IJT vs. ISCG
Compare and contrast key facts about iShares S&P SmallCap 600 Growth ETF (IJT) and iShares Morningstar Small-Cap Growth ETF (ISCG).
IJT and ISCG 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. ISCG is a passively managed fund by iShares that tracks the performance of the Morningstar US Small Cap Broad Growth Extended Index. It was launched on Jun 28, 2004. Both IJT and ISCG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IJT or ISCG.
Performance
IJT vs. ISCG - Performance Comparison
Returns By Period
In the year-to-date period, IJT achieves a 14.65% return, which is significantly lower than ISCG's 15.59% return. Over the past 10 years, IJT has outperformed ISCG with an annualized return of 10.19%, while ISCG has yielded a comparatively lower 9.37% annualized return.
IJT
14.65%
0.69%
9.05%
29.59%
10.13%
10.19%
ISCG
15.59%
0.86%
10.26%
32.19%
8.81%
9.37%
Key characteristics
| IJT | ISCG | |
|---|---|---|
| Sharpe Ratio | 1.42 | 1.58 |
| Sortino Ratio | 2.12 | 2.27 |
| Omega Ratio | 1.25 | 1.27 |
| Calmar Ratio | 1.32 | 0.30 |
| Martin Ratio | 8.63 | 9.25 |
| Ulcer Index | 3.23% | 3.25% |
| Daily Std Dev | 19.56% | 18.97% |
| Max Drawdown | -57.61% | -100.00% |
| Current Drawdown | -4.56% | -99.99% |
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IJT vs. ISCG - Expense Ratio Comparison
IJT has a 0.25% expense ratio, which is higher than ISCG's 0.06% 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%.
Correlation
The correlation between IJT and ISCG is 0.91, 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.
Risk-Adjusted Performance
IJT vs. ISCG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P SmallCap 600 Growth ETF (IJT) and iShares Morningstar Small-Cap Growth ETF (ISCG). 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.
Dividends
IJT vs. ISCG - Dividend Comparison
IJT's dividend yield for the trailing twelve months is around 0.96%, more than ISCG's 0.57% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJT iShares S&P SmallCap 600 Growth ETF | 0.96% | 1.02% | 1.08% | 0.63% | 0.68% | 0.92% | 0.92% | 0.86% | 1.03% | 1.14% | 0.78% | 0.70% |
ISCG iShares Morningstar Small-Cap Growth ETF | 0.57% | 0.77% | 0.92% | 0.62% | 0.10% | 0.27% | 0.40% | 0.52% | 1.19% | 0.64% | 0.56% | 0.53% |
Drawdowns
IJT vs. ISCG - Drawdown Comparison
The maximum IJT drawdown since its inception was -57.61%, smaller than the maximum ISCG drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for IJT and ISCG. For additional features, visit the drawdowns tool.
Volatility
IJT vs. ISCG - Volatility Comparison
iShares S&P SmallCap 600 Growth ETF (IJT) has a higher volatility of 7.66% compared to iShares Morningstar Small-Cap Growth ETF (ISCG) at 6.46%. This indicates that IJT's price experiences larger fluctuations and is considered to be riskier than ISCG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.