IJT vs. VIOG
Compare and contrast key facts about iShares S&P SmallCap 600 Growth ETF (IJT) and Vanguard S&P Small-Cap 600 Growth ETF (VIOG).
IJT and VIOG 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. VIOG is a passively managed fund by Vanguard that tracks the performance of the S&P SmallCap 600 Growth Index. It was launched on Sep 7, 2010. Both IJT and VIOG 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 VIOG.
Performance
IJT vs. VIOG - Performance Comparison
Returns By Period
In the year-to-date period, IJT achieves a 15.42% return, which is significantly higher than VIOG's 14.51% return. Both investments have delivered pretty close results over the past 10 years, with IJT having a 10.26% annualized return and VIOG not far behind at 10.22%.
IJT
15.42%
2.29%
9.78%
29.26%
10.28%
10.26%
VIOG
14.51%
0.69%
8.98%
29.64%
10.21%
10.22%
Key characteristics
| IJT | VIOG | |
|---|---|---|
| Sharpe Ratio | 1.56 | 1.40 |
| Sortino Ratio | 2.29 | 2.09 |
| Omega Ratio | 1.27 | 1.25 |
| Calmar Ratio | 1.46 | 1.31 |
| Martin Ratio | 9.41 | 8.54 |
| Ulcer Index | 3.24% | 3.24% |
| Daily Std Dev | 19.54% | 19.76% |
| Max Drawdown | -57.61% | -41.73% |
| Current Drawdown | -3.92% | -4.71% |
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IJT vs. VIOG - Expense Ratio Comparison
IJT has a 0.25% expense ratio, which is higher than VIOG's 0.15% 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 VIOG is 0.95, 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. VIOG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P SmallCap 600 Growth ETF (IJT) and Vanguard S&P Small-Cap 600 Growth ETF (VIOG). 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. VIOG - Dividend Comparison
IJT's dividend yield for the trailing twelve months is around 0.96%, less than VIOG's 1.07% 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% |
VIOG Vanguard S&P Small-Cap 600 Growth ETF | 1.07% | 1.15% | 1.17% | 0.69% | 0.68% | 1.09% | 0.76% | 0.87% | 0.92% | 1.04% | 0.72% | 0.52% |
Drawdowns
IJT vs. VIOG - Drawdown Comparison
The maximum IJT drawdown since its inception was -57.61%, which is greater than VIOG's maximum drawdown of -41.73%. Use the drawdown chart below to compare losses from any high point for IJT and VIOG. For additional features, visit the drawdowns tool.
Volatility
IJT vs. VIOG - Volatility Comparison
iShares S&P SmallCap 600 Growth ETF (IJT) and Vanguard S&P Small-Cap 600 Growth ETF (VIOG) have volatilities of 7.65% and 7.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.