SCDV vs. IJR
SCDV (Bahl & Gaynor Small Cap Dividend ETF) and IJR (iShares Core S&P Small-Cap ETF) are both Small Cap Blend Equities funds. SCDV is actively managed, while IJR is passively managed. Over the past year, SCDV returned 17.63% vs 34.47% for IJR. Their correlation of 0.86 suggests significant overlap in exposure. SCDV charges 0.70%/yr vs 0.06%/yr for IJR.
Performance
SCDV vs. IJR - Performance Comparison
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Returns By Period
In the year-to-date period, SCDV achieves a 14.25% return, which is significantly lower than IJR's 19.34% return.
SCDV
- 1D
- -0.33%
- 1M
- 2.24%
- YTD
- 14.25%
- 6M
- 11.83%
- 1Y
- 17.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IJR
- 1D
- -0.34%
- 1M
- 4.22%
- YTD
- 19.34%
- 6M
- 16.86%
- 1Y
- 34.47%
- 3Y*
- 16.15%
- 5Y*
- 6.29%
- 10Y*
- 11.30%
SCDV vs. IJR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SCDV Bahl & Gaynor Small Cap Dividend ETF | 14.25% | 3.09% | -6.73% |
IJR iShares Core S&P Small-Cap ETF | 19.34% | 5.89% | -6.72% |
Correlation
The correlation between SCDV and IJR is 0.85, 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 | 0.85 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 2024 | 0.86 |
The correlation between SCDV and IJR has been stable across timeframes, ranging from 0.85 to 0.86 - a consistent structural relationship.
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Return for Risk
SCDV vs. IJR — Risk / Return Rank
SCDV
IJR
SCDV vs. IJR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bahl & Gaynor Small Cap Dividend ETF (SCDV) 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.
| SCDV | IJR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.83 | ||
| Sortino ratioReturn per unit of downside risk | -1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.34 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.56 | 3.99 | -2.43 |
| Martin ratioReturn relative to average drawdown | 4.68 | 13.39 | -8.71 |
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Drawdowns
SCDV vs. IJR - Drawdown Comparison
The maximum SCDV drawdown since its inception was -23.14%, smaller than the maximum IJR drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for SCDV and IJR.
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Drawdown Indicators
| SCDV | IJR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.14% | -58.15% | +35.01% |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | -8.68% | -2.70% |
Max Drawdown (3Y)Largest decline over 3 years | — | -28.02% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.02% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.36% | — |
Current DrawdownCurrent decline from peak | -0.61% | -0.43% | -0.18% |
Average DrawdownAverage peak-to-trough decline | -5.60% | -9.26% | +3.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.78% | 2.58% | +1.20% |
Volatility
SCDV vs. IJR - Volatility Comparison
The current volatility for Bahl & Gaynor Small Cap Dividend ETF (SCDV) is 4.68%, while iShares Core S&P Small-Cap ETF (IJR) has a volatility of 4.96%. This indicates that SCDV 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
| SCDV | IJR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.68% | 4.96% | -0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 11.94% | 12.06% | -0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.74% | 17.73% | -1.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.05% | 21.40% | -2.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.05% | 22.90% | -3.85% |
SCDV vs. IJR - Expense Ratio Comparison
SCDV has a 0.70% expense ratio, which is higher than IJR's 0.06% expense ratio.
Dividends
SCDV vs. IJR - Dividend Comparison
SCDV's dividend yield for the trailing twelve months is around 0.50%, less than IJR's 1.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SCDV Bahl & Gaynor Small Cap Dividend ETF | 0.50% | 0.61% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SCDV and IJR have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IJR has higher volatility (4.96%) compared to SCDV (4.68%). In terms of maximum drawdown, SCDV dropped -23.14% vs IJR's -58.15%.
On 1-year performance, IJR leads with 34.47% vs 17.63% for SCDV. On fees, IJR is cheaper at 0.06% per year. On volatility, SCDV has been the lower-risk option at 4.68%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IJR has performed better with a 34.47% return vs 17.63%. 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 0.70% for SCDV.
IJR has the higher dividend yield at 1.15%, compared with 0.50% for SCDV.
They also come from different issuers: Bahl & Gaynor and iShares. Their fees differ too: 0.70% for SCDV and 0.06% for IJR.
IJR currently has the higher Sharpe Ratio (1.96 vs 1.13), 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.
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