VBR vs. IJR
Compare and contrast key facts about Vanguard Small-Cap Value ETF (VBR) and iShares Core S&P Small-Cap ETF (IJR).
VBR and IJR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VBR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Value Index. It was launched on Jan 26, 2004. IJR is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600 Index. It was launched on May 22, 2000. Both VBR and IJR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VBR or IJR.
Performance
VBR vs. IJR - Performance Comparison
Returns By Period
In the year-to-date period, VBR achieves a 16.78% return, which is significantly higher than IJR's 12.58% return. Both investments have delivered pretty close results over the past 10 years, with VBR having a 9.32% annualized return and IJR not far ahead at 9.63%.
VBR
16.78%
1.03%
10.01%
30.83%
11.40%
9.32%
IJR
12.58%
1.52%
10.07%
28.46%
9.96%
9.63%
Key characteristics
| VBR | IJR | |
|---|---|---|
| Sharpe Ratio | 1.75 | 1.33 |
| Sortino Ratio | 2.51 | 2.00 |
| Omega Ratio | 1.31 | 1.24 |
| Calmar Ratio | 3.24 | 1.45 |
| Martin Ratio | 9.87 | 7.50 |
| Ulcer Index | 2.97% | 3.54% |
| Daily Std Dev | 16.68% | 20.02% |
| Max Drawdown | -62.01% | -58.15% |
| Current Drawdown | -3.20% | -4.54% |
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VBR vs. IJR - Expense Ratio Comparison
Both VBR and IJR have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between VBR and IJR is 0.97, 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.
Risk-Adjusted Performance
VBR vs. IJR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Value ETF (VBR) and iShares Core S&P Small-Cap ETF (IJR). 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.
Dividends
VBR vs. IJR - Dividend Comparison
VBR's dividend yield for the trailing twelve months is around 1.92%, more than IJR's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VBR Vanguard Small-Cap Value ETF | 1.92% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
IJR iShares Core S&P Small-Cap ETF | 1.25% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.21% | 1.48% | 1.23% | 1.00% |
Drawdowns
VBR vs. IJR - Drawdown Comparison
The maximum VBR drawdown since its inception was -62.01%, which is greater than IJR's maximum drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for VBR and IJR. For additional features, visit the drawdowns tool.
Volatility
VBR vs. IJR - Volatility Comparison
The current volatility for Vanguard Small-Cap Value ETF (VBR) is 5.85%, while iShares Core S&P Small-Cap ETF (IJR) has a volatility of 7.73%. This indicates that VBR experiences smaller price fluctuations and is considered to be less risky than IJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.