SMIG vs. IJS
Compare and contrast key facts about Bahl & Gaynor Small/Mid Cap Income Growth ETF (SMIG) and iShares S&P SmallCap 600 Value ETF (IJS).
SMIG and IJS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SMIG is an actively managed fund by Bahl & Gaynor. It was launched on Aug 25, 2021. IJS is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600/Citigroup Value Index. It was launched on Jul 24, 2000.
Performance
SMIG vs. IJS - Performance Comparison
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SMIG vs. IJS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SMIG Bahl & Gaynor Small/Mid Cap Income Growth ETF | 2.39% | 0.78% | 17.63% | 13.62% | -11.83% | 5.51% |
IJS iShares S&P SmallCap 600 Value ETF | 4.34% | 6.54% | 7.33% | 14.68% | -11.34% | 4.82% |
Returns By Period
In the year-to-date period, SMIG achieves a 2.39% return, which is significantly lower than IJS's 4.34% return.
SMIG
- 1D
- 1.38%
- 1M
- -6.05%
- YTD
- 2.39%
- 6M
- 0.02%
- 1Y
- 4.80%
- 3Y*
- 10.18%
- 5Y*
- —
- 10Y*
- —
IJS
- 1D
- 2.19%
- 1M
- -3.37%
- YTD
- 4.34%
- 6M
- 7.80%
- 1Y
- 23.41%
- 3Y*
- 9.98%
- 5Y*
- 4.72%
- 10Y*
- 9.34%
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SMIG vs. IJS - Expense Ratio Comparison
SMIG has a 0.60% expense ratio, which is higher than IJS's 0.25% expense ratio.
Return for Risk
SMIG vs. IJS — Risk / Return Rank
SMIG
IJS
SMIG vs. IJS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bahl & Gaynor Small/Mid Cap Income Growth ETF (SMIG) and iShares S&P SmallCap 600 Value ETF (IJS). 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.
| SMIG | IJS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.30 | 0.99 | -0.69 |
Sortino ratioReturn per unit of downside risk | 0.54 | 1.51 | -0.96 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.20 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.44 | 1.52 | -1.07 |
Martin ratioReturn relative to average drawdown | 1.44 | 5.74 | -4.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SMIG | IJS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.30 | 0.99 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.21 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.39 | -0.04 |
Correlation
The correlation between SMIG and IJS 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.
Dividends
SMIG vs. IJS - Dividend Comparison
SMIG's dividend yield for the trailing twelve months is around 1.85%, more than IJS's 1.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SMIG Bahl & Gaynor Small/Mid Cap Income Growth ETF | 1.85% | 1.82% | 1.75% | 1.91% | 2.00% | 0.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IJS iShares S&P SmallCap 600 Value ETF | 1.42% | 1.62% | 1.78% | 1.42% | 1.46% | 1.52% | 1.00% | 1.66% | 1.75% | 1.41% | 1.22% | 1.59% |
Drawdowns
SMIG vs. IJS - Drawdown Comparison
The maximum SMIG drawdown since its inception was -19.65%, smaller than the maximum IJS drawdown of -60.11%. Use the drawdown chart below to compare losses from any high point for SMIG and IJS.
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Drawdown Indicators
| SMIG | IJS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.65% | -60.11% | +40.46% |
Max Drawdown (1Y)Largest decline over 1 year | -11.92% | -15.68% | +3.76% |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.65% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.68% | — |
Current DrawdownCurrent decline from peak | -7.01% | -6.22% | -0.79% |
Average DrawdownAverage peak-to-trough decline | -6.72% | -9.95% | +3.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.67% | 4.14% | -0.47% |
Volatility
SMIG vs. IJS - Volatility Comparison
The current volatility for Bahl & Gaynor Small/Mid Cap Income Growth ETF (SMIG) is 4.02%, while iShares S&P SmallCap 600 Value ETF (IJS) has a volatility of 5.39%. This indicates that SMIG experiences smaller price fluctuations and is considered to be less risky than IJS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SMIG | IJS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.02% | 5.39% | -1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 8.36% | 13.52% | -5.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.98% | 23.75% | -7.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.33% | 22.14% | -5.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.33% | 23.61% | -7.28% |