VBR vs. IJS
Compare and contrast key facts about Vanguard Small-Cap Value ETF (VBR) and iShares S&P SmallCap 600 Value ETF (IJS).
VBR and IJS 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. IJS is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600/Citigroup Value Index. It was launched on Jul 24, 2000. Both VBR and IJS 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 IJS.
Performance
VBR vs. IJS - Performance Comparison
Returns By Period
In the year-to-date period, VBR achieves a 16.78% return, which is significantly higher than IJS's 10.20% return. Over the past 10 years, VBR has outperformed IJS with an annualized return of 9.32%, while IJS has yielded a comparatively lower 8.58% annualized return.
VBR
16.78%
1.03%
10.01%
30.83%
11.40%
9.32%
IJS
10.20%
2.25%
11.09%
26.71%
9.17%
8.58%
Key characteristics
| VBR | IJS | |
|---|---|---|
| Sharpe Ratio | 1.75 | 1.16 |
| Sortino Ratio | 2.51 | 1.77 |
| Omega Ratio | 1.31 | 1.21 |
| Calmar Ratio | 3.24 | 1.52 |
| Martin Ratio | 9.87 | 5.33 |
| Ulcer Index | 2.97% | 4.60% |
| Daily Std Dev | 16.68% | 21.18% |
| Max Drawdown | -62.01% | -60.11% |
| Current Drawdown | -3.20% | -4.32% |
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VBR vs. IJS - Expense Ratio Comparison
VBR has a 0.07% 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%.
Correlation
The correlation between VBR and IJS 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. IJS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Value ETF (VBR) 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.
Dividends
VBR vs. IJS - Dividend Comparison
VBR's dividend yield for the trailing twelve months is around 1.92%, more than IJS's 1.44% 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% |
IJS iShares S&P SmallCap 600 Value ETF | 1.44% | 1.42% | 1.47% | 1.52% | 1.00% | 1.66% | 1.75% | 1.41% | 1.22% | 1.59% | 1.41% | 1.18% |
Drawdowns
VBR vs. IJS - Drawdown Comparison
The maximum VBR drawdown since its inception was -62.01%, roughly equal to the maximum IJS drawdown of -60.11%. Use the drawdown chart below to compare losses from any high point for VBR and IJS. For additional features, visit the drawdowns tool.
Volatility
VBR vs. IJS - Volatility Comparison
The current volatility for Vanguard Small-Cap Value ETF (VBR) is 5.85%, while iShares S&P SmallCap 600 Value ETF (IJS) has a volatility of 7.91%. This indicates that VBR 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.