ISCG vs. IJR
Compare and contrast key facts about iShares Morningstar Small-Cap Growth ETF (ISCG) and iShares Core S&P Small-Cap ETF (IJR).
ISCG and IJR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. IJR is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600 Index. It was launched on May 22, 2000. Both ISCG and IJR 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: ISCG or IJR.
Key characteristics
| ISCG | IJR | |
|---|---|---|
| YTD Return | 19.29% | 15.14% |
| 1Y Return | 34.53% | 29.63% |
| 3Y Return (Ann) | -0.14% | 2.62% |
| 5Y Return (Ann) | 9.52% | 10.47% |
| 10Y Return (Ann) | 9.68% | 9.83% |
| Sharpe Ratio | 2.11 | 1.78 |
| Sortino Ratio | 2.97 | 2.64 |
| Omega Ratio | 1.36 | 1.31 |
| Calmar Ratio | 0.41 | 2.00 |
| Martin Ratio | 12.69 | 10.41 |
| Ulcer Index | 3.22% | 3.52% |
| Daily Std Dev | 19.38% | 20.64% |
| Max Drawdown | -100.00% | -58.15% |
| Current Drawdown | -99.99% | -2.37% |
Correlation
The correlation between ISCG and IJR is 0.89, 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
ISCG vs. IJR - Performance Comparison
In the year-to-date period, ISCG achieves a 19.29% return, which is significantly higher than IJR's 15.14% return. Both investments have delivered pretty close results over the past 10 years, with ISCG having a 9.68% annualized return and IJR not far ahead at 9.83%. 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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ISCG vs. IJR - Expense Ratio Comparison
ISCG has a 0.06% expense ratio, which is lower than IJR's 0.07% expense ratio. Despite the difference, 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
ISCG vs. IJR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar Small-Cap Growth ETF (ISCG) and iShares Core S&P Small-Cap ETF (IJR). 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
ISCG vs. IJR - Dividend Comparison
ISCG's dividend yield for the trailing twelve months is around 0.55%, less than IJR's 1.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISCG iShares Morningstar Small-Cap Growth ETF | 0.55% | 0.77% | 0.92% | 0.62% | 0.10% | 0.27% | 0.40% | 0.52% | 1.19% | 0.64% | 0.56% | 0.53% |
IJR iShares Core S&P Small-Cap ETF | 1.22% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.21% | 1.48% | 1.23% | 1.00% |
Drawdowns
ISCG vs. IJR - Drawdown Comparison
The maximum ISCG drawdown since its inception was -100.00%, which is greater than IJR's maximum drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for ISCG and IJR. For additional features, visit the drawdowns tool.
Volatility
ISCG vs. IJR - Volatility Comparison
The current volatility for iShares Morningstar Small-Cap Growth ETF (ISCG) is 6.04%, while iShares Core S&P Small-Cap ETF (IJR) has a volatility of 7.60%. This indicates that ISCG experiences smaller price fluctuations and is considered to be less risky than IJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.