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OSCV vs. IJR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

OSCV vs. IJR

Last updated Jun 23, 2026

OSCV (Opus Small Cap Value Plus ETF) and IJR (iShares Core S&P Small-Cap ETF) are both Small Cap Blend Equities funds. OSCV is actively managed, while IJR is passively managed. Over the past 5 years, OSCV returned 6.19%/yr vs 6.65%/yr for IJR. Their correlation of 0.92 suggests significant overlap in exposure. OSCV charges 0.79%/yr vs 0.06%/yr for IJR.

Performance

OSCV vs. IJR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Opus Small Cap Value Plus ETF (OSCV) and iShares Core S&P Small-Cap ETF (IJR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OSCV achieves a 11.70% return, which is significantly lower than IJR's 19.75% return.

OSCV

1D
0.63%
1M
1.65%
YTD
11.70%
6M
9.70%
1Y
17.46%
3Y*
11.60%
5Y*
6.19%
10Y*
—

IJR

1D
0.03%
1M
4.58%
YTD
19.75%
6M
16.72%
1Y
36.74%
3Y*
16.28%
5Y*
6.65%
10Y*
11.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OSCV vs. IJR - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
OSCV
Opus Small Cap Value Plus ETF		11.70%1.35%11.66%10.14%-11.41%27.69%4.94%27.51%-13.57%
IJR
iShares Core S&P Small-Cap ETF		19.75%5.89%8.63%16.06%-16.20%26.58%11.28%22.82%-18.79%

Correlation

The correlation between OSCV and IJR is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.86

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

0.91

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

0.92

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2018

0.92

The correlation between OSCV and IJR has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.

OSCV vs. IJR - Sectors Allocation Comparison

Sectors
OSCV
IJR

Financial Services

27.7%
16.0%

Industrials

18.4%
16.0%

Energy

11.3%
6.8%

Consumer Cyclical

10.7%
12.5%

Real Estate

9.9%
7.5%

Healthcare

8.6%
11.0%

Basic Materials

6.0%
4.7%

Utilities

3.1%
1.9%

Consumer Defensive

2.2%
3.2%

Technology

2.2%
15.9%

Communication Services

-

3.2%

Financial Services

OSCV
27.7%
IJR
16.0%

Industrials

OSCV
18.4%
IJR
16.0%

Energy

OSCV
11.3%
IJR
6.8%

Consumer Cyclical

OSCV
10.7%
IJR
12.5%

Real Estate

OSCV
9.9%
IJR
7.5%

Healthcare

OSCV
8.6%
IJR
11.0%

Basic Materials

OSCV
6.0%
IJR
4.7%

Utilities

OSCV
3.1%
IJR
1.9%

Consumer Defensive

OSCV
2.2%
IJR
3.2%

Technology

OSCV
2.2%
IJR
15.9%

Communication Services

OSCV

-

IJR
3.2%

Compare stocks, funds, or ETFs

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

Opus Small Cap Value Plus ETF

iShares Core S&P Small-Cap ETF

Often compared with OSCV:
OSCV vs. BNDOSCV vs. XSHQOSCV vs. VBROSCV vs. VTSAXOSCV vs. IWMOSCV vs. OVSOSCV vs. CALF
Often compared with IJR:
IJR vs. IWMIJR vs. VBIJR vs. AVUVIJR vs. IJHIJR vs. IJSIJR vs. SCHAIJR vs. VBR

Return for Risk

OSCV vs. IJR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
OSCV
OSCV Risk / Return Rank: 4141
Overall Rank
OSCV Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
OSCV Sortino Ratio Rank: 4040
Sortino Ratio Rank
OSCV Omega Ratio Rank: 3535
Omega Ratio Rank
OSCV Calmar Ratio Rank: 4848
Calmar Ratio Rank
OSCV Martin Ratio Rank: 4343
Martin Ratio Rank
IJR
IJR Risk / Return Rank: 7171
Overall Rank
IJR Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IJR Sortino Ratio Rank: 6969
Sortino Ratio Rank
IJR Omega Ratio Rank: 6060
Omega Ratio Rank
IJR Calmar Ratio Rank: 8383
Calmar Ratio Rank
IJR Martin Ratio Rank: 7777
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.

OSCV vs. IJR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Opus Small Cap Value Plus ETF (OSCV) 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.

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.

OSCVIJRDifference
Sharpe ratioReturn per unit of total volatility
1.31
2.08

-0.77

Sortino ratioReturn per unit of downside risk
2.02
2.99

-0.97

Omega ratioGain probability vs. loss probability

1.23

1.36

-0.13

Calmar ratioReturn relative to maximum drawdown

2.32

4.25

-1.93

Martin ratioReturn relative to average drawdown

6.75

14.27

-7.52

OSCV vs. IJR - Sharpe Ratio Comparison

The current OSCV Sharpe Ratio is 1.31, which is lower than the IJR Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of OSCV and IJR, 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

OSCV vs. IJR - Drawdown Comparison

The maximum OSCV drawdown since its inception was -42.40%, smaller than the maximum IJR drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for OSCV and IJR.

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Drawdown Indicators

OSCVIJRDifference

Max Drawdown

Largest peak-to-trough decline

-42.40%

-58.15%

+15.75%

Max Drawdown (1Y)

Largest decline over 1 year

-7.55%

-8.68%

+1.13%

Max Drawdown (3Y)

Largest decline over 3 years

-22.92%

-28.02%

+5.10%

Max Drawdown (5Y)

Largest decline over 5 years

-22.92%

-28.02%

+5.10%

Max Drawdown (10Y)

Largest decline over 10 years

—

-44.36%

—

Current Drawdown

Current decline from peak

-0.47%

-0.09%

-0.38%

Average Drawdown

Average peak-to-trough decline

-7.56%

-9.26%

+1.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

2.58%

+0.01%

Volatility

OSCV vs. IJR - Volatility Comparison

The current volatility for Opus Small Cap Value Plus ETF (OSCV) is 2.96%, while iShares Core S&P Small-Cap ETF (IJR) has a volatility of 4.92%. This indicates that OSCV 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.

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Volatility by Period

OSCVIJRDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.96%

4.92%

-1.96%

Volatility (6M)

Calculated over the trailing 6-month period

9.47%

12.05%

-2.58%

Volatility (1Y)

Calculated over the trailing 1-year period

13.38%

17.76%

-4.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.22%

21.40%

-4.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.85%

22.93%

-2.08%

OSCV vs. IJR - Expense Ratio Comparison

OSCV has a 0.79% expense ratio, which is higher than IJR's 0.06% expense ratio.

Dividends

OSCV vs. IJR - Dividend Comparison

OSCV's dividend yield for the trailing twelve months is around 1.08%, less than IJR's 1.15% yield.

PositionTTM20252024202320222021202020192018201720162015
IJR
iShares Core S&P Small-Cap ETF		1.15%1.44%2.05%1.31%1.41%1.53%1.11%1.44%1.58%1.20%1.22%1.48%
OSCV
Opus Small Cap Value Plus ETF		1.08%1.23%1.29%1.55%1.12%1.06%1.11%1.75%0.25%0.00%0.00%0.00%

Frequently Asked Questions

OSCV and IJR have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IJR has higher volatility (4.92%) compared to OSCV (2.96%). In terms of maximum drawdown, OSCV dropped -42.40% vs IJR's -58.15%.

On 5-year performance, IJR leads with 6.65% vs 6.19% for OSCV. On fees, IJR is cheaper at 0.06% per year. On volatility, OSCV has been the lower-risk option at 2.96%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IJR has performed better with a 6.65% return vs 6.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IJR is cheaper with a 0.06% expense ratio, compared with 0.79% for OSCV.

IJR has the higher dividend yield at 1.15%, compared with 1.08% for OSCV.

They also come from different issuers: Aptus Capital Advisors and iShares. Their fees differ too: 0.79% for OSCV and 0.06% for IJR.

IJR currently has the higher Sharpe Ratio (2.08 vs 1.31), 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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