The correlation between IJT and IJS 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. IJS - Dividend Comparison

IJT's dividend yield for the trailing twelve months is around 0.86%, less than IJS's 1.42% yield.


TTM20252024202320222021202020192018201720162015
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%
IJS
iShares S&P SmallCap 600 Value ETF
1.42%1.62%1.78%1.42%1.46%1.52%1.00%1.66%1.75%1.41%1.22%1.59%

Drawdowns

IJT vs. IJS - Drawdown Comparison

The maximum IJT drawdown since its inception was -57.61%, roughly equal to the maximum IJS drawdown of -60.11%. Use the drawdown chart below to compare losses from any high point for IJT and IJS.


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Drawdown Indicators


IJTIJSDifference

Max Drawdown

Largest peak-to-trough decline

-57.61%

-60.11%

+2.50%

Max Drawdown (1Y)

Largest decline over 1 year

-13.92%

-15.68%

+1.76%

Max Drawdown (5Y)

Largest decline over 5 years

-29.24%

-28.65%

-0.59%

Max Drawdown (10Y)

Largest decline over 10 years

-42.03%

-47.68%

+5.65%

Current Drawdown

Current decline from peak

-5.90%

-6.22%

+0.32%

Average Drawdown

Average peak-to-trough decline

-10.37%

-9.95%

-0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

4.14%

-0.76%

Volatility

IJT vs. IJS - Volatility Comparison

iShares S&P SmallCap 600 Growth ETF (IJT) has a higher volatility of 7.28% compared to iShares S&P SmallCap 600 Value ETF (IJS) at 5.39%. This indicates that IJT's price experiences larger fluctuations and is considered to be riskier than IJS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IJTIJSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.28%

5.39%

+1.89%

Volatility (6M)

Calculated over the trailing 6-month period

13.11%

13.52%

-0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

22.19%

23.75%

-1.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.57%

22.14%

-0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.01%

23.61%

-0.60%