SVAL vs. IJS

In the year-to-date period, SVAL achieves a -7.64% return, which is significantly higher than IJS's -11.53% return.

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SVAL has a 0.20% expense ratio, which is lower than IJS's 0.25% 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%.

This table presents a comparison of risk-adjusted performance metrics for iShares US Small Cap Value Factor ETF (SVAL) 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.

The current SVAL Sharpe Ratio is 0.13, which is higher than the IJS Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of SVAL and IJS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SVAL's dividend yield for the trailing twelve months is around 1.47%, less than IJS's 2.01% yield.

The maximum SVAL drawdown since its inception was -27.44%, smaller than the maximum IJS drawdown of -60.11%. Use the drawdown chart below to compare losses from any high point for SVAL and IJS.

The current volatility for iShares US Small Cap Value Factor ETF (SVAL) is 6.69%, while iShares S&P SmallCap 600 Value ETF (IJS) has a volatility of 7.21%. This indicates that SVAL 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.