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VBK vs. IJT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VBK and IJT is 0.94, 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.


-0.50.00.51.00.9

Performance

VBK vs. IJT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Small-Cap Growth ETF (VBK) and iShares S&P SmallCap 600 Growth ETF (IJT). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
14.69%
8.84%
VBK
IJT

Key characteristics

Sharpe Ratio

VBK:

1.01

IJT:

0.57

Sortino Ratio

VBK:

1.45

IJT:

0.94

Omega Ratio

VBK:

1.18

IJT:

1.11

Calmar Ratio

VBK:

0.80

IJT:

0.76

Martin Ratio

VBK:

4.90

IJT:

3.08

Ulcer Index

VBK:

3.81%

IJT:

3.56%

Daily Std Dev

VBK:

18.57%

IJT:

19.34%

Max Drawdown

VBK:

-58.69%

IJT:

-57.61%

Current Drawdown

VBK:

-5.84%

IJT:

-8.31%

Returns By Period

In the year-to-date period, VBK achieves a 18.98% return, which is significantly higher than IJT's 11.28% return. Both investments have delivered pretty close results over the past 10 years, with VBK having a 9.24% annualized return and IJT not far ahead at 9.44%.


VBK

YTD

18.98%

1M

-3.84%

6M

15.71%

1Y

18.70%

5Y*

8.05%

10Y*

9.24%

IJT

YTD

11.28%

1M

-6.89%

6M

9.25%

1Y

10.98%

5Y*

8.35%

10Y*

9.44%

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VBK vs. IJT - Expense Ratio Comparison

VBK has a 0.07% expense ratio, which is lower than IJT'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%.


Expense ratio chart for IJT: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for VBK: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

VBK vs. IJT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Growth ETF (VBK) and iShares S&P SmallCap 600 Growth ETF (IJT). 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 chart of Sharpe ratio for VBK, currently valued at 1.01, compared to the broader market0.002.004.001.010.57
The chart of Sortino ratio for VBK, currently valued at 1.45, compared to the broader market-2.000.002.004.006.008.0010.001.450.94
The chart of Omega ratio for VBK, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.11
The chart of Calmar ratio for VBK, currently valued at 0.80, compared to the broader market0.005.0010.0015.000.800.76
The chart of Martin ratio for VBK, currently valued at 4.90, compared to the broader market0.0020.0040.0060.0080.00100.004.903.08
VBK
IJT

The current VBK Sharpe Ratio is 1.01, which is higher than the IJT Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of VBK and IJT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.01
0.57
VBK
IJT

Dividends

VBK vs. IJT - Dividend Comparison

VBK's dividend yield for the trailing twelve months is around 0.53%, less than IJT's 1.05% yield.


TTM20232022202120202019201820172016201520142013
VBK
Vanguard Small-Cap Growth ETF
0.53%0.68%0.55%0.36%0.44%0.57%0.79%0.82%1.08%0.98%1.01%0.65%
IJT
iShares S&P SmallCap 600 Growth ETF
1.05%1.02%1.08%0.63%0.68%0.92%0.92%0.86%1.03%1.14%0.78%0.70%

Drawdowns

VBK vs. IJT - Drawdown Comparison

The maximum VBK drawdown since its inception was -58.69%, roughly equal to the maximum IJT drawdown of -57.61%. Use the drawdown chart below to compare losses from any high point for VBK and IJT. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.84%
-8.31%
VBK
IJT

Volatility

VBK vs. IJT - Volatility Comparison

Vanguard Small-Cap Growth ETF (VBK) has a higher volatility of 5.89% compared to iShares S&P SmallCap 600 Growth ETF (IJT) at 5.15%. This indicates that VBK's price experiences larger fluctuations and is considered to be riskier than IJT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
5.89%
5.15%
VBK
IJT