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TY vs. IJS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

TY vs. IJS

Last updated Jun 24, 2026

TY (Tri-Continental Corporation) is a stock, while IJS (iShares S&P SmallCap 600 Value ETF) is Small Cap Value Equities fund tracking the S&P SmallCap 600 Value Index. Over the past 10 years, TY returned 14.62%/yr vs 10.48%/yr for IJS. A 0.76 correlation means they provide meaningful diversification when combined.

Performance

TY vs. IJS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tri-Continental Corporation (TY) and iShares S&P SmallCap 600 Value ETF (IJS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TY achieves a 9.43% return, which is significantly lower than IJS's 17.37% return. Over the past 10 years, TY has outperformed IJS with an annualized return of 14.62%, while IJS has yielded a comparatively lower 10.48% annualized return.

TY

1D
-0.57%
1M
1.60%
YTD
9.43%
6M
9.26%
1Y
25.57%
3Y*
19.75%
5Y*
10.83%
10Y*
14.62%

IJS

1D
-0.23%
1M
2.94%
YTD
17.37%
6M
16.01%
1Y
37.29%
3Y*
15.33%
5Y*
6.10%
10Y*
10.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TY vs. IJS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
TY
Tri-Continental Corporation		9.43%16.12%22.01%17.86%-16.32%29.45%12.38%28.60%-5.84%28.47%
IJS
iShares S&P SmallCap 600 Value ETF		17.37%6.54%7.33%14.68%-11.34%30.53%2.63%24.11%-12.86%11.35%

Correlation

The correlation between TY and IJS is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.65

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

0.69

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

0.74

Correlation (10Y)
Calculated over the trailing 10-year period

0.71

Correlation (All Time)
Calculated using the full available price history since Jul 28, 2000

0.76

The correlation between TY and IJS shifts across timeframes, from 0.65 (1 year) to 0.76 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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Tri-Continental Corporation

iShares S&P SmallCap 600 Value ETF

Often compared with TY:
TY vs. SPYTY vs. ADXTY vs. QQQTY vs. VTITY vs. PDITY vs. GOFTY vs. CGGR
Often compared with IJS:
IJS vs. IJRIJS vs. AVUVIJS vs. VBRIJS vs. VIOVIJS vs. IWNIJS vs. VOOIJS vs. ISCV

Return for Risk

TY vs. IJS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
TY
TY Risk / Return Rank: 9292
Overall Rank
TY Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
TY Sortino Ratio Rank: 9393
Sortino Ratio Rank
TY Omega Ratio Rank: 9393
Omega Ratio Rank
TY Calmar Ratio Rank: 8888
Calmar Ratio Rank
TY Martin Ratio Rank: 9494
Martin Ratio Rank
IJS
IJS Risk / Return Rank: 6969
Overall Rank
IJS Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
IJS Sortino Ratio Rank: 6767
Sortino Ratio Rank
IJS Omega Ratio Rank: 6060
Omega Ratio Rank
IJS Calmar Ratio Rank: 8080
Calmar Ratio Rank
IJS Martin Ratio Rank: 7373
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.

TY vs. IJS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tri-Continental Corporation (TY) 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.

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.

TYIJSDifference
Sharpe ratioReturn per unit of total volatility
2.58
2.05

+0.53

Sortino ratioReturn per unit of downside risk
3.62
2.93

+0.69

Omega ratioGain probability vs. loss probability

1.48

1.35

+0.13

Calmar ratioReturn relative to maximum drawdown

3.78

4.04

-0.25

Martin ratioReturn relative to average drawdown

15.97

13.28

+2.69

TY vs. IJS - Sharpe Ratio Comparison

The current TY Sharpe Ratio is 2.58, which is comparable to the IJS Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of TY and IJS, 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

TY vs. IJS - Drawdown Comparison

The maximum TY drawdown since its inception was -67.71%, which is greater than IJS's maximum drawdown of -60.11%. Use the drawdown chart below to compare losses from any high point for TY and IJS.

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Drawdown Indicators

TYIJSDifference

Max Drawdown

Largest peak-to-trough decline

-67.71%

-60.11%

-7.60%

Max Drawdown (1Y)

Largest decline over 1 year

-6.79%

-9.28%

+2.49%

Max Drawdown (3Y)

Largest decline over 3 years

-16.09%

-28.65%

+12.56%

Max Drawdown (5Y)

Largest decline over 5 years

-20.78%

-28.65%

+7.87%

Max Drawdown (10Y)

Largest decline over 10 years

-38.57%

-47.68%

+9.11%

Current Drawdown

Current decline from peak

-1.45%

-1.64%

+0.19%

Average Drawdown

Average peak-to-trough decline

-15.59%

-9.87%

-5.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

2.82%

-1.22%

Volatility

TY vs. IJS - Volatility Comparison

The current volatility for Tri-Continental Corporation (TY) is 3.58%, while iShares S&P SmallCap 600 Value ETF (IJS) has a volatility of 4.85%. This indicates that TY 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

TYIJSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.58%

4.85%

-1.27%

Volatility (6M)

Calculated over the trailing 6-month period

8.04%

11.82%

-3.78%

Volatility (1Y)

Calculated over the trailing 1-year period

9.95%

18.34%

-8.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.24%

21.94%

-7.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.52%

23.59%

-7.07%

Dividends

TY vs. IJS - Dividend Comparison

TY's dividend yield for the trailing twelve months is around 10.68%, more than IJS's 1.36% yield.

PositionTTM20252024202320222021202020192018201720162015
IJS
iShares S&P SmallCap 600 Value ETF		1.36%1.62%1.78%1.42%1.46%1.52%1.00%1.66%1.75%1.41%1.22%1.59%
TY
Tri-Continental Corporation		10.68%11.97%10.61%4.36%8.71%14.13%6.25%6.86%8.13%4.69%4.12%4.05%

Frequently Asked Questions

TY and IJS have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IJS has higher volatility (4.85%) compared to TY (3.58%). In terms of maximum drawdown, TY dropped -67.71% vs IJS's -60.11%.

TY currently has the higher Sharpe Ratio (2.58 vs 2.05), 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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