VIOO vs. IJR
Compare and contrast key facts about Vanguard S&P Small-Cap 600 ETF (VIOO) and iShares Core S&P Small-Cap ETF (IJR).
VIOO and IJR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VIOO is a passively managed fund by Vanguard that tracks the performance of the S&P SmallCap 600 Index. It was launched on Sep 7, 2010. 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 VIOO 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: VIOO or IJR.
Performance
VIOO vs. IJR - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with VIOO having a 16.61% return and IJR slightly higher at 16.80%. Both investments have delivered pretty close results over the past 10 years, with VIOO having a 9.89% annualized return and IJR not far ahead at 9.90%.
VIOO
16.61%
9.03%
15.86%
32.04%
11.03%
9.89%
IJR
16.80%
9.06%
15.84%
32.18%
11.02%
9.90%
Key characteristics
| VIOO | IJR | |
|---|---|---|
| Sharpe Ratio | 1.60 | 1.61 |
| Sortino Ratio | 2.35 | 2.37 |
| Omega Ratio | 1.28 | 1.28 |
| Calmar Ratio | 1.78 | 1.80 |
| Martin Ratio | 8.94 | 9.00 |
| Ulcer Index | 3.59% | 3.58% |
| Daily Std Dev | 20.02% | 20.00% |
| Max Drawdown | -44.15% | -58.15% |
| Current Drawdown | -1.04% | -0.96% |
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VIOO vs. IJR - Expense Ratio Comparison
VIOO has a 0.10% expense ratio, which is higher than IJR's 0.07% expense ratio. However, 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 VIOO 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
VIOO vs. IJR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P Small-Cap 600 ETF (VIOO) 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
VIOO vs. IJR - Dividend Comparison
VIOO's dividend yield for the trailing twelve months is around 1.26%, more than IJR's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VIOO Vanguard S&P Small-Cap 600 ETF | 1.26% | 1.47% | 1.51% | 1.16% | 1.09% | 1.37% | 1.32% | 1.11% | 0.95% | 1.26% | 1.06% | 0.86% |
IJR iShares Core S&P Small-Cap ETF | 1.21% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.21% | 1.48% | 1.23% | 1.00% |
Drawdowns
VIOO vs. IJR - Drawdown Comparison
The maximum VIOO drawdown since its inception was -44.15%, smaller than the maximum IJR drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for VIOO and IJR. For additional features, visit the drawdowns tool.
Volatility
VIOO vs. IJR - Volatility Comparison
Vanguard S&P Small-Cap 600 ETF (VIOO) and iShares Core S&P Small-Cap ETF (IJR) have volatilities of 7.65% and 7.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.