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IJT vs. TIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IJT vs. TIP - 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 TIPS Bond ETF (TIP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IJT achieves a 21.22% return, which is significantly higher than TIP's 0.74% return. Over the past 10 years, IJT has outperformed TIP with an annualized return of 11.60%, while TIP has yielded a comparatively lower 2.43% annualized return.


IJT

1D
-0.43%
1M
5.51%
YTD
21.22%
6M
17.80%
1Y
31.64%
3Y*
16.70%
5Y*
6.16%
10Y*
11.60%

TIP

1D
-0.04%
1M
-0.19%
YTD
0.74%
6M
0.81%
1Y
3.34%
3Y*
3.52%
5Y*
0.82%
10Y*
2.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IJT vs. TIP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IJT
iShares S&P SmallCap 600 Growth ETF
21.22%5.26%9.33%17.11%-21.32%22.37%19.22%20.98%-4.40%14.47%
TIP
iShares TIPS Bond ETF
0.74%6.77%1.65%3.80%-12.26%5.68%10.84%8.35%-1.42%2.92%

Correlation

The correlation between IJT and TIP is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (5Y)
Calculated over the trailing 5-year period

0.18

Correlation (10Y)
Calculated over the trailing 10-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Dec 5, 2003

-0.09

The correlation between IJT and TIP shifts across timeframes, from -0.09 (all time) to 0.29 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IJT vs. TIP — Risk / Return Rank

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

IJT
IJT Risk / Return Rank: 6161
Overall Rank
IJT Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
IJT Sortino Ratio Rank: 5757
Sortino Ratio Rank
IJT Omega Ratio Rank: 5151
Omega Ratio Rank
IJT Calmar Ratio Rank: 7373
Calmar Ratio Rank
IJT Martin Ratio Rank: 6969
Martin Ratio Rank

TIP
TIP Risk / Return Rank: 3030
Overall Rank
TIP Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
TIP Sortino Ratio Rank: 2828
Sortino Ratio Rank
TIP Omega Ratio Rank: 2525
Omega Ratio Rank
TIP Calmar Ratio Rank: 3535
Calmar Ratio Rank
TIP Martin Ratio Rank: 3434
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. TIP - 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 TIPS Bond ETF (TIP). 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.


IJTTIPDifference
Sharpe ratioReturn per unit of total volatility

+0.80

Sortino ratioReturn per unit of downside risk

+1.15

Omega ratioGain probability vs. loss probability

1.31

1.17

+0.14

Calmar ratioReturn relative to maximum drawdown

3.50

1.70

+1.80

Martin ratioReturn relative to average drawdown

12.23

4.99

+7.24

IJT vs. TIP - Sharpe Ratio Comparison

The current IJT Sharpe Ratio is 1.78, which is higher than the TIP Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of IJT and TIP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IJT vs. TIP - Drawdown Comparison

The maximum IJT drawdown since its inception was -57.61%, which is greater than TIP's maximum drawdown of -14.57%. Use the drawdown chart below to compare losses from any high point for IJT and TIP.


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Drawdown Indicators


IJTTIPDifference

Max Drawdown

Largest peak-to-trough decline

-57.61%

-14.57%

-43.04%

Max Drawdown (1Y)

Largest decline over 1 year

-9.08%

-1.98%

-7.10%

Max Drawdown (3Y)

Largest decline over 3 years

-27.41%

-4.54%

-22.87%

Max Drawdown (5Y)

Largest decline over 5 years

-29.24%

-14.51%

-14.73%

Max Drawdown (10Y)

Largest decline over 10 years

-42.03%

-14.51%

-27.52%

Current Drawdown

Current decline from peak

-0.43%

-1.11%

+0.68%

Average Drawdown

Average peak-to-trough decline

-10.29%

-3.43%

-6.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

0.67%

+1.92%

Volatility

IJT vs. TIP - Volatility Comparison

iShares S&P SmallCap 600 Growth ETF (IJT) has a higher volatility of 5.32% compared to iShares TIPS Bond ETF (TIP) at 1.22%. This indicates that IJT's price experiences larger fluctuations and is considered to be riskier than TIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IJTTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.32%

1.22%

+4.10%

Volatility (6M)

Calculated over the trailing 6-month period

13.00%

2.47%

+10.53%

Volatility (1Y)

Calculated over the trailing 1-year period

17.93%

3.44%

+14.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.55%

6.20%

+15.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.02%

5.74%

+17.28%

IJT vs. TIP - Expense Ratio Comparison

Both IJT and TIP have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IJT vs. TIP - Dividend Comparison

IJT's dividend yield for the trailing twelve months is around 0.71%, less than TIP's 3.79% yield.


PositionTTM20252024202320222021202020192018201720162015
IJT
iShares S&P SmallCap 600 Growth ETF
0.71%0.91%1.06%1.02%1.08%0.63%0.68%0.92%0.92%0.86%1.03%1.14%
TIP
iShares TIPS Bond ETF
3.79%3.46%2.52%2.73%6.96%4.28%1.17%1.75%2.71%2.07%1.48%0.34%

Frequently Asked Questions


IJT and TIP have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IJT has higher volatility (5.32%) compared to TIP (1.22%). In terms of maximum drawdown, IJT dropped -57.61% vs TIP's -14.57%.

On 10-year performance, IJT leads with 11.60% vs 2.43% for TIP. Both ETFs have the same 0.18% expense ratio. On volatility, TIP has been the lower-risk option at 1.22%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IJT has performed better with a 11.60% return vs 2.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IJT and TIP have the same expense ratio: 0.18% per year.

TIP has the higher dividend yield at 3.79%, compared with 0.71% for IJT.

IJT is categorized as Small Cap Growth Equities, while TIP is Inflation-Protected Bonds. IJT tracks S&P SmallCap 600 Growth Index, while TIP tracks ICE U.S. Treasury Inflation Linked Bond Index.

IJT currently has the higher Sharpe Ratio (1.78 vs 0.97), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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