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IJT vs. SCHA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


IJTSCHA
YTD Return-1.46%-3.04%
1Y Return14.00%10.74%
3Y Return (Ann)-1.17%-2.31%
5Y Return (Ann)7.42%6.58%
10Y Return (Ann)8.85%7.24%
Sharpe Ratio0.800.64
Daily Std Dev18.07%18.84%
Max Drawdown-57.61%-42.41%
Current Drawdown-12.11%-13.95%

Correlation

-0.50.00.51.01.0

The correlation between IJT and SCHA is 0.98, 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.

Performance

IJT vs. SCHA - Performance Comparison

In the year-to-date period, IJT achieves a -1.46% return, which is significantly higher than SCHA's -3.04% return. Over the past 10 years, IJT has outperformed SCHA with an annualized return of 8.85%, while SCHA has yielded a comparatively lower 7.24% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
14.82%
14.38%
IJT
SCHA

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares S&P SmallCap 600 Growth ETF

Schwab U.S. Small-Cap ETF

IJT vs. SCHA - Expense Ratio Comparison

IJT has a 0.25% expense ratio, which is higher than SCHA's 0.04% expense ratio.

IJT
iShares S&P SmallCap 600 Growth ETF
0.50%1.00%1.50%2.00%0.25%
0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

IJT vs. SCHA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P SmallCap 600 Growth ETF (IJT) and Schwab U.S. Small-Cap ETF (SCHA). 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
Sharpe ratio
The chart of Sharpe ratio for IJT, currently valued at 0.80, compared to the broader market-1.000.001.002.003.004.005.000.80
Sortino ratio
The chart of Sortino ratio for IJT, currently valued at 1.31, compared to the broader market-2.000.002.004.006.008.001.31
Omega ratio
The chart of Omega ratio for IJT, currently valued at 1.15, compared to the broader market1.001.502.002.501.15
Calmar ratio
The chart of Calmar ratio for IJT, currently valued at 0.54, compared to the broader market0.002.004.006.008.0010.0012.000.54
Martin ratio
The chart of Martin ratio for IJT, currently valued at 2.72, compared to the broader market0.0020.0040.0060.0080.002.72
SCHA
Sharpe ratio
The chart of Sharpe ratio for SCHA, currently valued at 0.64, compared to the broader market-1.000.001.002.003.004.005.000.64
Sortino ratio
The chart of Sortino ratio for SCHA, currently valued at 1.05, compared to the broader market-2.000.002.004.006.008.001.05
Omega ratio
The chart of Omega ratio for SCHA, currently valued at 1.12, compared to the broader market1.001.502.002.501.12
Calmar ratio
The chart of Calmar ratio for SCHA, currently valued at 0.42, compared to the broader market0.002.004.006.008.0010.0012.000.42
Martin ratio
The chart of Martin ratio for SCHA, currently valued at 1.96, compared to the broader market0.0020.0040.0060.0080.001.96

IJT vs. SCHA - Sharpe Ratio Comparison

The current IJT Sharpe Ratio is 0.80, which roughly equals the SCHA Sharpe Ratio of 0.64. The chart below compares the 12-month rolling Sharpe Ratio of IJT and SCHA.


Rolling 12-month Sharpe Ratio0.000.501.00NovemberDecember2024FebruaryMarchApril
0.80
0.64
IJT
SCHA

Dividends

IJT vs. SCHA - Dividend Comparison

IJT's dividend yield for the trailing twelve months is around 0.98%, less than SCHA's 1.41% yield.


TTM20232022202120202019201820172016201520142013
IJT
iShares S&P SmallCap 600 Growth ETF
0.98%1.02%1.08%0.63%0.68%0.92%0.92%0.86%1.03%1.14%0.78%0.70%
SCHA
Schwab U.S. Small-Cap ETF
1.41%1.42%1.37%1.19%1.05%1.39%1.62%1.24%1.50%1.48%1.45%1.14%

Drawdowns

IJT vs. SCHA - Drawdown Comparison

The maximum IJT drawdown since its inception was -57.61%, which is greater than SCHA's maximum drawdown of -42.41%. Use the drawdown chart below to compare losses from any high point for IJT and SCHA. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%NovemberDecember2024FebruaryMarchApril
-12.11%
-13.95%
IJT
SCHA

Volatility

IJT vs. SCHA - Volatility Comparison

The current volatility for iShares S&P SmallCap 600 Growth ETF (IJT) is 5.14%, while Schwab U.S. Small-Cap ETF (SCHA) has a volatility of 5.50%. This indicates that IJT experiences smaller price fluctuations and is considered to be less risky than SCHA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2024FebruaryMarchApril
5.14%
5.50%
IJT
SCHA