IJT vs. VUG
Compare and contrast key facts about iShares S&P SmallCap 600 Growth ETF (IJT) and Vanguard Growth ETF (VUG).
IJT and VUG 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. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004. Both IJT and VUG 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 VUG.
Key characteristics
| IJT | VUG | |
|---|---|---|
| YTD Return | 0.93% | 7.96% |
| 1Y Return | 20.14% | 34.84% |
| 3Y Return (Ann) | -0.72% | 7.24% |
| 5Y Return (Ann) | 7.53% | 16.19% |
| 10Y Return (Ann) | 9.33% | 14.82% |
| Sharpe Ratio | 1.22 | 2.43 |
| Daily Std Dev | 18.01% | 15.64% |
| Max Drawdown | -57.61% | -50.68% |
| Current Drawdown | -9.98% | -3.20% |
Correlation
The correlation between IJT and VUG is 0.82, 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. VUG - Performance Comparison
In the year-to-date period, IJT achieves a 0.93% return, which is significantly lower than VUG's 7.96% return. Over the past 10 years, IJT has underperformed VUG with an annualized return of 9.33%, while VUG has yielded a comparatively higher 14.82% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IJT vs. VUG - Expense Ratio Comparison
IJT has a 0.25% expense ratio, which is higher than VUG's 0.04% 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%.
Risk-Adjusted Performance
IJT vs. VUG - 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 Growth ETF (VUG). 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. VUG - Dividend Comparison
IJT's dividend yield for the trailing twelve months is around 0.95%, more than VUG's 0.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJT iShares S&P SmallCap 600 Growth ETF | 0.95% | 1.02% | 1.08% | 0.63% | 0.68% | 0.92% | 0.92% | 0.86% | 1.03% | 1.14% | 0.78% | 0.70% |
VUG Vanguard Growth ETF | 0.55% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
IJT vs. VUG - Drawdown Comparison
The maximum IJT drawdown since its inception was -57.61%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for IJT and VUG. For additional features, visit the drawdowns tool.
Volatility
IJT vs. VUG - Volatility Comparison
The current volatility for iShares S&P SmallCap 600 Growth ETF (IJT) is 4.89%, while Vanguard Growth ETF (VUG) has a volatility of 5.26%. This indicates that IJT experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.