TY vs. IJS
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 13.87%/yr vs 10.17%/yr for IJS. Their 0.76 correlation means they have sometimes moved together and sometimes differently.
Performance
TY vs. IJS - Performance Comparison
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Returns By Period
In the year-to-date period, TY achieves a 8.62% return, which is significantly lower than IJS's 20.25% return. Over the past 10 years, TY has outperformed IJS with an annualized return of 13.87%, while IJS has yielded a comparatively lower 10.17% annualized return.
TY
- 1D
- 0.14%
- 1M
- -0.17%
- 6M
- 6.66%
- YTD
- 8.62%
- 1Y
- 18.77%
- 3Y*
- 16.91%
- 5Y*
- 10.66%
- 10Y*
- 13.87%
- ALL TIME*
- 6.11%
IJS
- 1D
- 0.09%
- 1M
- 0.38%
- 6M
- 12.92%
- YTD
- 20.25%
- 1Y
- 39.43%
- 3Y*
- 12.47%
- 5Y*
- 7.91%
- 10Y*
- 10.17%
- ALL TIME*
- 9.94%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $28.19M | $29.28M | $50.29M | |
| $1.02M | $1.13M | $1.15M |
TY vs. IJS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TY Tri-Continental Corporation | 8.62% | 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 | 20.25% | 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 0.63, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.63 |
Correlation (3Y) Balances recent behavior with more history. | 0.68 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.74 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.70 |
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 0.63 (1 year) to 0.76 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TY vs. IJS — Risk / Return Rank
TY
IJS
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.
| TY | IJS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.37 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 3.99 | -1.45 |
| Martin ratioReturn relative to average drawdown | 9.98 | 13.67 | -3.69 |
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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
| TY | IJS | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.95% | -1.56% | -0.39% |
Average DrawdownAverage peak-to-trough decline | -15.56% | -9.84% | -5.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.73% | 2.70% | -0.97% |
Volatility
TY vs. IJS - Volatility Comparison
The current volatility for Tri-Continental Corporation (TY) is 2.71%, while iShares S&P SmallCap 600 Value ETF (IJS) has a volatility of 3.53%. 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
| TY | IJS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.71% | 3.53% | -0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 8.47% | 11.13% | -2.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.40% | 17.74% | -7.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.26% | 21.71% | -7.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.53% | 23.54% | -7.01% |
Dividends
TY vs. IJS - Dividend Comparison
TY's dividend yield for the trailing twelve months is around 9.03%, more than IJS's 1.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJS iShares S&P SmallCap 600 Value ETF | 1.32% | 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 | 9.03% | 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 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IJS has higher volatility (3.53%) compared to TY (2.71%). In terms of maximum drawdown, TY dropped -67.71% vs IJS's -60.11%.
IJS currently has the higher Sharpe Ratio (2.09 vs 1.66), 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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